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
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;
Conference_Titel :
Control Conference (CCC), 2013 32nd Chinese
Conference_Location :
Xi´an
