Title
Estimation fusion algorithms in the presence of partially known cross-correlation of local estimation errors.
Abstract
This paper addresses estimation fusion when the cross-correlation of local estimation errors is partially known. The statistical dependence of local estimation errors is first discussed, and then the concept of correlation coefficient is introduced to model the cross-correlation approximately. Two algorithms are proposed. One is based on min-max technique, which minimizes the maximal Mahalanobis distance between two fused estimates. The other one uses the prior distribution of the correlation coefficient and obtains a closed form of estimation fusion with the help of a series of matrix manipulations. Compared with some available algorithms in literature, simulation results demonstrate the effectiveness of the proposed approaches.
Year
DOI
Venue
2014
10.1016/j.inffus.2013.09.003
Information Fusion
Keywords
Field
DocType
correlation coefficient,paper addresses estimation fusion,matrix manipulation,fused estimate,maximal mahalanobis distance,available algorithm,local estimation error,estimation fusion algorithm,closed form,estimation fusion,mahalanobis distance,cross correlation
Cross-correlation,Correlation coefficient,Pattern recognition,Matrix (mathematics),Fusion,Algorithm,Mahalanobis distance,Artificial intelligence,Prior probability,Mathematics
Journal
Volume
ISSN
Citations 
18
1566-2535
5
PageRank 
References 
Authors
0.47
6
4
Name
Order
Citations
PageRank
Hongyan Zhu1428.57
Qiaozhu Zhai2123.75
Mingwei Yu351.83
Chongzhao Han444671.68