A new fusion formula and its application to continuous-time linear systems with multisensor environment Export

@article{Shin2007, abstract = {The problem of fusion of local estimates is considered. An optimal mean-square linear combination (fusion formula) of an arbitrary number of local vector estimates is derived. The derived result holds for all dynamic systems with measurements. In particular, for scalar uncorrelated local estimates, the fusion formula represents the well-known result in statistics. The fusion formula is applied to fusion of local Kalman estimates in multisensor filtering problem. Examples demonstrate high accuracy of the proposed fusion formula.}, address = {Amsterdam, The Netherlands, The Netherlands}, author = {Shin, Vladimir and Shevlyakov, Georgy and Kim, Kiseon}, citeulike-article-id = {4251849}, citeulike-linkout-0 = {http://portal.acm.org/citation.cfm?id=1296452}, citeulike-linkout-1 = {http://dx.doi.org/10.1016/j.csda.2006.11.031}, doi = {10.1016/j.csda.2006.11.031}, issn = {0167-9473}, journal = {Comput. Stat. Data Anal.}, keywords = {shin2007}, number = {2}, pages = {840--854}, posted-at = {2009-04-01 03:26:23}, priority = {2}, publisher = {Elsevier Science Publishers B. V.}, title = {A new fusion formula and its application to continuous-time linear systems with multisensor environment}, url = {http://dx.doi.org/10.1016/j.csda.2006.11.031}, volume = {52}, year = {2007} }

TY - JOUR ID - Shin2007 L3 - citeulike-article-id:4251849 N2 - The problem of fusion of local estimates is considered. An optimal mean-square linear combination (fusion formula) of an arbitrary number of local vector estimates is derived. The derived result holds for all dynamic systems with measurements. In particular, for scalar uncorrelated local estimates, the fusion formula represents the well-known result in statistics. The fusion formula is applied to fusion of local Kalman estimates in multisensor filtering problem. Examples demonstrate high accuracy of the proposed fusion formula. IS - 2 JF - Comput. Stat. Data Anal. SN - 0167-9473 AD - Amsterdam, The Netherlands, The Netherlands EP - 854 TI - A new fusion formula and its application to continuous-time linear systems with multisensor environment PB - Elsevier Science Publishers B. V. VL - 52 SP - 840 KW - shin2007 AU - Shin, Vladimir AU - Shevlyakov, Georgy AU - Kim, Kiseon PY - 2007/// UR - http://dx.doi.org/10.1016/j.csda.2006.11.031 ER -