Document Zbl 1355.93201

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Sci.</a> <a href="/?q=in%3A362843" title="Articles in this Issue">282, 15-37 (2014)</a>. </div> <div class="abstract">Summary: This paper addresses the design of robust weighted fusion time-varying Kalman smoothers for multisensor time-varying system with uncertain noise variances by the augmented state approach. According to the minimax robust estimation principle and the unbiased linear minimum variance (ULMV) optimal estimation rule, the six robust weighted fusion time-varying Kalman smoothers are presented based on the worst-case conservative system with the conservative upper bounds of noise variances. The actual smoothing error variances of each fuser are guaranteed to have a minimal upper bound for all admissible uncertainties. Their robustness is proved by the Lyapunov equation approach. Their robust accuracy relations are analyzed and proved. Specially, the corresponding steady-state robust Kalman smoothers are also presented for multisensor time-invariant system, and the convergence in a realization between the time-varying and steady-state robust Kalman smoothers is proved by the dynamic error system analysis (DESA) method and dynamic variance error system analysis (DVESA) method. A simulation example is given to verify the robustness and robust accuracy relations.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A6681179">Cited in <strong>15</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A93E14" title="MSC2020">93E14</a> </td> <td class="space"> Data smoothing in stochastic control theory </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A93A14" title="MSC2020">93A14</a> </td> <td class="space"> Decentralized systems </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A93E11" title="MSC2020">93E11</a> </td> <td class="space"> Filtering in stochastic control theory </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Amultisensor+information+fusion">multisensor information fusion</a>; <a href="/?q=ut%3Aweighted+fusion">weighted fusion</a>; <a href="/?q=ut%3Arobust+Kalman+smoother">robust Kalman smoother</a>; <a href="/?q=ut%3Auncertain+noise+variance">uncertain noise variance</a>; <a href="/?q=ut%3Arobust+accuracy">robust accuracy</a>; <a href="/?q=ut%3Aconvergence">convergence</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1355.93201" data-ciurl="/ci/06681179" data-biburl="/bibtex/06681179.bib" data-amsurl="/amsrefs/06681179.bib" data-xmlurl="/xml/06681179.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06681179.pdf" title="Zbl 1355.93201 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.ins.2014.06.008" aria-label="DOI for “Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances”" title="10.1016/j.ins.2014.06.008">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Ahmad, A.; Gnai, M.; Yang, F. 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