Research on adaptive information fusion algorithm and its application. (English) Zbl 1075.93035
The paper proposes a new information fusion algorithm which is based on the adaptive federated Kalman filter. Firstly, one transforms the Kalman filter into an ARMA process, then one directly estimates the filter gain, and lastly, in order to complete the information fusion, one applies this estimate to the federated Kalman filter.
Reviewer: Guy Jumarie (Montréal)
MSC:
93E11 | Filtering in stochastic control theory |