Li X R,Zhu Y M,Wang J,Han C Z. Optimal linear estimation fusion I:unified fusion rules. IEEE Transactions on Information Theory,2003,49(9):2192-2208
[2]
Sun S L,Deng Z L. Multi-sensor optimal information fusion Kalman filter. Automatica,2004,40(6):1017-1023
[3]
Hagander P,Wittenmark B. A self-tuning filter for fixed-lag smoothing. IEEE Transactions on Information Theory,1977,23(3):377-384
[4]
Deng Z L,Zhang H S,Liu S J,Zhou L. Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems. Automatica,1996,32(2):199-216
[5]
Wang Jian-Wen,Shui Hai-Tao,Li Xun,Zhang Hui,Ma Hong-Xu. Robust Kalman filter design for unknown noise covariance. Control Theory and Application,2011,28(5):693-697(王建文,税海涛,李迅,张辉,马宏绪. 噪声统计特性未知时的鲁棒卡尔曼滤波算法设计. 控制理论与应用,2011,28(5):693-697)
[6]
Wu D Z,Zhou J,Qu X M. A robust estimation fusion with unknown cross-covariance in distribution systems. In:Proceedings of the 48th IEEE Conference on Decision and Control Jointly with the 28th Chinese Control Conference. Shanghai,China:IEEE,2009. 7603-7607
[7]
Deng Z L,Li C B. Self-tuning information fusion Kalman predictor weighted by diagonal matrices and its convergence analysis. Acta Automatica Sinica,2007,33(2):156-163
[8]
Ran C J,Deng Z L. Self-tuning weighted measurement fusion Kalman filter and its convergence. Journal of Control Theory and Applications,2010,8(4):435-440
[9]
Gao Y,Ran C J,Sun X J,Deng Z L. Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optimality. International Journal of Adaptive Control and Signal Processing,2010,24(11):982-1004
[10]
Tao G L,Deng Z L. Convergence of self-tuning Riccati equation for systems with unknown parameters and noise variances. In:Proceedings of the 8th World Congress on Intelligent Control and Automation. Jinan,China:IEEE,2010. 5732-5736
[11]
Kailath T,Sayed A H,Hassibi B. Linear Estimation. New Jersey:Prentice Hall,2000
[12]
Kamen E W,Su J K. Introduction to Optimal Estimation. London:Springer,1999
[13]
Chen H F,Zhao W X. Identification of both coefficients and orders of ARMAX system. In:Proceedings of the 48th IEEE Conference on Decision and Control Joint with the 28th Chinese Control Conference. Shanghai,China:IEEE,2009. 7250-7255
[14]
Gibson J D,Koo B,Gray S D. Filtering of colored noise for speech enhancement and coding. IEEE Transactions on Signal Processing,1991,39(8):1732-1742
[15]
Box G E P,Jenkins G M,Reinsel G C. Time Series Analysis:Forecasting and Control (Third Edition). New Jersey:Prentice Hall,1994
[16]
Liggins M E,Hall D L,Llinas J. Handbook of Multisensor Data Fusion:Theory and Practice (Second Edition). Boca Raton:CRC Press,2009
[17]
Song E B,Zhu Y M,Zhou J,You Z S. Optimal Kalman filtering fusion with cross-correlated sensor noises. Automatica,2007,43(8):1450-1456
[18]
Deng Z L,Gao Y,Mao L,Li Y,Hao G. New approach to information fusion steady-state Kalman filtering. Automatica,2005,41(10):1695-1707
[19]
Moir T,Grimble M J. Optimal self-tuning filtering,prediction,and smoothing for discrete multivariable processes. IEEE Transactions on Automatic Control,1984,29(2):128-137
[20]
Deng Zi-Li. Self-tuning Filtering Theory with Applications. Harbin:Harbin Institute of Technology Press,2003(邓自立. 自校正滤波理论及其应用. 哈尔滨:哈尔滨工业大学出版社,2003)
[21]
Julier S J,Uhlmann J K. A non-divergent estimation algorithm in the presence of unknown correlations. In:Proceedings of the American Control Conference. Albuquerque,USA:IEEE,1997. 2369-2373
[22]
Deng Z Li,Gao Y,Li C B,Hao G. Self-tuning decoupled information fusion Wiener state component filters and their convergence. Automatica,2008,44(3):685-695
[23]
Sun S L. Optimal and self-tuning information fusion Kalman multi-step predictor. IEEE Transactions on Aerospace and Electronic Systems,2007,43(2):418-427
[24]
Gao Y,Jia W J,Sun X J,Deng Z L. Self-tuning multisensor weighted measurement fusion Kalman filter. IEEE Transactions on Aerospace and Electronic Systems,2009,45(1):179-191
[25]
Ran C J,Tao G L,Liu J F,Deng Z L. Self-tuning decoupled fusion Kalman predictor and its convergence analysis. IEEE Sensors Journal,2009,9(12):2024-2032
[26]
Ljung L. System Identification:Theory for the User (Second Edition). New Jersey:Prentice Hall,1999
[27]
Ran C J,Deng Z L. Information fusion multi-stage identification method for multisensor multi-channel ARMA models. In:Proceedings of the International Conference on Mechatronics and Automation. Beijing,China:IEEE,2011. 2216-2221
[28]
Deng Zi-Li. Information Fusion Filter Theory with Applications. Harbin:Harbin Institute of Technology Press,2007(邓自立. 信息融合滤波理论及其应用. 哈尔滨:哈尔滨工业大学出版社,2007)
[29]
Chui C K,Chen G. Kalman Filtering:with Real-Time Applications (Fourth Edition). Berlin:Springer-Verlag,1999
[30]
Moir T J,Campbel D R,Dabis H S. A polynomial approach to optimal and adaptive filtering with application to speech. IEEE Transactions on Signal Processing,1991,39(5):1221-1224
[31]
Deng Zi-Li,Xu Hui-Qin,Zhang Ming-Bo. Multivariable bias compensated recursive least-squares algorithm and its convergence. Science Technology and Engineering,2010,10(2):360-365(邓自立,徐慧勤,张明波. 多变量偏差补偿递推最小二乘法及其收敛性. 科学技术与工程,2010,10(2):360-365)