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...
Main Authors: | , , , |
---|---|
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 |