• DocumentCode
    2809949
  • 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
  • fYear
    2009
  • fDate
    17-19 June 2009
  • Firstpage
    1044
  • Lastpage
    1049
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/CCDC.2009.5193331
  • Filename
    5193331