Title
Weighted Measurement Fusion Particle Filter for Nonlinear Systems with Correlated Noises.
Abstract
The multi-sensor information fusion particle filter (PF) has been put forward for nonlinear systems with correlated noises. The proposed algorithm uses the Taylor series expansion method, which makes the nonlinear measurement functions have a linear relationship by the intermediary function. A weighted measurement fusion PF (WMF-PF) was put forward for systems with correlated noises by applying the full rank decomposition and the weighted least square theory. Compared with the augmented optimal centralized fusion particle filter (CF-PF), it could greatly reduce the amount of calculation. Moreover, it showed asymptotic optimality as the Taylor series expansion increased. The simulation examples illustrate the effectiveness and correctness of the proposed algorithm.
Year
DOI
Venue
2018
10.3390/s18103242
SENSORS
Keywords
Field
DocType
nonlinear system,Taylor series expansion,particle filter,weighted measurement fusion,correlated noises
Nonlinear system,Particle filter,Fusion,Electronic engineering,Acoustics,Engineering
Journal
Volume
Issue
ISSN
18
10
1424-8220
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Ke Wei Zhang100.34
Gang Hao292.59
Shuli Sun373452.41