Title :
Optimal estimation for multisensor data fusion system with correlated measurement noise
Author :
Jin, Xue-Bo ; Sun, You-Xian
Author_Institution :
Nat. Lab. of Ind. Control Technol., Zhejiang Univ., Hangzhou, China
Abstract :
Based on the matrix theory, the covariance matrix of correlated measurement noise is successfully parallel decomposed and the linear observation models are transformed to new observation models. Then optimal data fusion estimation algorithms are presented. When measurement noise is uncorrelated, the results are reduced to the optimal algorithms with uncorrelated measurement noise.
Keywords :
covariance matrices; matrix decomposition; parameter estimation; random noise; sensor fusion; correlated measurement noise; covariance matrix; linear observation models; matrix decomposition; multisensor data fusion; optimal estimation; parallel decomposition; Covariance matrix; Erbium; Laboratories; Noise measurement; Noise reduction; Sensor fusion; Sensor systems; State estimation; Sun; White noise;
Conference_Titel :
Signal Processing, 2002 6th International Conference on
Print_ISBN :
0-7803-7488-6
DOI :
10.1109/ICOSP.2002.1180114
