... x = x t is time-varying. approximation theory covariance matrices sensor fusion estimation fusion formula multisensor Cholesky factorization low complexity Recently a multisensory data fusion has been a big issue to increase the accuracy of parameter estimates...

... dynamics covariance matrices nonelectric sensing devices velocity measurement reliability Sensor fusion, or multi-sensor data fusion, is an evolving technology concerning the problem of integrating data from multiple and, possibly, diverse sensors in order to perform inferences about a physical...

...: R. Langari. 15 December 2003 03 12 2004 feedback fuzzy control discrete systems covariance matrices control system synthesis Discrete Takagi-Sugeno Fuzzy Models State Covariance Assignment Theory of Generalized Inverse In the recent years, there has been...

... j , R i j = H j F i G j , and vector R i π of stacked covariances defined in Eq. ( 13 ) no longer factorizes as in Eq. ( 14 ). To circumvent this difficulty, the idea 19 is to normalize the covariance matrices in Eqs. ( 11 ), (15...