多傳感器分布式融合Kalman預(yù)報(bào)器
Multisensor Distributed Fusion Kalman Predictor
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摘要: 應(yīng)用現(xiàn)代時(shí)間序列分析方法,基于ARMA新息模型,在線性最小方差最優(yōu)信息融合準(zhǔn)則下,對(duì)于輸入噪聲與觀測(cè)噪聲相關(guān)且觀測(cè)噪聲相關(guān)的多傳感器系統(tǒng),分別提出了按矩陣加權(quán)、按標(biāo)量加權(quán)和按對(duì)角陣加權(quán)的3種分布式融合穩(wěn)態(tài)Kalman 預(yù)報(bào)器。其中提出了基于Lyapunov方程的局部預(yù)報(bào)估值誤差方差陣和協(xié)方差陣計(jì)算公式。它們被用于計(jì)算最優(yōu)加權(quán),與單傳感器情形相比,可提高估值器的精度。一個(gè)跟蹤系統(tǒng)的仿真例子說(shuō)明了其有效性,且說(shuō)明了3種加權(quán)融合預(yù)報(bào)器的精度無(wú)顯著差別。但標(biāo)量加權(quán)融合預(yù)報(bào)器可顯著減小計(jì)算負(fù)擔(dān),提供一種快速實(shí)時(shí)信息融合估計(jì)算法。Abstract: By modern time series analysis method, based on ARMA innovation model, under the linear minimum variance optimal information fusion criterion, the distributed fusion steady-state optimal Kalman predictors weighted by matrices, scalars, and diagonal matrices are presented for multisensor systems with correlated input and observation noises, and with correlated observation noises, respectively. Based on the Lyapunov equations, the formulas of computing local predicting error variances and covariances are given, which are applied to compute optimal weights. Compared to the single sensor case, the accuracy of the fused predictor is improved. A simulation example for tracking systems shows its effectiveness, and shows that the accuracy distinction of the predictors weighted by three ways is not obvious, but the predictor weighted by scalars can obviously reduce the computational burden, and provides a fast real time information fusion estimation algorithm.
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