DocumentCode
1719952
Title
Optimal distributed fusion of two-channel observation systems with correlated noises
Author
Peng Cui ; June Feng ; Hongguo Zhao
Author_Institution
Sch. of Control Sci. & Eng., Shandong Univ., Jinan, China
fYear
2013
Firstpage
4613
Lastpage
4617
Abstract
State fusion problems are discussed for two-channel observation systems with correlated observation noises. An optimal recursive algorithm is presented. The performance of the algorithm is equal to that of centralized Kalman filtering. Different from the existing one based on information filters and matrix transformations, our algorithm directly uses the projection theorem in Hilbert space. Therefore, the algorithm has the practical advantages of flexibility and simplicity.
Keywords
Hilbert spaces; linear systems; matrix algebra; multivariable control systems; optimal control; sensor fusion; Hilbert space; centralized Kalman filtering; correlated observation noises; information filters; matrix transformations; optimal distributed fusion; optimal recursive algorithm; projection theorem; state fusion problems; two-channel observation systems; Educational institutions; Equations; Estimation; Hilbert space; Kalman filters; Noise; Vectors; Correlated Observation Noises; Distributed Fusion; Two-channel observation systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2013 32nd Chinese
Conference_Location
Xi´an
Type
conf
Filename
6640234
Link To Document