Design of Information Fusion Filter for a Class of Multi-sensor Asynchronous Sampling Systems
For the discrete-time linear stochastic systems with multiple sensors of different sampling rates, a distributed information fusion filter weighted by matrices is given in the linear minimum variance sense. The correlation of estimation errors between any two local filters is considered. Compared with the fusion filter where the correlation of local estimation errors isnt taken into account, the proposed filter improves the accuracy. An example shows the feasibility and effectiveness of the proposed algorithm.
Multirate Asynchronous sampling Kalman filter Cross-variance matrix Information fusion
Chun-Yu Xiao Jing Ma Shu-Li Sun
国际会议
2011 China Control and Decision Conference(2011中国控制与决策会议 CCDC)
四川绵阳
英文
1081-1084
2011-05-23（万方平台首次上网日期，不代表论文的发表时间）