Weighted Measurement Fusion White Noise Deconvolution Filter with Correlated Noise for Multisensor Stochastic Systems

Table 1

Numeric equality of white noise deconvolution estimators of three algorithms.

𝑡	20	60	100	150	200
𝑤(𝑡∣𝑡)	0.111998000967414	−0.934613391503756	−0.414208836483129	−0.440806638705783	−0.248866858088324
𝑤^(𝐼)(𝑡∣𝑡)	0.111998000967414	−0.934613391503756	−0.414208836483129	−0.440806638705783	−0.248866858088324
𝑤^(𝐼𝐼)(𝑡∣𝑡)	0.111998000967414	−0.934613391503756	−0.414208836483129	−0.440806638705783	−0.248866858088324
𝑤(𝑡∣𝑡+1)	0.118747413218407	−0.971293527678591	−0.453073939499306	−0.38821382108702	−0.219125568044873
𝑤^(𝐼)(𝑡∣𝑡+1)	0.118747413218407	−0.971293527678591	−0.453073939499306	−0.38821382108702	−0.219125568044873
𝑤^(𝐼𝐼)(𝑡∣𝑡+1)	0.118747413218407	−0.971293527678591	−0.453073939499306	−0.38821382108702	−0.219125568044873
𝑤(𝑡∣𝑡+2)	0.164558813520658	−0.998738752610576	−0.439294054718359	−0.331015769821554	−0.183694494396574
𝑤^(𝐼)(𝑡∣𝑡+2)	0.164558813520658	−0.998738752610576	−0.439294054718359	−0.331015769821554	−0.183694494396574
𝑤^(𝐼𝐼)(𝑡∣𝑡+2)	0.164558813520658	−0.998738752610576	−0.439294054718359	−0.331015769821554	−0.183694494396574
𝑤(𝑡∣𝑡+3)	0.186420977012657	−1.01550762883661	−0.448089267436535	−0.314913935112578	−0.163457575414262
𝑤^(𝐼)(𝑡∣𝑡+3)	0.186420977012657	−1.01550762883661	−0.448089267436535	−0.314913935112578	−0.163457575414262
𝑤^(𝐼𝐼)(𝑡∣𝑡+3)	0.186420977012657	−1.01550762883661	−0.448089267436535	−0.314913935112578	−0.163457575414262