Title
Wmf Self-Tuning Kalman Estimators For Multisensor Singular System
Abstract
For the multisensor linear stochastic singular system with unknown noise variances, the weighted measurement fusion (WMF) self-tuning Kalman estimation problem is solved in this paper. The consistent estimates of these unknown noise variances are obtained based on the correlation method. Applying the WMF method and the singular value decomposition (SVD) method yields the WMF reduced-order subsystems. Based on these consistent estimates of unknown noise variances and the new non-singular systems, the WMF self-tuning Kalman estimators of the state components and white noise deconvolution estimators are presented. Then the WMF self-tuning Kalman estimators of the original state are presented, and their convergence has been proved by dynamic error system analysis (DESA) method and dynamic variance error system analysis (DVESA) method. A simulation example of 3-sensors circuits systems verifies the effectiveness, the accuracy relationship and the convergence.
Year
DOI
Venue
2019
10.1080/00207721.2019.1645234
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE
Keywords
Field
DocType
Multisensor singular system, weighted measurement fusion, self-tuning Kalman estimators, convergence analysis
Control theory,Kalman filter,Self-tuning,Kalman estimation,Mathematics,Estimator
Journal
Volume
Issue
ISSN
50
10
0020-7721
Citations 
PageRank 
References 
1
0.43
0
Authors
2
Name
Order
Citations
PageRank
Yinfeng Dou110.43
Chenjian Ran2244.13