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A non-divergent estimation algorithm in the presence of unknown correlations

Julier, S.J., Uhlmann, J.K.·1997·Proceedings of the 1997 American Control Conference (Cat. No.97CH36041)

Abstract

This paper addresses the problem of estimation when the cross-correlation in the errors between different random variables are unknown. A new data fusion algorithm, the covariance intersection algorithm (CI), is presented. It is proved that this algorithm yields consistent estimates irrespective of the actual correlations. This property is illustrated in an application of decentralised estimation where it is impossible to consistently use a Kalman filter.

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Metadata

Authors
Julier, S. J., & Uhlmann, J. K.
Venue
Proceedings of the 1997 American Control Conference (Cat. No.97CH36041)
Publisher
IEEE
Published
1997
Pages
2369-2373 vol.4
ISSN
0743-1619 (ISSN-L)
OpenAlex
W2148234182
Cited by
999
References
0
FWCI
1.91
Type
conference paper
Language
en
Open access
closed

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CoChat. (2026). Citation check: A non-divergent estimation algorithm in the presence of unknown correlations. https://app.cochat.ai/papers/10.1109/acc.1997.609105
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Julier, S. J., & Uhlmann, J. K. (1997). A non-divergent estimation algorithm in the presence of unknown correlations. Proceedings of the 1997 American Control Conference (Cat. No.97CH36041). https://doi.org/10.1109/acc.1997.609105

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.