1 citations · 2 across the 6 of their papers we have counts for
7 papers
Revisiting Split Covariance Intersection: Correlated Components and Optimality
Colin Cros, Pierre-Olivier Amblard, Christophe Prieur +1
Linear fusion is a cornerstone of estimation theory. Implementing optimal linear fusion requires knowledge of the covariance of the vector of errors associated with all the estimat…
Split Covariance Intersection with Correlated Components for Distributed Estimation
Colin Cros, Pierre-Olivier Amblard, Christophe Prieur +1
This paper introduces a new conservative fusion method to exploit the correlated components within the estimation errors. Fusion is the process of combining multiple estimates of a…
Pseudorange Rigidity and Solvability of Cooperative GNSS Positioning
Colin Cros, Pierre-Olivier Amblard, Christophe Prieur +1
Global Navigation Satellite Systems (GNSS) are a widely used technology for positioning and navigation. GNSS positioning relies on pseudorange measurements from satellites to recei…
Optimality of Split Covariance Intersection Fusion
Colin Cros, Pierre-Olivier Amblard, Christophe Prieur +1
Linear fusion is a cornerstone of estimation theory. Optimal linear fusion was derived by Bar-Shalom and Campo in the 1980s. It requires knowledge of the cross-covariances between…
Fusion of Distance Measurements between Agents with Unknown Correlations
Colin Cros, Pierre-Olivier Amblard, Christophe Prieur +1
Cooperative localization is a promising solution to improve the accuracy and overcome the shortcomings of GNSS. Cooperation is often achieved by measuring the distance between user…
Conic Frameworks Infinitesimal Rigidity
Colin Cros, Pierre-Olivier Amblard, Christophe Prieur +1
This paper introduces new structures called conic frameworks and their rigidity. They are composed by agents and a set of directed constraints between pairs of agents. When the str…
VAR estimators using binary measurements
Colin Cros, Pierre-Olivier Amblard, Jonathan H. Manton
In this paper, two novel algorithms to estimate a Gaussian Vector Autoregressive (VAR) model from 1-bit measurements are introduced. They are based on the Yule-Walker scheme modifi…