| 随机奇异系统分布式最优融合降阶卡尔曼滤波器 |
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| 引用本文： | 孙书利, 马静. 随机奇异系统分布式最优融合降阶卡尔曼滤波器. 自动化学报, 2006, 32(2): 286-290. |
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| 作者姓名： | 孙书利 马静 |
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| 作者单位： | 1.Department of Automation, Heilongjiang University, Harbin 150080 |
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| 基金项目： | 中国科学院资助项目;黑龙江省杰出青年科学基金 |
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| 摘 要： | Based on the optimal fusion algorithm weighted by matrices in the linear minimum variance (LMV) sense, a distributed full-order optimal fusion Kalman filter (DFFKF) is given for discrete-time stochastic singular systems with multiple sensors, which involves the inverse of a high-dimension matrix to compute matrix weights. To reduce the computational burden, a distributed reduced-order fusion Kalman filter (DRFKF) is presented, which involves in parallel the inverses of two relatively low-dimension matrices to compute matrix weights. A simulation example shows the effectiveness.
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| 关 键 词： | Multisensor information fusion distributed reduced-order fusion filter cross-covariance stochastic singular system |
| 收稿时间： | 2005-03-22 |
| 修稿时间： | 2005-09-30 |
Distributed Reduced-order Optimal Fusion Kalman Filters for Stochastic Singular Systems |
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| SUN Shu-Li, MA Jing. Distributed Reduced-order Optimal Fusion Kalman Filters for Stochastic Singular Systems. ACTA AUTOMATICA SINICA, 2006, 32(2): 286-290. |
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| Authors: | SUN Shu-Li MA Jing |
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| Affiliation: | 1. Department of Automation, Heilongjiang University, Harbin 150080 |
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| Abstract: | Based on the optimal fusion algorithm weighted by matrices in the linear minimum variance (LMV) sense, a distributed full-order optimal fusion Kalman filter (DFFKF) is given for discrete-time stochastic singular systems with multiple sensors, which involves the inverse of a high-dimension matrix to compute matrix weights. To reduce the computational burden, a distributed reduced-order fusion Kalman filter (DRFKF) is presented, which involves in parallel the inverses of two relatively low-dimension matrices to compute matrix weights. A simulation example shows the effectiveness. |
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| Keywords: | Multisensor information fusion distributed reduced-order fusion filter cross-covariance stochastic singular system |
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