Self-Tuning Fusion Kalman Filter for ARMA Signals

For the single-channel autoregressive moving average (ARMA) signals with multisensor, and with unknown model parameters and noise variances, the local estimators of unknown model parameters and noise variances are obtained by the recursive instrumental variable (RIV) algorithm and correlation method...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Applied Mechanics and Materials 2012-11, Vol.229-231, p.1768-1771
Hauptverfasser: Yan, Man, Liu, Wen Qiang, Han, Na, Tao, Gui Li
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page 1771
container_issue
container_start_page 1768
container_title Applied Mechanics and Materials
container_volume 229-231
creator Yan, Man
Liu, Wen Qiang
Han, Na
Tao, Gui Li
description For the single-channel autoregressive moving average (ARMA) signals with multisensor, and with unknown model parameters and noise variances, the local estimators of unknown model parameters and noise variances are obtained by the recursive instrumental variable (RIV) algorithm and correlation method, and the fused estimators are obtained by taking the average of the local estimators. Substituting them into the optimal fusion Kalman filter, a self-tuning fusion Kalman filter for single-channel ARMA signals is presented. A simulation example shows its effectiveness.
doi_str_mv 10.4028/www.scientific.net/AMM.229-231.1768
format Article
fullrecord <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_1442650081</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>3102072571</sourcerecordid><originalsourceid>FETCH-LOGICAL-c2208-fcebf18365206ae602899e6ad84f21a3ce53aeaa797e3b4f51b0e1ea342c3ee13</originalsourceid><addsrcrecordid>eNqVkMtOwzAQRS0eEqX0HyKxREn9iuMso6oFRCskWtaWG8bFVeoUO1XF3-NQJNiyuou5OjNzELojOOOYyvHxeMxCbcF11tg6c9CNq8Uio7RMKSMZKYQ8QwMiBE0LLuk5GpWFZJgVMs8JphffM5yWjIkrdB3CFmPBCZcDRJbQmHR1cNZtktkh2NYlT7rZaZfMbNOBT0zrk-plUSVLu3G6CTfo0sSA0U8O0etsupo8pPPn-8dJNU9rSrFMTQ1rQyQTOcVCg4hvlCUI_Sa5oUSzGnKmQeuiLICtucnJGgMBzTitGQBhQ3R74u59-3GA0Klte_D9BYpwTkWOsexbk1Or9m0IHozae7vT_lMRrHp3KrpTv-5UdKeiOxXdqehO9e4iZXqidF670EH9_mfZPzhfU1N-DA</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1442650081</pqid></control><display><type>article</type><title>Self-Tuning Fusion Kalman Filter for ARMA Signals</title><source>Scientific.net Journals</source><creator>Yan, Man ; Liu, Wen Qiang ; Han, Na ; Tao, Gui Li</creator><creatorcontrib>Yan, Man ; Liu, Wen Qiang ; Han, Na ; Tao, Gui Li</creatorcontrib><description>For the single-channel autoregressive moving average (ARMA) signals with multisensor, and with unknown model parameters and noise variances, the local estimators of unknown model parameters and noise variances are obtained by the recursive instrumental variable (RIV) algorithm and correlation method, and the fused estimators are obtained by taking the average of the local estimators. Substituting them into the optimal fusion Kalman filter, a self-tuning fusion Kalman filter for single-channel ARMA signals is presented. A simulation example shows its effectiveness.</description><identifier>ISSN: 1660-9336</identifier><identifier>ISSN: 1662-7482</identifier><identifier>ISBN: 9783037855102</identifier><identifier>ISBN: 303785510X</identifier><identifier>EISSN: 1662-7482</identifier><identifier>DOI: 10.4028/www.scientific.net/AMM.229-231.1768</identifier><language>eng</language><publisher>Zurich: Trans Tech Publications Ltd</publisher><ispartof>Applied Mechanics and Materials, 2012-11, Vol.229-231, p.1768-1771</ispartof><rights>2012 Trans Tech Publications Ltd</rights><rights>Copyright Trans Tech Publications Ltd. Nov 2012</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c2208-fcebf18365206ae602899e6ad84f21a3ce53aeaa797e3b4f51b0e1ea342c3ee13</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Uhttps://www.scientific.net/Image/TitleCover/2034?width=600</thumbnail><link.rule.ids>314,780,784,27923,27924</link.rule.ids></links><search><creatorcontrib>Yan, Man</creatorcontrib><creatorcontrib>Liu, Wen Qiang</creatorcontrib><creatorcontrib>Han, Na</creatorcontrib><creatorcontrib>Tao, Gui Li</creatorcontrib><title>Self-Tuning Fusion Kalman Filter for ARMA Signals</title><title>Applied Mechanics and Materials</title><description>For the single-channel autoregressive moving average (ARMA) signals with multisensor, and with unknown model parameters and noise variances, the local estimators of unknown model parameters and noise variances are obtained by the recursive instrumental variable (RIV) algorithm and correlation method, and the fused estimators are obtained by taking the average of the local estimators. Substituting them into the optimal fusion Kalman filter, a self-tuning fusion Kalman filter for single-channel ARMA signals is presented. A simulation example shows its effectiveness.