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dc.contributor.authorLi, Wangyan
dc.contributor.authorYang, Fuwen
dc.contributor.authorWei, Guoliang
dc.date.accessioned2019-05-29T12:45:08Z
dc.date.available2019-05-29T12:45:08Z
dc.date.issued2018
dc.identifier.issn1070-9908
dc.identifier.doi10.1109/LSP.2018.2867741
dc.identifier.urihttp://hdl.handle.net/10072/382812
dc.description.abstractIn this letter, a new type of fast covariance intersection (CI) rule to deal with unknown correlations is proposed. Different from the existing CI and its variants, our approach can obtain the optimized CI weights offline while preserving a guaranteed filtering accuracy and stability in the online implementation stage. To this end, the connection between the upper bound of the fused error covariances and the observability Gramian is first established. Next, the optimization of error covariances is converted into the optimization of observability Gramian, which is made of system matrices. Accordingly, the CI weights can be calculated prior to the real implementation. Moreover, the stability result of the fusion is also established with the help of the proposed jointly uniform observability condition. At last, simulations are given to demonstrate the effectiveness of the proposed fast CI method.
dc.description.peerreviewedYes
dc.languageEnglish
dc.publisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
dc.relation.ispartofpagefrom1570
dc.relation.ispartofpageto1574
dc.relation.ispartofissue10
dc.relation.ispartofjournalIEEE SIGNAL PROCESSING LETTERS
dc.relation.ispartofvolume25
dc.subject.fieldofresearchElectrical and Electronic Engineering
dc.subject.fieldofresearchCommunications Technologies
dc.subject.fieldofresearchcode0906
dc.subject.fieldofresearchcode1005
dc.titleA Novel Observability Gramian-Based Fast Covariance Intersection Rule
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.hasfulltextNo Full Text
gro.griffith.authorYang, Fuwen
gro.griffith.authorLi, Wangyan


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