Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis

Author:

Liu Jinfang12,Deng Zili1

Affiliation:

1. Department of Automation; Heilongjiang University; Harbin 150080 China

2. Harbin Deqiang College of Commerce; Harbin 150025 China

Funder

National Nature Science Foundation

Support Program for Young Professionals in Regular Higher Education Institutions of Heilongjiang Province

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Signal Processing,Control and Systems Engineering

Reference41 articles.

1. A new approach to linear filtering and prediction problems;Kalman;Transactions of the ASME-Journal of Basic Engineering,1960

2. Extrapolation, Interpolation, and Smoothing of Stationary Time Series

3. New approach to information fusion steady-state Kalman filtering;Deng;Automatica,2005

4. Polynomial approach to Wiener filtering;Roberts;International Journal of Control,1988

5. Wiener filter design using polynomial equations;Ahlen;IEEE Transactions on Signal Processing,1991

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