Two-sensor Self-tuning Information Fusion Kalman Filter
Deng Zil · Science Technology and Engineer · 2003
Using the modem time series analysis method, based on the on-line identification of the autoregressive movingaverage(ARMA)innovation model,a self-tuning information fusion Kalman filter is presented for two-sensor linear discretestochastic systems of containing the unknown model parameters and noise variances, which has asymptotic optimality. A simu-lation example shows its effectiveness.