DocumentCode
850050
Title
Decentralized linear estimation in correlated measurement noise
Author
Roy, Sandip ; Iltis, Ronald A.
Author_Institution
Dept. of Electr. Eng., Pennsylvania Univ., Philadelphia, PA, USA
Volume
27
Issue
6
fYear
1991
fDate
11/1/1991 12:00:00 AM
Firstpage
939
Lastpage
941
Abstract
Some results and perspectives are provided on the problem of optimally combining estimates from different sensors when the measurement noise processes are correlated. The authors consider only the static estimation problem and limit the discussion to fusion with two sensors. A necessary and sufficient condition for optimality of the decentralized estimator in the presence of correlated measurement noise processes is presented. The result ties together previously reported work, and yields additional insights.
Keywords
estimation theory; filtering and prediction theory; measurement theory; random noise; Kalman filter; correlated measurement noise; decentralized estimator; fusion; linear estimation; linear minimum mean square; measurement noise; navigation; static estimation; Additive noise; Interference; Kalman filters; Navigation; Noise measurement; Parameter estimation; Sensor fusion; Sufficient conditions; Vectors; Yield estimation;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/7.104265
Filename
104265
Link To Document