Paper
3 December 2015 Measurement fusion information filter for multisensor descriptor system with correlated noises
Chenjian Ran, Yinfeng Dou
Author Affiliations +
Proceedings Volume 9794, Sixth International Conference on Electronics and Information Engineering; 979414 (2015) https://doi.org/10.1117/12.2203546
Event: Sixth International Conference on Electronics and Information Engineering, 2015, Dalian, China
Abstract
For the multisensor linear stochastic descriptor system with correlated noises, the fused measurement can be obtained based on the weighted least square method and the fused descriptor system can be transformed into a new canonical form applying singular value decomposition (SVD) method. Then, the measurement fusion information filter of the original multisensor descriptor system is presented. The obtained measurement fusion information filter has global optimality, and can avoid computing these cross-variances of the local Kalman filters. A simulation example about 3-sensors stochastic descriptor system verifies the effectiveness.
© (2015) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Chenjian Ran and Yinfeng Dou "Measurement fusion information filter for multisensor descriptor system with correlated noises ", Proc. SPIE 9794, Sixth International Conference on Electronics and Information Engineering, 979414 (3 December 2015); https://doi.org/10.1117/12.2203546
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KEYWORDS
Information fusion

Filtering (signal processing)

Electronic filtering

Optimal filtering

Stochastic processes

Sensors

Matrices

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