The optimal robust finite-horizon Kalman filtering for multiple sensors with different stochastic failure rates.
Xiaomei QuJie ZhouPublished in: Appl. Math. Lett. (2013)
Keyphrases
- finite horizon
- kalman filtering
- multiple sensors
- failure rate
- state estimation
- kalman filter
- infinite horizon
- optimal policy
- data fusion
- markov decision processes
- multi sensor
- average cost
- optimal control
- markov decision process
- multistage
- sensor data
- sensor fusion
- long run
- particle filtering
- dynamic programming
- real time
- machine learning