Correlated Measurement Fusion Steady-state Kalman Filtering Algorithms and Their Optimality
-
摘要: 对于带相关观测噪声和带不同观测阵的多传感器系统, 用加权最小二乘 (Weighted least squares, WLS) 法提出了两种相关观测融合稳态Kalman滤波算法. 其原理是用加权局部观测方程得到一个融合观测方程, 它伴随状态方程实现观测融合稳态Kalman滤波. 用信息滤波器证明了它们功能等价于集中式融合稳态Kalman滤波算法, 因而具有渐近全局最优性, 且可减少计算负担. 它们可应用于多通道自回归滑动平均 (Autoregressive moving average, ARMA) 信号观测融合滤波和反卷积. 两个数值仿真例子验证了它们的功能等价性.
-
关键词:
- 传感器信息融合 /
- 观测融合 /
- 相关观测噪声 /
- 稳态Kalman滤波 /
- 最优性
Abstract: For the multisensor systems with correlated measurement noises and different measurement matrices, two correlated measurement fusion steady-state Kalman filtering algorithms are presented by using the weighted least squares (WLS) method. The principle is that a fused measurement equation is obtained by weighting the local measurement equations, and then it accompanies the state equation to realize the measurement fusion steady-state Kalman filtering. By using the information filter, it is proved that they are functionally equivalent to the centralized fusion steady-state Kalman filtering algorithm, so that they have the asymptotic global optimality, and they can reduce the computational burden. They can be applied to the measurement fusion filtering and deconvolution for multichannel autoregressive moving average (ARMA) signals. Two numerical simulation examples verify their functional equivalence.
计量
- 文章访问数: 2364
- HTML全文浏览量: 54
- PDF下载量: 1726
- 被引次数: 0