/psof

Projected Subgradient Optimal Fusion Algorithm

Primary LanguageJupyter Notebook

This is the public repository containing all simulation results for the Paper:

An Optimal Data Fusion Algorithm in the Presence of Unknown Cross-covariances

  • The simulation codes comparing PSOF vs KF with naive independence assumption are in dist_fusion_psof.ipynb (Figure 1).
  • The simulation codes for convergence simulations (figure 2 and 3) are in psof.ipynb.