最优多级式多传感器状态融合估计

基于单传感器Kalman滤波方程 ,本文提出了多级式多传感器信息融合系统的两级和三级最优集中式与分布式融合估计算法。算法表明当融合系统的相关噪声方差矩阵、噪声均值、控制输入及测量误差为零时 ,本文算法与文献 [6 ]讨论标准融合系统的算法一致。融合系统的噪声均值、控制输入及测量误差不会影响融合系统的估计方差 ,但当相关噪声方差与过程噪声方法相近时 ,融合系统的估计方差会发生较大的变化。

Optimal State Fusion Estimation for Multilevel Multisensor System

Based on the single sensor Kalman filtering equations,this paper presents two-level and three-level optimal centralized and distributed estimation algorithms for hierarchical multisensor systems.The solution shows that when the correlated matrix,the mean of noise,the control input,and the measurement error are all zero,the result in this paper reduces to be the standard algorithm discussed by reference.Simulation shows that the mean of noise,the control input,and the measurement error will not change the estimation covariance and the estimation covariance fluctuates greatly when the cross-correlated matrix is similar to the covariance of process noise.