Moving Average Prediction for Continuous-Time Linear Systems

被引：0

作者：

Song, Il Young ^{[1
]}

Song, Jin Mo ^{[1
]}

Jeong, Woong Ji ^{[1
]}

Gong, Myoung Sool ^{[1
]}

机构：

[1] Hanwha Corp Def R&D Ctr, Dept Sensor Syst, 305 Pangyo Ro, Seongnam Si 13488, South Korea

来源：

2019 34TH INTERNATIONAL TECHNICAL CONFERENCE ON CIRCUITS/SYSTEMS, COMPUTERS AND COMMUNICATIONS (ITC-CSCC 2019) | 2019年

关键词：

Moving average; Stochastic Systems; Kalman Predictior; Linear Systems; FUSION;

D O I：

10.1109/itc-cscc.2019.8793399

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

This paper is concerned with distributed moving average prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local moving average predictors. The distributed prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed moving average predictor.

引用

页码：4 / 7

页数：4

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