Name
Title | ||
|---|---|---|
Self-tuning measurement fusion white noise deconvolution estimator and its convergence analysis |
Abstract | ||
|---|---|---|
For the multisensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics, an on-line noise statistics estimator is presented using the correlation method. By the weighted least square (WLS) method, a measurement fusion system is obtained. Using the Kalman filtering method, based on the Riccati equation, a self-tuning weighted measurement fusion white noise deconvolution estimator is presented. It is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steady-state white noise deconvolution estimator in a realization by the dynamic error system analysis (DESA) method, so that it has the asymptotic global optimality. A simulation example for a 3-sensor system with Bernoulli-Gaussian input white noise shows its effectiveness. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1109/ICCA.2010.5524113 | ICCA |
Keywords | Field | DocType |
bernoulli-gaussian input white noise,online noise statistics estimator,kalman filters,correlation method,stochastic systems,statistical analysis,kalman filtering method,multisensor,self-tuning measurement fusion,dynamic error system analysis,convergence analysis,deconvolution,riccati equation,convergence,least squares approximations,riccati equations,white noise deconvolution estimation,discrete time systems,white noise,weighted least square method,linear discrete time-invariant system,correlation methods,sensor fusion,discrete time,noise measurement,kalman filter,steady state,correlation,statistics,system analysis,global optimization | Minimum-variance unbiased estimator,Noise measurement,Control theory,Deconvolution,Sensor fusion,Kalman filter,White noise,Gaussian noise,Mathematics,Estimator | Conference |
Volume | Issue | ISSN |
null | null | 1948-3449 E-ISBN : 978-1-4244-5196-8 |
ISBN | Citations | PageRank |
978-1-4244-5196-8 | 0 | 0.34 |
References | Authors | |
0 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Shu-Li Sun | 1 | 10 | 1.36 |
| Zi-li Deng | 2 | 514 | 44.75 |