Optimal Kalman filtering fusion with cross-correlated sensor noises

When there is no feedback from the fusion center to local sensors, we present a distributed Kalman filtering fusion formula for linear dynamic systems with sensor noises cross-correlated, and prove that under a mild condition the fused state estimate is equivalent to the centralized Kalman filtering using all sensor measurements, therefore, it achieves the best performance. Then, for the same dynamic system, when there is feedback, a modified Kalman filtering fusion with feedback for distributed recursive state estimators is proposed, and prove that the fusion formula with feedback is, as the fusion without feedback, still exactly equivalent to the corresponding centralized Kalman filtering fusion formula; the various P matrices in the feedback Kalman filtering at both local filters and the fusion center are still the covariance matrices of tracking errors; the feedback does reduce the covariance of each local tracking error.     

Real‐time Kalman filtering based on distributed measurements

A kind of real‐time Kalman filtering problem is discussed for systems with distributed multichannel measurements. Recursive filters are presented for two cases with correlated and uncorrelated measurement noises. An optimal algorithm is constructed using projection theory in Hilbert space according to a first‐come‐first‐served scheme. An update is generated whenever a new measurement arrives at a central unit. Therefore, the algorithm has the practical advantages of flexibility and the easiness for real‐time implementation. Copyright © 2012 John Wiley & Sons, Ltd.     

Distributed fusion Kalman filtering under binary sensors

Binary sensors are special sensors that only transmit one‐bit information at each time and have been widely applied to environmental awareness and medical monitoring. This paper is concerned with the distributed fusion Kalman filtering problem for a class of binary sensor systems. A novel uncertainty approach is proposed to better extract valid information from binary sensors at switching instant. By minimizing a local estimation error covariance, the local robust Kalman estimates are firstly obtained. Then, the distributed fusion Kalman filter is designed by resorting to the covariance intersection fusion criterion. Finally, a blood oxygen content model is employed to show the effectiveness of the proposed methods.     

多传感器跟踪系统自适应Kalman滤波融合

多传感器目标跟踪的一个实际问题是如何获得目标的过程噪声信息,以获得较好的跟踪性能。针对多传感器分布式估计融合系统,利用这种自适应技术给出了一种自适应Kalman滤波的融合方法,它具有与中心式相近的跟踪性能。计算机模拟结果表明：这种方法具有较优良的性能。     

非线性离散系统的相关观测融合时变Kalman滤波

针对带相关观测噪声和带不同观测函数的多传感器离散非线性系统,利用推广的离散Kalman滤波方法对状态系统和观测系统进行线性化处理,提出了基于岭估计的加权最小二乘(REWLS)分布式融合Kalman滤波算法.以风险函数为评价指标,利用信息滤波器比较了各种观测融合Kalman滤波算法,其中REWLS分布式融合算法精度最高.同时,分布式融合算法减少了计算负担,便于实时应用.仿真例子表明了理论分析的正确性.     

多传感器集中式增量卡尔曼滤波融合算法

在单个传感器的状态估计系统中,标准的增量卡尔曼滤波方法可以有效消除量测系统误差。对于多传感器情况,标准算法失效。针对该问题,提出了多传感器集中式增量卡尔曼滤波融合算法,即:增量卡尔曼滤波的扩维融合算法和增量卡尔曼滤波的序贯融合算法。在标准增量卡尔曼滤波算法的基础上,结合扩维融合和序贯融合的思想来实现多传感器数据的融合。实验结果表明,当存在量测系统误差时,提出的集中式融合算法与传统的集中式融合算法相比,提高了滤波精度,并且能够成功地消除量测系统误差。     

Data fusion for target tracking in wireless sensor networks using quantized innovations and Kalman filtering

A novel networked data-fusion method is developed for the target tracking in wireless sensor networks (WSNs). Specifically, this paper investigates data fusion scheme under the communication constraint between the fusion center and each sensor. Such a message constraint is motivated by the bandwidth limitation of the communication links, fusion center, and by the limited power budget of local sensors. In the proposed scheme, each sensor collects one noise-corrupted sample, performs a quantizing operation, and transmits quantized message to the fusion center. Then the fusion center combines the received quantized messages to produce a final estimate. The novel data-fusion method is based on the quantized measurement innovations and decentralized Kalman filtering (DKF) with feedback. For the proposed algorithm, the performance analysis of the estimation precision is provided. Finally, Monte Carlo simulations show the effectiveness of the proposed scheme.     

分布式信息融合系统的性能评估方法

针对分布式信息融合系统的特点,讨论了一种适用于分布式信息融合系统的性能评估方法.提出了一个具有4个一级指标的性能评估体系,每个一级指标下面又有若干个二级指标.以一个分布式舰载多传感器信息融合系统作为仿真平台进行仿真实验,讨论了实验步骤,给出了实验结果.仿真结果表明,本评估体系能对分布式信息融合系统的各个方面作比较全面、准确的评估.     

