For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Sub...For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Substituting it into the optimal weighted fusion steady-state white noise deconvolution estimator based on the Kalman filtering,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the Dynamic Error System Analysis(DESA) method,it proved that the self-tuning fusion white noise deconvolution estimator converges to the steady-state optimal fusion white noise deconvolution estimator in a realization.Therefore,it has the asymptotically global optimality.A simulation example for the tracking system with 3 sensors and the Bernoulli-Gaussian input white noise shows its effectiveness.展开更多
For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting...For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting it into the steady-state Riccati equation,the self-tuning Riccati equation is obtained.Using the Kalman filtering method,based on the self-tuning Riccati equation,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the dynamic error system analysis（DESA） method,it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization,so that it has the asymptotic global optimality.A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.展开更多
An online noise variance estimator for multi-sensor systems with unknown noise variances is proposed by using the correlation method.Based on the Riccati equa-tion and optimal fusion rule weighted by scalars for state...An online noise variance estimator for multi-sensor systems with unknown noise variances is proposed by using the correlation method.Based on the Riccati equa-tion and optimal fusion rule weighted by scalars for state components,a self-tuning component decoupled informa-tion fusion Kalman filter is presented.It is proved that the filter converges to the optimal fusion Kalman filter in a realization by dynamic error system analysis method,so that it has asymptotic optimality.Its effectiveness is demon-strated by simulation for a tracking system with 3 sensors.展开更多
基金Supported by National Natural Science Foundation of China (No.60874063)Key Laboratory of Electronics Engineering,College of Heilongjiang Province (No.DZZD2010-5),and Science and Automatic Control Key Laboratory of Heilongjiang University
文摘For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Substituting it into the optimal weighted fusion steady-state white noise deconvolution estimator based on the Kalman filtering,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the Dynamic Error System Analysis(DESA) method,it proved that the self-tuning fusion white noise deconvolution estimator converges to the steady-state optimal fusion white noise deconvolution estimator in a realization.Therefore,it has the asymptotically global optimality.A simulation example for the tracking system with 3 sensors and the Bernoulli-Gaussian input white noise shows its effectiveness.
基金supported by the National Natural Science Foundation of China(60874063)Science and Technology Research Foundation of Heilongjiang Education Department(11551355)Key Laboratory of Electronics Engineering,College of Heilongjiang Province(DZZD20105)
文摘For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting it into the steady-state Riccati equation,the self-tuning Riccati equation is obtained.Using the Kalman filtering method,based on the self-tuning Riccati equation,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the dynamic error system analysis（DESA） method,it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization,so that it has the asymptotic global optimality.A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.
基金supported by the National Natural Science Foundation of China(Grant No.60374026)the Science and Technology Research Foundation of Heilongjiang Education Department(11523037),Automation Control Key Laboratory of Heilongjiang University.
文摘An online noise variance estimator for multi-sensor systems with unknown noise variances is proposed by using the correlation method.Based on the Riccati equa-tion and optimal fusion rule weighted by scalars for state components,a self-tuning component decoupled informa-tion fusion Kalman filter is presented.It is proved that the filter converges to the optimal fusion Kalman filter in a realization by dynamic error system analysis method,so that it has asymptotic optimality.Its effectiveness is demon-strated by simulation for a tracking system with 3 sensors.
