Fusion under unknown correlation - Covariance intersection as a special case

Proceedings of the 5th International Conference on Information Fusion, FUSION 2002

Volumn 2, Issue , 2002, Pages 905-912

  Chen, Lingji ^a   Arambel, Pablo O ^a   Mehra, Raman K ^a  

^a SCIENTIFIC SYSTEMS COMPANY INC   (United States)

Author keywords

Consistent estimation; Covariance Intersection; Fusion of random variables; Kalman Filter; Unknown correlation

Indexed keywords

COVARIANCE MATRIX; KALMAN FILTERS; RANDOM VARIABLES;

BEST VALUE; CONSISTENT ESTIMATION; COVARIANCE INTERSECTION; DIMENSIONAL SPACES; OPTIMAL SOLUTIONS; TRACE MINIMIZATION; UPPER BOUND;

INFORMATION FUSION;

EID: 70449413337     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICIF.2002.1020908     Document Type: Conference Paper

References (11)

1. Simon J. Julier and Jeffrey K. Uhlmann. Non- divergent estimation algorithm in the presence of unknown correlations. In Proceedings of the American Control Conference, volume 4, pages 2369-2373, Piscataway, NJ, USA, 1997. IEEE.
2. Simon Julier and Jeffrey Uhlmann. General decentralized data fusion with Covariance Intersection (CI). In D. Hall and J. Llians, editors, Handbook of multisensor data fusion, chapter 12, pages 12-1 to 12-25. CRC Press, 2001.
3. Pablo O. Arambel, Constantino Rago, and Raman K. Mehra. Covariance intersection algorithm for distributed spacecraft state estimation. In Proceedings of the 2001 American Control Conference, volume 6, pages 4398-4403, 2001.
4. X. Xu and S. Negahdaripour. Application of extended covariance intersection principle for mosaic-based optical positioning and navigation of underwater vehicles. In Proceedings of IEEE International Conference on Robotics and Automation, volume 3, pages 2759-2766, 2001.
5. E T Baumgartner, H Aghazarian, A Trebi- Ollennu, T L Huntsberger, and M S. Garrett. State estimation and vehicle localization for the fido rover. In Proceedings of SPIE - The International Society for Optical Engineering, volume 4196, pages 329-336, Beilingham, WA, USA, 2000. Society of Photo-Optical Instrumentation Engineers.
6. David Nicholson and Bob. Deaves. Decentralized track fusion in dynamic networks. In Proceedings of SPIE - The International Society for Optical Engineering, volume 4048, pages 452-460, Beilingham, WA, USA., 2000. Society of Photo- Optical Instrumentation Engineers.
7. Simon J. Julier and Jeffrey K. Uhlmann. Real time distributed map building in large environments. In Proceedings of SPIE - The International Society for Optical Engineering, volume 4196, pages 317-328, Beilingham, WA, USA., 2000. Society of Photo-Optical Instrumentation Engineers.
8. Jeffrey Uhlmann, Simon Julier, Behzad Kamgar- Parsi, Marco Lanzagorta, and Haw-Jye. Shyu, NASA mars rover: a testbed for evaluating applications of covariance intersection. In Proceedings of Spie - the International Society for Optical Engineering, volume 3693, pages 140-149,1999.
9. Ronald Mahler. Optimal/robust distributed data fusion: a unified approach. In Proceedings of SPIE - The International Society for Optical Engineering, volume 4052, pages 128-138, Beilingham, WA, USA, 2000. Society of Photo-Optical Instrumentation Engineers.
10. C. Y. Chong and Shozo Mori. Convex combination and covariance intersection algorithms in distributed fusion. In Proceedings of Fusion 2001, 2001.
11. Lingji Chen, Pablo A. Orambel, and Raman K. Mehra. Estimation under unknown correlation: Covariance Intersection revisited. IEEE Transactions on Automatic Control, 2002. to appear.