| Optimal Fusion Reduced-Order Kalman Filters Weighted by Scalars for Stochastic Singular Systems |
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| 作者姓名： | Sun Shuli Ma Jing |
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| 作者单位： | Sun Shuli，Ma Jing Department of Automation Heilongjiang University Harbin 150080，China Xiao Wendong Media Processing Department Institute for Infocomm Research Singapore 119613 |
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| 摘 要： | Based on the optimal fusion algorithm weighted by scalars in the linear minimum variance sense, a distributed optimal fusion reduced-order Kalman filter with scalar weights is presented for discrete-time stochastic singular systems with multiple sensors and correlated noises. It has higher accuracy than any local filter does. Compared with the distributed fusion filter weighted by matrices, it has lower accuracy but has reduced computational burden. Computation formula of cross-covariance matrix of the filtering errors between any two sensors is given. An example with three sensors shows the effectiveness.
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Optimal Fusion Reduced-Order Kalman Filters Weighted by Scalars for Stochastic Singular Systems |
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| Sun Shuli,Ma Jing.Optimal Fusion Reduced-Order Kalman Filters Weighted by Scalars for Stochastic Singular Systems[J].国际系统与控制(英文版),2007(1). |
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| Authors: | Sun Shuli Ma Jing |
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| Affiliation: | Sun Shuli,Ma Jing Department of Automation Heilongjiang University Harbin 150080,China Xiao Wendong Media Processing Department Institute for Infocomm Research Singapore 119613 |
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| Abstract: | Based on the optimal fusion algorithm weighted by scalars in the linear minimum variance sense, a distributed optimal fusion reduced-order Kalman filter with scalar weights is presented for discrete-time stochastic singular systems with multiple sensors and correlated noises. It has higher accuracy than any local filter does. Compared with the distributed fusion filter weighted by matrices, it has lower accuracy but has reduced computational burden. Computation formula of cross-covariance matrix of the filtering errors between any two sensors is given. An example with three sensors shows the effectiveness. |
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| Keywords: | Multisensor Optimal information fusion Reduced-order filter Cross-covariance Singular system |
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