4.7 Article

Robust Linear Estimation Fusion With Allowable Unknown Cross-Covariance

Journal

IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
Volume 46, Issue 9, Pages 1314-1325

Publisher

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSMC.2015.2487882

Keywords

Covariance intersection (CI); estimation fusion; minimax; robust fusion; semi-definite programming (SDP)

Funding

  1. State Key Program for Basic Research of China (973) [2013CB329405]
  2. National Natural Science Foundation (NNSF) of China [61403299]
  3. National Aeronautics and Space Administration/LEQSF-Phase3-06 [NNX13AD29A]
  4. Fundamental Research Funds for the Central Universities of China
  5. China Postdoctoral Science Foundation
  6. NNSF of China [61473197]
  7. NASA [475825, NNX13AD29A] Funding Source: Federal RePORTER

Ask authors/readers for more resources

This paper deals with distributed estimation fusion under unknown cross-covariance between errors of local estimates. We propose a formulation to restrict the set of possible cross-covariance matrices. The constraint in the formulation, named allowance of cross-covariance, provides a flexible way to utilize some prior information on cross-correlation in fusion methods. Then based on the allowance, an optimal robust fusion method is proposed in the minimax sense via semi-definite programming, and suboptimal fusion methods are also discussed to reduce the computational load. We analyze the properties of the proposed fusion methods and describe the relationships between our proposed fusion and some existing fusion methods. Numerical examples are given to illustrate their performance.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.7
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available