Multi-stage information fusion identification method for multisensor ARMA signals with white measurement noises
Yuan Gao, Huiqin Xu, Zili Deng · 2010
For the single channel autoregressive moving average (ARMA) signals with multisensor and white measurement noises, unknown model parameters and unknown noise variances, a multi-stage information identification method is presented. It consists of the recursive instrument variable (RIV) algorithm-based information fusion estimator of the autoregressive (AR) parameters, the correlation method-based information fusion noise variance estimators, and the correlation function-based information fusion moving average (MA) parameter estimator. All information fusion estimators are obtained by taking the average of the local estimators. They have the strong consistency. A simulation example shows its effectiveness.