Title
Multi-sensor optimal fusion fixed-interval Kalman smoothers
Abstract
Based on the optimal weighted fusion algorithms in the linear minimum variance sense, the optimal fusion fixed-interval Kalman smoothers are given for discrete time-varying linear stochastic control systems with multiple sensors and correlated noises, which have a three-layer fusion structure. The first and the second fusion layers both have netted parallel structures to determine the cross-covariance matrices of prediction and smoothing errors between any two-sensor subsystems, respectively. The third fusion layer is the fusion centre to determine the optimal weights and obtain the optimal fusion fixed-interval smoothers. Smoothing error cross-covariance matrix between any two-sensor subsystems is derived. Applying it to a tracking system with three-sensors shows the effectiveness.
Year
DOI
Venue
2008
10.1016/j.inffus.2006.07.001
Information Fusion
Keywords
Field
DocType
fusion centre,optimal information fusion,tracking system,multi-sensor,optimal fusion fixed-interval smoothers,two-sensor subsystems,kalman smoothers,cross-covariance matrix,fusion layer,multi-sensor optimal fusion fixed-interval,smoothing error cross-covariance matrix,three-layer fusion structure,fixed-interval kalman smoother,optimal fusion fixed-interval kalman,optimal weighted fusion algorithm,optimal weight,cross-covariance,covariance matrix,stochastic control,discrete time,cross covariance,minimum variance
Minimum-variance unbiased estimator,Cross-covariance,Control theory,Matrix (mathematics),Fusion,Kalman filter,Sensor fusion,Smoothing,Mathematics,Stochastic control
Journal
Volume
Issue
ISSN
9
2
Information Fusion
Citations 
PageRank 
References 
8
0.64
6
Authors
1
Name
Order
Citations
PageRank
Shu-Li Sun1101.36