基于动态加权的量化分布式卡尔曼滤波

针对一个无融合中心传感器网络中的状态估计问题,提出一种基于量化信息的分布式卡尔曼滤波(QDKF)算法。首先,在分布式卡尔曼滤波(DKF)中,以节点状态估计精度为加权准则,动态选取加权矩阵,使得全局估计误差的协方差最小;然后,进一步考虑了网络带宽受限制的情况,在DKF算法中加入均匀量化器,节点之间通信使用量化后的信息,以减少网络通信的带宽需求。QDKF算法仿真采用了8 bit的均匀量化器,与Metropolis加权法和最大度加权法相比,动态加权法的状态估计均方根误差分别降低了25%和27.33%。实验结果表明,采用动态加权法的QDKF算法能提高系统的状态估计精度,减少带宽需求,适用于网络通信受限制的应用场合。     

Optimal sequential and distributed fusion for state estimation in cross-correlated noise

This paper is concerned with the optimal state estimation for linear systems when the noises of different sensors are cross-correlated and also coupled with the system noise of the previous step. We derive the optimal linear estimation in a sequential form and for distributed fusion. They are both compared with the optimal batch fusion, suboptimal batch fusion, suboptimal sequential fusion, and the suboptimal distributed fusion where the cross-correlation between the noises are neglected. The comparison is in terms of theoretical filter mean square error and the real root mean square error. Simulation on a target tracking example is given to show the effectiveness of the presented algorithms.     

带相关噪声异步采样系统的分布式最优线性递推融合估计

对带相关噪声的异步均匀采样线性离散系统, 研究了分布式最优线性递推融合预报和滤波问题. 通过引入 满足伯努利分布的随机变量将系统同步化, 给出了局部Kalman预报器和滤波器. 分别推导了局部估值间的互协方 差阵、分布式最优线性融合估值与局部估值间的互协方差阵. 提出了分布式最优线性递推融合预报器和滤波器. 与 局部估值按矩阵加权的分布式融合估计算法相比, 所提出的算法具有更高的估计精度, 但与集中式融合相比有精度 损失. 为了进一步提高估计精度, 又提出了带反馈的分布式最优线性递推融合预报器和滤波器, 证明了带反馈的融 合估计与集中式融合估计具有相同的精度. 仿真例子验证了所提算法的有效性.     

带未知有色观测噪声的自校正融合Kalman滤波器

对于带未知有色观测噪声的多传感器线性离散定常随机系统, 未知模型参数和噪声方差的一致的融合估值器用递推增广最小二乘法(RELS)和求解相关函数方程得到. 将这些估值器代入到最优解耦融合Kalman滤波器中, 得出了自校正解耦融合Kalman滤波器, 并用动态方差误差系统分析(DVESA)和动态误差分析(DESA)方法证明了它收敛于最优解耦融合Kalman滤波器, 因而具有渐近最优性. 一个带3传感器跟踪系统的仿真例子说明了其有效 性.     

基于Kalman滤波的带相关噪声系统统一的Wiener状态估值器

基于Kalman滤波和白噪声估值器, 对带非零均值相关噪声系统提出了渐近稳定的统一的和通用的Wiener状态估值器. 它们可统一处理滤波、平滑和预报问题, 且避免了计算最优初始状态估值. 它们揭示了Kalman滤波器和Wiener滤波器之间的关系.一个仿真例子说明其有效性.     

基于自适应加权融合的分布式滤波算法

针对存在丢包的传感器网络中每个传感器节点对目标估计确信度不同的问题,提出一种基于自适应加权融合的分布式滤波算法.考虑节点在网络中的影响力及其节点属性,将节点重要度与传感器网络节点观测数据间的支持度线性加权,获得每个传感器节点对目标的估计确信度,并将该确信度构成的融合权值引入节点状态估计值的一致性协议中,更新传感器节点对目标的状态估计值,提高分布式滤波算法的估计精度和传感器节点估计值的一致性.仿真结果验证了所提出方法的有效性.     

互补滤波和卡尔曼滤波的融合姿态解算方法

针对捷联惯性测量单元(IMU)噪声大、精度低的缺点和常规的姿态解算算法精度不高等问题,提出了一种互补滤波和卡尔曼滤波相结合的融合算法.该算法基于姿态角微分方程建立系统的状态方程模型,利用互补滤波后的姿态角作为系统的观测量,再应用扩展卡尔曼滤波(EKF)算法融合了陀螺仪、加速度计和电子罗盘的测量数据.为验证该算法有效性,用带有传感器的开发板依次进行静态和动态测试,实验结果表明:结合了互补滤波和卡尔曼滤波的融合算法,在静态时能够抑制姿态角漂移和滤出噪声,在动态时能够快速跟踪姿态的变化,提高了姿态角的解算精度.     

Kalman filtering for time-delayed linear systems

The problem of estimation has been one of the key research topics of control commu- nity since Wiener filtering[1]. However, only time-invariant single-variable stationary signal can be considered for Wiener filtering. In the 1960’s, Kalman filtering[2,3…