共查询到14条相似文献,搜索用时 178 毫秒
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多传感器分布式融合Kalman预报器 总被引:1,自引:0,他引:1
应用现代时间序列分析方法,基于ARMA新息模型,在线性最小方差最优信息融合准则下,对于输入噪声与观测噪声相关且观测噪声相关的多传感器系统,分别提出了按矩阵加权、按标量加权和按对角阵加权的3种分布式融合稳态Kalman 预报器。其中提出了基于Lyapunov方程的局部预报估值误差方差阵和协方差阵计算公式。它们被用于计算最优加权,与单传感器情形相比,可提高估值器的精度。一个跟踪系统的仿真例子说明了其有效性,且说明了3种加权融合预报器的精度无显著差别。但标量加权融合预报器可显著减小计算负担,提供一种快速实时信息融合估计算法。 相似文献
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多通道ARMA信号信息融合Wiener滤波器 总被引:2,自引:0,他引:2
应用Kalman滤波方法,基于白噪声估计理论,在线性最小方差最优信息融合准则下,提出了多通道ARMA信号的两传感器信息融合稳态最优Wiener滤波器、平滑器和预报器;给出了最优加权阵和最小融合误差方差阵.与单传感器情形相比,可提高滤波精度.一个雷达跟踪系统的仿真例子说明了其有效性. 相似文献
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对于带未知局部预报误差互协方差的两传感器跟踪系统,通过协方差交叉融合方法,得到了协方差交叉融合稳态Kalman预报器,并用协方差椭圆的方法给出了其精度关系的几何解释。用相关方法证明了协方差交叉融合稳态Kalman预报器的精度高于每个局部稳态最优Kalman预报器,低于按矩阵加权融合稳态最优Kalman预报器。用一个Monte-Carlo仿真例子说明了协方差交叉融合稳态Kalman预报器的精度接近于稳态最优融合Kalman预报器。 相似文献
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对于带未知噪声统计和带具有相同右因子的观测阵的多传感器系统,应用加权最小二乘(WLS)法可得到一个等价的融合观测方程。该文应用现代时间序列分析方法,基于新息模型参数的在线辨识,可估计未知噪声方差,进而提出了自校正加权观测融合Kalman滤波器。在新息模型参数估计是一致的和观测数据是有界的假设下,该文证明了自校正Kalman滤波器收敛于当噪声统计已知时的全局最优融合Kalman滤波器,因而它具有渐近全局最优性。最后给出了一个4传感器跟踪系统的仿真例子并验证了其有效性。 相似文献
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多传感器自适应滤波融合算法 总被引:2,自引:0,他引:2
该文提出了一种在线调整权值的多传感器自适应滤波数据融合跟踪算法,用于解决复杂背景下机动目标跟踪问题。首先自适应寻找各个传感器所对应的最优加权因子,确定融合后某一时刻目标最优观测值;其次,以输入信号作为相关自适应滤波器的观测信号,通过新息相关自适应滤波算法根据状态方程及观测方程中误差的变化,实时动态地调整增益矩阵,同时依据自适应滤波状态偏差输出信号及当前观测数据,应用模糊推理在线调整各传感器权值,最终系统输出即为测量轨迹在两级自适应调整融合下最优轨迹。仿真结果证明了算法有效性。 相似文献
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For the multisensor multichannel autoregressive moving average (ARMA) signals with time-delayed measurements, a measurement transformation approach is presented, which transforms the equivalent state space model with measurement delays into the state space model without measurement delays, and then using the Kalman filtering method, under the linear minimum variance optimal weighted fusion rules, three distributed optimal fusion Wiener filters weighted by matrices, diagonal matrices and scalars are presented, respectively, which can handle the fused filtering, prediction and smoothing problems. They are locally optimal and globally suboptimal. The accuracy of the fuser is higher than that of each local signal estimator. In order to compute the optimal weights, the formulae of computing the cross-covariances among local signal estimation errors are given. A Monte Carlo simulation example for the three-sensor target tracking system with time-delayed measurements shows their effectiveness. 相似文献
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White noise deconvolution or input white noise estimation problem has important application backgrounds in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the Auto-Regressive Moving Average (ARMA) innovation model, under the linear minimum variance optimal fusion rules, three optimal weighted fusion white noise deconvolution estimators are presented for the multisensor systems with time-delayed measurements and colored measurement noises. They can handle the input white noise fused filtering, prediction and smoothing problems. The accuracy of the fusers is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula of computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with 3 sensors and the Bernoulli-Gaussian input white noise shows their effectiveness and performances. 相似文献
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Chenjian RanZili Deng 《Signal processing》2011,91(8):2028-2041
For the multisensor multi-channel autoregressive moving average (ARMA) signal with white measurement noises and a common disturbance measurement white noise, when the model parameters and the noise variances are all unknown, a multi-stage information fusion identification method is presented, where the consistent fused estimates of the model parameters and noise variances are obtained by the multi-dimension recursive instrumental variable (RIV) algorithm, correlation method and Gevers-Wouters algorithm with a dead band. Substituting these estimates into the optimal distributed measurement fusion Kalman signal estimator, a self-tuning distributed measurement fusion Kalman signal estimator is presented. Its convergence is proved by the dynamic error system analysis (DESA) method, so that it has asymptotical global optimality. In order to reduce computational load, a fast recursive inversion algorithm for a high-dimension matrix is presented by the inversion formula of partitioned matrix. Especially, when the process and measurement noise variance matrices are all diagonal matrices, the inversion formula of a high-dimension matrix is presented, which extends the formula of the inverse of Pei-Radman matrix. Applying the proposed inversion algorithm, the computation of the fused measurement and fused noise variance is simplified and their computational burden is reduced. A simulation example shows effectiveness of the proposed method. 相似文献