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| Main Author: | |
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| Format: | Preprint |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2101.10159 |
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| _version_ | 1866915188500856832 |
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| author | Li, Hao |
| author_facet | Li, Hao |
| contents | The split covariance intersection filter (split CIF) is a useful tool for general data fusion and has the potential to be applied in a variety of engineering tasks. An indispensable optimization step (referred to as w-optimization) involved in the split CIF concerns the performance and implementation efficiency of the Split CIF, but explanation on w-optimization is neglected in the paper [1] that provides a theoretical foundation for the Split CIF. This note complements [1] by providing a theoretical proof for the convexity of the w-optimization problem involved in the split CIF (convexity is always a desired property for optimization problems as it facilitates optimization considerably). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2101_10159 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | On w-Optimization of the Split Covariance Intersection Filter Li, Hao Systems and Control The split covariance intersection filter (split CIF) is a useful tool for general data fusion and has the potential to be applied in a variety of engineering tasks. An indispensable optimization step (referred to as w-optimization) involved in the split CIF concerns the performance and implementation efficiency of the Split CIF, but explanation on w-optimization is neglected in the paper [1] that provides a theoretical foundation for the Split CIF. This note complements [1] by providing a theoretical proof for the convexity of the w-optimization problem involved in the split CIF (convexity is always a desired property for optimization problems as it facilitates optimization considerably). |
| title | On w-Optimization of the Split Covariance Intersection Filter |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2101.10159 |