Self-tuning reduced dimension weighted fusion white noise estimator with input estimation

  • Xiao-Jun Sun
  • Published 2013 in
    Proceedings of the 2013 International Conference…

Abstract

For the multisensor linear discrete time-invariant systems with unknown constant input and unknown noise statistics, the on-line noise statistic estimator based on the improved correlation function method, and the on-line input estimator based on the RELS algorithm are presented. Using the Kalman filtering method, a self-tuning reduced dimension weighted… (More)

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