2012
DOI: 10.1002/acs.2277
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Self‐tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis

Abstract: SUMMARYFor the multisensor single‐channel autoregressive moving average (ARMA) signal with colored measurement noise, when the partial model parameters and the noise variance are unknown, a self‐tuning fusion Kalman filter weighted by scalar is presented based on the ARMA innovation model by the modern time series analysis method. With the application of the recursive instrumental variable algorithm and the Gevers–Wouters iterative algorithm with dead band, the information fusion estimators for the unknown mod… Show more

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Cited by 10 publications
(2 citation statements)
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“…[12][13][14] The temperature of the clinker was initially measured using thermocouples in grate coolers in order to properly cool the clinker, and the air pressure was then adjusted. 15,16 However, this was ineffective since thermocouples or any other temperature sensor components could not withstand ambient temperature. 17,18 The clinker temperature profile along the full length of the cooler was also difficult to determine.…”
Section: Introductionmentioning
confidence: 99%
“…[12][13][14] The temperature of the clinker was initially measured using thermocouples in grate coolers in order to properly cool the clinker, and the air pressure was then adjusted. 15,16 However, this was ineffective since thermocouples or any other temperature sensor components could not withstand ambient temperature. 17,18 The clinker temperature profile along the full length of the cooler was also difficult to determine.…”
Section: Introductionmentioning
confidence: 99%
“…Compensating the linearization errors by introducing the fictitious noise [3] yields the unknown uncertain noise variances. Similarly, for systems with unmodeling dynamics, compensating Now, we investigate the asymptotic properties of the local and two-level hierarchical fusion robust time-varying Kalman filters, and we shall present the corresponding steady-state robust Kalman filters and also rigorously prove the convergence in a realization between the robust time-varying and steady-state Kalman filters, by the DESA method [30,31,37].…”
mentioning
confidence: 99%