Title :
Information fusion white noise deconvolution estimators for multisensor systems with different local models
Author :
Sun, Xiao-Jun ; Deng, Zi-li
Author_Institution :
Dept. of Autom., Univ. of Heilongjiang, Harbin, China
Abstract :
White noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication, and signal processing. Based on the optimal information fusion rules, in the linear minimum variance sense, three distributed optimal fused white noise deconvolution estimators weighted by matrices, diagonal matrices and scalars, are presented for the linear discrete time-varying stochastic systems with multisensor and different local dynamic models, respectively. The accuracy of the fusers is higher than that of each local white noise estimator. They can handle the white noise fused filtering, prediction and smoothing problems, and are applicable to the systems with colored measurement noise. In order to compute the optimal weights, the formula of computing the local estimation error cross-covariances is presented. A Monte Carlo simulation example for the Bernoulli-Gaussian input white noise shows their effectiveness.
Keywords :
Kalman filters; covariance matrices; deconvolution; discrete time systems; estimation theory; linear systems; prediction theory; sensor fusion; smoothing methods; stochastic systems; white noise; Kalman filtering method; diagonal matrix; input white noise estimation problem; linear discrete time-varying stochastic system; linear minimum variance sense; local estimation error cross-covariance; multisensor system; oil seismic exploration; optimal information fusion rule; prediction theory; signal processing; smoothing problem; white noise deconvolution estimator; Deconvolution; Filtering; Multisensor systems; Noise measurement; Petroleum; Signal processing; Smoothing methods; Stochastic systems; Time varying systems; White noise; Deconvolution; Kalman Filtering Method; Multisensor Information Fusion; Time-varying System; White Noise Estimator;
Conference_Titel :
Control and Decision Conference, 2009. CCDC '09. Chinese
Conference_Location :
Guilin
Print_ISBN :
978-1-4244-2722-2
Electronic_ISBN :
978-1-4244-2723-9
DOI :
10.1109/CCDC.2009.5193331