带状态滞后的随机奇异系统分布式信息融合滤波器

Distributed Information Fusion Filter for Stochastic Singular System with State Delays

基于满阶变换,原始带有状态滞后的随机奇异线性系统被转化为带有状态滞后和有色噪声的正常系统。应用新息分析方法,推导了任意两个传感器子系统之间的互协方差矩阵的计算公式。进一步,基于线性最小方差最优加权融合算法,给出了原奇异系统分布式融合滤波器。仿真研究验证了算法的有效性。

Based on full-order transformation, the original and colored noises stochastic singular system with state delays is transferred to the normal system with state delays. Using innovation analysis approach, the cross-co- variance matrix between any two sensor subsystems is derived. Further, the distributed fusion filter is given based on the optimal weighted fusion algorithm in the linear minimum variance sense. Simulation research verifies the ef- fectiveness of the proposed filter.