For the multisensor system with correlated measurement noises and unknown noise statistics, based on the solution of the matrix equations for correlation function, the on-line estimators of the noise variances and cro...For the multisensor system with correlated measurement noises and unknown noise statistics, based on the solution of the matrix equations for correlation function, the on-line estimators of the noise variances and cross-covariances is obtained. Further, a self-tuning weighted measurement fusion Kalman filter is presented, based on the Riccati equation. By the Dynamic Error System Analysis (DESA) method, it rigorously proved that the presented self-tuning weighted measurement fusion Kalman filter converges to the optimal weighted measurement fusion steady-state Kalman filter in a realization or with probability one, so that it has asymptotic global optimality. A simulation example for a target tracking system with 3-sensor shows that the presented self-tuning measurement fusion Kalman fuser converges to the optimal steady-state measurement fusion Kalman fuser.展开更多
For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorit...For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis （DESA） method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.展开更多
基金Supported by the National Natural Science Foundation of China (No.60874063)Science and Technology Research Foundation of Heilongjiang Education Department (No.11521214)Open Fund of Key Laboratory of Electronics Engineering, College of Heilongjiang Province (Heilongjiang University)
文摘For the multisensor system with correlated measurement noises and unknown noise statistics, based on the solution of the matrix equations for correlation function, the on-line estimators of the noise variances and cross-covariances is obtained. Further, a self-tuning weighted measurement fusion Kalman filter is presented, based on the Riccati equation. By the Dynamic Error System Analysis (DESA) method, it rigorously proved that the presented self-tuning weighted measurement fusion Kalman filter converges to the optimal weighted measurement fusion steady-state Kalman filter in a realization or with probability one, so that it has asymptotic global optimality. A simulation example for a target tracking system with 3-sensor shows that the presented self-tuning measurement fusion Kalman fuser converges to the optimal steady-state measurement fusion Kalman fuser.
基金supported by the National Natural Science Foundation of China(No.60874063)the Innovation Scientific Research Foundation for Graduate Students of Heilongjiang Province(No.YJSCX2008-018HLJ),and the Automatic Control Key Laboratory of Heilongjiang University
文摘For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis （DESA） method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.
