Weighted Measurement Fusion White Noise Deconvolution Filter with Correlated Noise for Multisensor Stochastic Systems

For the multisensor linear discrete time-invariant stochastic control systems with different measurement matrices and correlated noises, the centralized measurement fusion white noise estimators are presented by the linear minimum variance criterion under the condition that noise input matrix is ful...

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Bibliographic Details
Main Authors: Xin Wang, Shu-Li Sun, Kai-Hui Ding, Jing-Yan Xue
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2012/257619