非线性系统的异步多速率数据融合估计算法研究

 研究了一类非线性时变动态系统的状态估计问题,在不同传感器以不同采样率异步对同一目标进行观测时,提出了一种有效的数据融合估计算法.通过建立多尺度模型,将异步多速率系统形式转化为同步多速率系统;在每一步分别进行状态的预测和更新.在状态和观测预测时,采用强跟踪滤波(STF)算法;在状态更新时,采用有反馈分布式结构,顺序的利用每一个传感器的观测信息去更新状态的估计;从而基于给定的非线性系统模型,得到融合所有异步、多速率传感器观测信息的状态估计结果.该方法不需要对状态或观测进行扩维,计算量适当,从而保证了算法的实时性.仿真结果验证了算法的有效性.

Study of Asynchronous Multirate Data Fusion Estimation Algorithm Based on Nonlinear Systems

A kind of time-vary nonlinear dynamic system is studied in this paper.An effective data fusion state estimation algorithm is presented in time of multiple sensors observing a single target with different sampling rates asynchronously.The asynchronous multirate system is transformed to synchronous multirate system by use of the established multiscale models.In each step,to get the state estimate,state prediction is followed by state update.In state and measurements prediction step,strong tracking filter(STF)...