</description><issn>1660-9336</issn><issn>1662-7482</issn><issn>1662-7482</issn><isbn>9783037855102</isbn><isbn>303785510X</isbn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2012</creationdate><recordtype>article</recordtype><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><recordid>eNqVkMtOwzAQRS0eEqX0HyKxREn9iuMso6oFRCskWtaWG8bFVeoUO1XF3-NQJNiyuou5OjNzELojOOOYyvHxeMxCbcF11tg6c9CNq8Uio7RMKSMZKYQ8QwMiBE0LLuk5GpWFZJgVMs8JphffM5yWjIkrdB3CFmPBCZcDRJbQmHR1cNZtktkh2NYlT7rZaZfMbNOBT0zrk-plUSVLu3G6CTfo0sSA0U8O0etsupo8pPPn-8dJNU9rSrFMTQ1rQyQTOcVCg4hvlCUI_Sa5oUSzGnKmQeuiLICtucnJGgMBzTitGQBhQ3R74u59-3GA0Klte_D9BYpwTkWOsexbk1Or9m0IHozae7vT_lMRrHp3KrpTv-5UdKeiOxXdqehO9e4iZXqidF670EH9_mfZPzhfU1N-DA</recordid><startdate>20121129</startdate><enddate>20121129</enddate><creator>Yan, Man</creator><creator>Liu, Wen Qiang</creator><creator>Han, Na</creator><creator>Tao, Gui Li</creator><general>Trans Tech Publications Ltd</general><scope>AAYXX</scope><scope>CITATION</scope><scope>7SR</scope><scope>7TB</scope><scope>8BQ</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>BENPR</scope><scope>BFMQW</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>D1I</scope><scope>DWQXO</scope><scope>FR3</scope><scope>HCIFZ</scope><scope>JG9</scope><scope>KB.</scope><scope>KR7</scope><scope>L6V</scope><scope>M7S</scope><scope>PDBOC</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PRINS</scope><scope>PTHSS</scope></search><sort><creationdate>20121129</creationdate><title>Self-Tuning Fusion Kalman Filter for ARMA Signals</title><author>Yan, Man ; Liu, Wen Qiang ; Han, Na ; Tao, Gui Li</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c2208-fcebf18365206ae602899e6ad84f21a3ce53aeaa797e3b4f51b0e1ea342c3ee13</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2012</creationdate><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Yan, Man</creatorcontrib><creatorcontrib>Liu, Wen Qiang</creatorcontrib><creatorcontrib>Han, Na</creatorcontrib><creatorcontrib>Tao, Gui Li</creatorcontrib><collection>CrossRef</collection><collection>Engineered Materials Abstracts</collection><collection>Mechanical &amp; Transportation Engineering Abstracts</collection><collection>METADEX</collection><collection>Technology Research Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>Materials Science &amp; Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>ProQuest Central</collection><collection>Continental Europe Database</collection><collection>Technology Collection (ProQuest)</collection><collection>ProQuest One Community College</collection><collection>ProQuest Materials Science Collection</collection><collection>ProQuest Central Korea</collection><collection>Engineering Research Database</collection><collection>SciTech Premium Collection</collection><collection>Materials Research Database</collection><collection>Materials Science Database</collection><collection>Civil Engineering Abstracts</collection><collection>ProQuest Engineering Collection</collection><collection>Engineering Database</collection><collection>Materials Science Collection</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central China</collection><collection>Engineering Collection</collection><jtitle>Applied Mechanics and Materials</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Yan, Man</au><au>Liu, Wen Qiang</au><au>Han, Na</au><au>Tao, Gui Li</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Self-Tuning Fusion Kalman Filter for ARMA Signals</atitle><jtitle>Applied Mechanics and Materials</jtitle><date>2012-11-29</date><risdate>2012</risdate><volume>229-231</volume><spage>1768</spage><epage>1771</epage><pages>1768-1771</pages><issn>1660-9336</issn><issn>1662-7482</issn><eissn>1662-7482</eissn><isbn>9783037855102</isbn><isbn>303785510X</isbn><abstract>For the single-channel autoregressive moving average (ARMA) signals with multisensor, and with unknown model parameters and noise variances, the local estimators of unknown model parameters and noise variances are obtained by the recursive instrumental variable (RIV) algorithm and correlation method, and the fused estimators are obtained by taking the average of the local estimators. Substituting them into the optimal fusion Kalman filter, a self-tuning fusion Kalman filter for single-channel ARMA signals is presented. A simulation example shows its effectiveness.</abstract><cop>Zurich</cop><pub>Trans Tech Publications Ltd</pub><doi>10.4028/www.scientific.net/AMM.229-231.1768</doi><tpages>4</tpages></addata></record>
fulltext fulltext
identifier ISSN: 1660-9336
ispartof Applied Mechanics and Materials, 2012-11, Vol.229-231, p.1768-1771
issn 1660-9336
1662-7482
1662-7482
language eng
recordid cdi_proquest_journals_1442650081
source Scientific.net Journals
title Self-Tuning Fusion Kalman Filter for ARMA Signals
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-08T15%3A33%3A01IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Self-Tuning%20Fusion%20Kalman%20Filter%20for%20ARMA%20Signals&rft.jtitle=Applied%20Mechanics%20and%20Materials&rft.au=Yan,%20Man&rft.date=2012-11-29&rft.volume=229-231&rft.spage=1768&rft.epage=1771&rft.pages=1768-1771&rft.issn=1660-9336&rft.eissn=1662-7482&rft.isbn=9783037855102&rft.isbn_list=303785510X&rft_id=info:doi/10.4028/www.scientific.net/AMM.229-231.1768&rft_dat=%3Cproquest_cross%3E3102072571%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=1442650081&rft_id=info:pmid/&rfr_iscdi=true