Measurement  fusion  information  filter  for multisensor descriptor system with correlated noises

Chenjian Ran; Yinfeng Dou

doi:10.1117/12.2203546

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3 December 2015 Measurement fusion information filter for multisensor descriptor system with correlated noises

Chenjian Ran, Yinfeng Dou

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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.

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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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