Recursive algorithm of the optimal estimation fusion

Jie Zhou; Yunmin Zhu

doi:10.1117/12.487540

1 April 2003 Recursive algorithm of the optimal estimation fusion

Jie Zhou, Yunmin Zhu

Proceedings Volume 5099, Multisensor, Multisource Information Fusion: Architectures, Algorithms, and Applications 2003; (2003) https://doi.org/10.1117/12.487540
Event: AeroSense 2003, 2003, Orlando, Florida, United States

Abstract

In a distributed estimation or tracking system, the global estimate are generated by the local estimates. Under the assumption of independence cross sensor noises, Bar-shalom proposed a two sensor tracking fusion formula, which used only the inverses of covariances of single sensor estimation errors. In this paper, we present more general multi-sensor estimation fusion formula, where the assumption of independence cross sensor noises and the direct computation of the generalized inverse of joint covariance of multiple sensor estimation errors are not necessary. Instead, as the number of sensors increases, a recursive algorithm is presented, in which only the inverses or the generalized inverses of the matrices having the same dimension as that of the covariance matrices of single sensor estimate errors are required.

Citation Download Citation

Jie Zhou and Yunmin Zhu "Recursive algorithm of the optimal estimation fusion", Proc. SPIE 5099, Multisensor, Multisource Information Fusion: Architectures, Algorithms, and Applications 2003, (1 April 2003); https://doi.org/10.1117/12.487540

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available