信息融合WIENER信号滤波器

Information fusion Wiener signal filter

利用现代时间序列分析方法,基于ARMA新息模型和增广的状态空间模型,提出了两传感器最优信息融合WIENER信号滤波器,给出了计算局部滤波器误差方差和局部滤波器之间协方差的计算公式,它们可被用于计算最优加权系数．同单传感器情形相比,可提高滤波器的精度．一个仿真例子说明其有效性．

By modern time series analysis methods, based on ARMA model and augmented state space model, two sensors optimal information fusion Wiener signal filter is proposed. The formulas of computing local filter error variances and covariance are given, which are applied to compute optimal weighting coefficients. Compared to the single sensor case, the accuracy of the fused filter is improved. A simulation example shows its effectiveness.