非线性信息融合估计理论

Theory of Nonlinear Information Fusion Estimation

研究非线性信息的最优融合估计理论,提出了非线性信息的统一决策模型和统一量测模型。基于信息投影权矩阵概念,将多传感量测信息统一映射到被估计量的决策空间,从而统一了线性信息和非线性信息的最优融合估计问题。提出并证明了非线性信息最优融合估计的封闭解析表达式,并给出了两种迭代型非线性最优估计算法。

The theory of nonlinear information fusion estimation is studied, an unified decision model and an unified measurement model of the nonlinear information were proposed. Based on the projection matrix, the measurement information of multi-sensor as a whole was mapped into the decision-making space of the state under estimation, and then the linear and nonlinear information fusion optimal estimation were unified. Furthermore, a closed analytic expression of the nonlinear information fusion optimal estimation was presented, and two iterative algorithms of the nonlinear optimal estimation were derived.