Name
Title | ||
|---|---|---|
Distributed optimal fusion steady-state Kalman filter for systems with coloured measurement noises |
Abstract | ||
|---|---|---|
Based on the optimal fusion criterion weighted by matrices in the linear minimum variance sense, an optimal information fusion steady-state Kalman filter is given for the discrete time-invariant linear stochastic control system measured by multiple sensors with coloured measurement noises, which is equivalent to an optimal information fusion steady-state Kalman predictor with a two-layer fusion structure for system with correlated noises. Furthermore, the steady-state optimal fusion predictor can be obtained only by fusing once after all local subsystems enter the steady-state predictions. The solution of steady-state prediction error cross-covariance matrix between any two subsystems can be obtained by iteration with an arbitratry initial value, whose convergence is proved. Applying it to a tracking system with three sensors shows its effectiveness. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1080/00207720412331323280 | Int. J. Systems Science |
Keywords | Field | DocType |
steady-state optimal fusion predictor,kalman predictor,control system,optimal information fusion steady-state,kalman filter,steady-state prediction,tracking system,two-layer fusion structure,optimal fusion steady-state,coloured measurement noise,steady-state prediction error cross-covariance,optimal fusion criterion,covariance matrix,prediction error,stochastic control,discrete time,minimum variance,steady state | Convergence (routing),Minimum-variance unbiased estimator,Optimality criterion,Control theory,Matrix (mathematics),Kalman filter,Sensor fusion,Covariance matrix,Mathematics,Stochastic control | Journal |
Volume | Issue | ISSN |
36 | 3 | 0020-7721 |
Citations | PageRank | References |
12 | 0.82 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Shuli Sun | 1 | 734 | 52.41 |
| Zi-li Deng | 2 | 514 | 44.75 |