Correlated measurement fusion Kalman filters based on orthogonal transformation
For the multisensor linear discrete time-invariant systems with correlated measurement noises and with different measurement matrices, based on the weighted least squares (WLS) method, applying the orthogonal transformation, two weighted measurement fusion Kalman filters are presented. Using the information filter, it is proved that they are functionally equivalent to the centralized fusion Kalman filter, i.e. the corresponding two weighted measurement fusion Kalman filters are numerically identical to the centralized fusion Kalman filter, so that they have the global optimality. Compared with the centralized fusion Kalman filter, they can obviously reduce the computational load. Two numerical simulation examples in the tracking systems verify their functional equivalence and compare their computational load.
Multisensor information fusion Kalman filter Measurement fusion Correlated measurement noises Global optimality and Orthogonal transformation
Chenjian Ran ZiLi Deng
Department of Automation, Heilongjiang University, Harbin 150080
国际会议
2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)
广西桂林
英文
1138-1143
2009-06-17（万方平台首次上网日期，不代表论文的发表时间）