Robust weighted measurement fusion Kalman filter for uncertain multi-sensor descriptor system with colored measurement noises

被引：0
|
作者：
Tao, Guili [1 ]
Wang, Xuemei [1 ]
Liu, Wenqiang [2 ]
Zhang, Jianfei [3 ]
Yu, Haiying [3 ]
机构：
[1] Commun Univ Zhejiang, Coll Media Engn, Hangzhou 310018, Peoples R China
[2] Zhejiang Gongshang Univ, Hangzhou 310018, Peoples R China
[3] Heilongjiang Univ Sci & Technol, Harbin 150022, Peoples R China
来源：
2021 PROCEEDINGS OF THE 40TH CHINESE CONTROL CONFERENCE (CCC) | 2021年
基金：
中国国家自然科学基金;
关键词：
Multi-sensor descriptor system; weighted measurement fusion; uncertain noise variances; colored noises; robust Kalman filter; ESTIMATORS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
For uncertain multi-sensor descriptor stochastic linear system with colored measurement noises, by applying the singular value decomposition, the original system can be transformed into two reduced-order subsystems with correlated noises by means of difference transformation of the measurement equation. Then the problem of weighted measurement fusion Kalman filtering is transformed into prediction problem for subsystems. The robust weighted measurement fusion time-varying Kalman predictor is presented for the first subsystem. Based on the relationship between subsystems and original system, the robust weighted measurement fusion Kalman filter of the original multi-sensor descriptor system is presented. The effectiveness of the proposed algorithm is verified by a numerical simulation example.
引用
收藏
页码：3275 / 3282
页数：8
相关论文
共 50 条
  • [41] Multi-sensor optimal distributed weighted Kalman filter fusion over unreliable networks
    Xing Zirui
    Xia Yuqing
    [J]. PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016, 2016, : 4926 - 4931
  • [42] Adaptive Kernel Kalman Filter Multi-Sensor Fusion
    Sun, Mengwei
    Davies, Michael E.
    Hopgood, James R.
    Proudler, Ian
    [J]. 2021 IEEE 24TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION), 2021, : 1005 - 1012
  • [43] Adaptive weighted measurement fusion unscented Kalman filter for multisensor system
    Hao, Gang
    Ye, Xiu-Fen
    [J]. Yuhang Xuebao/Journal of Astronautics, 2011, 32 (06): : 1400 - 1408
  • [44] Multi-sensor optimal information fusion Kalman filter*
    Sun, SL
    Deng, ZL
    [J]. AUTOMATICA, 2004, 40 (06) : 1017 - 1023
  • [45] Robust weighted measurement fusion steady-state Kalman predictor with uncertain parameters
    Liu, Wenqiang
    Fan, Yajing
    Tao, Guili
    Lian, Longying
    Zhang, Guiqiang
    [J]. 2018 CHINESE AUTOMATION CONGRESS (CAC), 2018, : 1892 - 1895
  • [46] Multi-Sensor Measurement and Data Fusion
    Liu, Zheng
    Xiao, George
    Liu, Huan
    Wei, Hanbing
    [J]. IEEE INSTRUMENTATION & MEASUREMENT MAGAZINE, 2022, 25 (01) : 28 - 36
  • [47] Self-Tuning Weighted Measurement Fusion Kalman Filter for ARMA Signals with Colored Noise
    Liu, Jinfang
    Deng, Zili
    [J]. APPLIED MATHEMATICS & INFORMATION SCIENCES, 2012, 6 (01): : 1 - 7
  • [48] Weighted Measurement Fusion Fractional Order Kalman Filter
    Sun, Xiaojun
    Yan, Guangming
    [J]. 2012 INTERNATIONAL WORKSHOP ON INFORMATION AND ELECTRONICS ENGINEERING, 2012, 29 : 207 - 215
  • [49] Covariance Intersection Fusion Kalman Filter for Two-Sensor ARMA Signal with Time-Delayed Measurements and Colored Measurement Noises
    Qi Wenjuan
    Deng Zili
    [J]. 2013 FIFTH INTERNATIONAL CONFERENCE ON MEASURING TECHNOLOGY AND MECHATRONICS AUTOMATION (ICMTMA 2013), 2013, : 405 - 408
  • [50] Guaranteed Cost Robust Modified Covariance Intersection Fusion Kalman Filter for Multi-Sensor System with Uncertain Noise Variances and Random Missing Measurements
    Yang Zhibo
    Yang Chunshan
    Deng Zili
    [J]. PROCEEDINGS OF THE 2016 12TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA), 2016, : 3201 - 3207
12345