IEEE - Institute of Electrical and Electronics Engineers, Inc. - An Optimal Data Fusion Algorithm in the Presence of Unknown Cross-covariances

Author(s): Xiaohai Zhang
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (CD): 2334-3303
ISSN (Electronic): 1558-2523
ISSN (Paper): 0018-9286
DOI: 10.1109/TAC.2019.2925500
Regular:

This paper presents an optimal data fusion formulation and algorithm in the sense of Minimum Mean Square Error (MMSE) when some or all cross-covariances are unknown. This algorithm is generic in... View More

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