Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor (Q705172): Difference between revisions

The paper presents a unified optimal information fusion criterion weighted by scalars in the linear minimum variance sense. It directly considers the correlation of the estimation errors for the stochastic variable among the local subsystems. It has a generality for application as long as the local unbiased estimators and the corresponding covariance of the stochastic variable to be fused can be obtained, whether the stochastic variable is the state or input white noise. Based on this fusion criterion and Kalman predictor, a scalar weighting information fusion filter for the input white noise with a two-layer fusion structure is given for discrete time-varying linear stochastic control systems with correlated noises. Two simulation examples are given. It is shown that the proposed optimal information fusion filter has better precision than any local filter.