Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor

DOI10.1016/J.AUTOMATICA.2004.03.012MaRDI QIDQ705172zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 26 January 2005

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2004.03.012

zbMATH Keywords

Bernoulli-Gaussian white noiseestimation and detectioninput white noise estimation problemKalman predictormultiple sensor data fusionoptimal information fusion criterion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

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.

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Cites work

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• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems
• White-noise estimators for seismic data processing in oil exploration

Cited in

(21)

• Multi-sensor optimal information fusion Kalman filter
• Weighted measurement fusion white noise deconvolution filter with correlated noise for multisensor stochastic systems
• H_ deconvolution filter design for uncertain linear discrete time-variant systems: a Krein space approach
• Self-tuning decoupled information fusion Wiener state component filters and their convergence
• New approach to information fusion steady-state Kalman filtering
• Distributed optimal component fusion weighted by scalars for fixed-lag Kalman smoother
• Robust interacting multiple model algorithms based on multi-sensor fusion criteria
• Optimal fusion of sensor data for discrete Kalman filtering
• Measurement feedback self-tuning weighted measurement fusion Kalman filter for systems with correlated noises
• Robust centralized and weighted measurement fusion white noise deconvolution estimators for multisensor systems with mixed uncertainties
• White noise estimation for discrete-time systems with random delay and packet dropout
• Information fusion robust guaranteed cost Kalman estimators with uncertain noise variances and missing measurements
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• Distributed multiple model estimation for jump Markov linear systems with missing measurements
• Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
• scientific article; zbMATH DE number 2219588 (Why is no real title available?)
• Multisensor optimal information fusion white noise deconvolution filter
• Robust weighted fusion Kalman filters under linearly correlated noise and mixed uncertainties of noise variances, multiplicative noises, and multiple networked inducements
• Distributed resilient fusion filtering for nonlinear systems with random sensor delays: optimized algorithm design and boundedness analysis
• Remote secure fusion estimation of cyber-physical systems under false data injection attacks
• Information fusion white noise deconvolution estimators for time-varying systems

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