A measurements fusion filter for the multi-sensor system with correlated noises

Considering the sensor´s working environmental impact, the correlation of the system noise must be considered when fusing the measurements. The measurement fusion filtering method of a linear system with the correlation of measurement noises and the fusion time input noise and the correlation of measurement noises is researched in this paper. A centralized measurement fusion filtering method is present firstly, and then, a novel fusion measurement with low dimension is given based on the weighted least-square estimation theory. Utilizing a derived new measurement equation, a novel weighted measurement fusion filtering method is proposed in this paper. The final simulation illustrates the equivalent relation of the proposed measurement fusion filtering method and the optimal centralized measurement fusion method.