Document Zbl 1269.93116

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Existing solutions either lead to a conservative fusion result, as the chosen parametrization focuses on the fusion formulas instead of correlations, or they are computationally expensive. The contribution of this article is a novel parametrization, in which the correlation is explicitly characterized a-priori to deriving the fusion formulas. Then, maximizing the correlation ensures that the fusion result is based on independent parts of the prior estimates and, simultaneously, addresses the fact that the correlation is unknown. In addition, a guaranteed improvement of the accuracy after fusion is attained. An illustrative example demonstrates the benefits of the proposed method compared to existing fusion methods.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A6193175">Cited in <strong>6</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A93E10" title="MSC2020">93E10</a> </td> <td class="space"> Estimation and detection in stochastic control theory </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A93E03" title="MSC2020">93E03</a> </td> <td class="space"> Stochastic systems in control theory (general) </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Astate+estimation">state estimation</a>; <a href="/?q=ut%3Adata+fusion">data fusion</a>; <a href="/?q=ut%3Across+correlation">cross correlation</a>; <a href="/?q=ut%3Astatistical+analysis">statistical analysis</a>; <a href="/?q=ut%3Aellipsoidal+intersection">ellipsoidal intersection</a></div> <div class="software"> <h3>Software:</h3><a href="/software/10826">Ellipsoidal Toolbox</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 1269.93116" data-ciurl="/ci/06193175" data-biburl="/bibtex/06193175.bib" data-amsurl="/amsrefs/06193175.bib" data-xmlurl="/xml/06193175.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06193175.pdf" title="Zbl 1269.93116 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.automatica.2012.05.077" aria-label="DOI for “State fusion with unknown correlation: ellipsoidal intersection”" title="10.1016/j.automatica.2012.05.077">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://pure.tue.nl/ws/files/92779747/Metis245044.pdf" title="Full Text Link">Link</a> <a class="btn btn-default btn-xs" type="button" href="http://www.sciencedirect.com/science/article/pii/S0005109812002506" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Bar-Shalom, Y.; Campo, The effect of the common process noise on the two-sensor fused-track covariance, IEEE Transaction on Aerospace and Electronic Systems AES-22, 6, 803-805 (1986)</td> </tr><tr> <td>[2]</td> <td class="space">Benaskeur, A.R. (2002). Consistent fusion of correlated data sources. In <span class="zbmathjax-textit">Proceedings of the IEEE 28-th annual conference of the industrial electronics society</span>; Benaskeur, A.R. (2002). Consistent fusion of correlated data sources. In <span class="zbmathjax-textit">Proceedings of the IEEE 28-th annual conference of the industrial electronics society</span></td> </tr><tr> <td>[3]</td> <td class="space">Bernstein, D. S., Matrix mathematics (2005), Princeton University Press · <a href="/1075.15001" class="nowrap">Zbl 1075.15001</a></td> </tr><tr> <td>[4]</td> <td class="space">Boyd, S.; Vandenberghe, L., Convex optimization (2004), Cambridge University Press · <a href="/1058.90049" class="nowrap">Zbl 1058.90049</a></td> </tr><tr> <td>[5]</td> <td class="space">Chen, L.; Arambel, P. O.; Mehra, R. 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In <span class="zbmathjax-textit">Proceedings of 17-th IFAC world congress</span></td> </tr></table> <div class="reference_disclaimer"> This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching. </div> </div></article> </div></div> </div> </div> <div class="clearfix"></div> </div> </div> <div id="foot"><div class="copyright"> © 2025 <a target="fiz" href="https://www.fiz-karlsruhe.de/en">FIZ Karlsruhe GmbH</a> <a href="/privacy-policy/">Privacy Policy</a> <a href="/legal-notices/">Legal Notices</a> <a href="/terms-conditions/">Terms & Conditions</a> <div class="info"> <ul class="nav"> <li class="mastodon"> <a href="https://mathstodon.xyz/@zbMATH" target="_blank" class="no-new-tab-icon"> <img src="/static/mastodon.png" title="zbMATH at Mathstodon (opens in new tab)" alt="Mastodon logo"> </a> </li> </ul> </div> </div> <div class="clearfix" style="height: 0px;"></div> </div> </div> <script src="https://static.zbmath.org/contrib/jquery/1.9.1/jquery.min.js"></script> <script src="https://static.zbmath.org/contrib/jquery-caret/1.5.2/jquery.caret.min.js"></script> <script src="/static/js/jquery-ui-1.10.1.custom.min.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap/v3.3.7zb1/js/bootstrap.min.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap-lightbox/v0.7.0/bootstrap-lightbox.min.js"></script> <script src="https://static.zbmath.org/contrib/retina/unknown/retina.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap-select/v1.13.14/js/bootstrap-select.min.js"></script> <script> var SCRIPT_ROOT = ""; </script> <script src="/static/scripts.js?v=20240926"> </script> <script src="https://static.zbmath.org/contrib/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script> <script type="text/x-mathjax-config"> MathJax.Hub.Config({ "HTML-CSS": { preferredFont: "TeX", availableFonts: [ "STIX", "TeX" ], linebreaks: { automatic: true }, EqnChunk: (MathJax.Hub.Browser.isMobile ? 10 : 50) }, tex2jax: { processEscapes: true, ignoreClass: "tex2jax_ignore|dno" }, TeX: { Macros: { Aut: "\\operatorname{Aut}", Hom: "\\operatorname{Hom}" }, noUndefined: { attributes: { mathcolor: "#039", //"red", mathbackground: "white", //"#FFEEEE", mathsize: "90%" } } }, messageStyle: "none" }); </script> <script type="text/javascript"> $(document).ready(function() { $("#MathInput").stop(true, true).keyup(function() { $.ajax({ url: "/mwsq/", type: "POST", data: { query : $("#MathInput").val() }, dataType: "text" }) .done(function(xml) { $("#MathPreview").html(xml); $(window).resize(); }); }); var press = jQuery.Event("keyup"); press.ctrlKey = false; press.which = 40; $("#MathInput").trigger(press); }); </script> <div id="new_tab_icon" style="display: none"> <span class="glyphicon glyphicon-new-window" aria-hidden="true"></span><span class="sr-only">(opens in new tab)</span></div> </body> </html>

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