Covariance Intersection in State Estimation of Dynamical Systems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43922867" target="_blank" >RIV/49777513:23520/14:43922867 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6916138" target="_blank" >http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6916138</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Covariance Intersection in State Estimation of Dynamical Systems
Original language description
The Covariance Intersection algorithm linearly combines estimates when the cross-correlations between their errors are unknown. It provides a fused estimate and an upper bound of the corresponding mean square error matrix. The weights of the linear combination are designed in order to minimise the upper bound. This paper analyses the optimal weights in relation to state estimation of dynamical systems. It is shown that the use of the optimal upper bound in a standard recursive filtering does not lead tooptimal upper bounds in subsequent processing steps. Unlike the fusion under full knowledge, the fusion under unknown cross-correlations can fuse the same information differently, depending on the independent information that will be available in the future.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GC13-07058J" target="_blank" >GC13-07058J: Consistent Fusion in Networked Estimation Systems</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 17th International Conference on Information Fusion
ISBN
978-84-9012-355-3
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
1-7
Publisher name
IEEE
Place of publication
Salamanca
Event location
Salamanca, Spain
Event date
Jul 7, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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