Referenced Items are not available for this document.
Based on the matrix theory, the covariance matrix of correlated measurement noise is successfully parallel decomposed and the linear observation models are transformed to new observation models. Then optimal data fusion estimation algorithms are presented. When measurement noise is uncorrelated, the results are reduced to the optimal algorithms with uncorrelated measurement noise.
Published in:
Signal Processing, 2002 6th International Conference on
(Volume:2
)
Date of Conference: 26-30 Aug. 2002
- Page(s):
- 1641 - 1644 vol.2
- Print ISBN:
- 0-7803-7488-6
- INSPEC Accession Number:
- 7720942
- Digital Object Identifier :
- 10.1109/ICOSP.2002.1180114
- Product Type:
- Conference Publications
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