By the modem time series analysis method, based on the autoregressive moving average （ARMA） innovation models and white noise estimation theory, using the optimal fusion rule weighted by diagonal matrices, a distrib...By the modem time series analysis method, based on the autoregressive moving average （ARMA） innovation models and white noise estimation theory, using the optimal fusion rule weighted by diagonal matrices, a distributed descriptor Wiener state fuser is presented by weighting the local Wiener state estimators for the linear discrete stochastic descriptor systems with multisensor. It realizes a decoupled fusion estimation for state components. In order to compute the optimal weights, the formulas of computing the cross-covariances among local estimation errors are presented based on cross-covariances among the local innovation processes, input white noise, and measurement white noises. It can handle the fused filtering, smoothing, and prediction problems in a unified framework. Its accuracy is higher than that of each local estimator. A Monte Carlo simulation example shows its effectiveness and correctness.展开更多
基金the National Natural Science Foundation of China (No.60874063)the Innonvation Scientific Research Fundation for Graduate Students of Heilongjiang Province (No.YJSCX2008-018HLJ).
文摘By the modem time series analysis method, based on the autoregressive moving average （ARMA） innovation models and white noise estimation theory, using the optimal fusion rule weighted by diagonal matrices, a distributed descriptor Wiener state fuser is presented by weighting the local Wiener state estimators for the linear discrete stochastic descriptor systems with multisensor. It realizes a decoupled fusion estimation for state components. In order to compute the optimal weights, the formulas of computing the cross-covariances among local estimation errors are presented based on cross-covariances among the local innovation processes, input white noise, and measurement white noises. It can handle the fused filtering, smoothing, and prediction problems in a unified framework. Its accuracy is higher than that of each local estimator. A Monte Carlo simulation example shows its effectiveness and correctness.
