| 引用本文: | 孙书利, 邓自立.带有色观测噪声系统多传感器标量加权最优信息融合稳态Kalman滤波器[J].控制理论与应用,2004,21(4):635~638.[点击复制] |
| SUN Shu-li, DENG Zi-li.Multi-sensor optimal information fusion steady-state Kalman filterweighted by scalars for systems with colored measurement noises[J].Control Theory and Technology,2004,21(4):635~638.[点击复制] |
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| 带有色观测噪声系统多传感器标量加权最优信息融合稳态Kalman滤波器 |
| Multi-sensor optimal information fusion steady-state Kalman filterweighted by scalars for systems with colored measurement noises |
| 摘要点击 1758 全文点击 1180 投稿时间：2003-01-14 修订日期：2003-09-16 |
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| DOI编号 |
| 2004,21(4):635-638 |
| 中文关键词 多传感器 标量加权最优信息融合 稳态Kalman滤波器 有色观测噪声 雷达跟踪系统 |
| 英文关键词 multi_sensor scalar weighting optimal information fusion steady_state Kalman filter colored measurement noises radar tracking system |
| 基金项目 国家自然科学基金项目(60374026); 黑龙江省教育厅基金项目(10541174); 黑龙江大学自动控制重点实验室资助项目. |
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| 中文摘要 |
| 基于标量加权多传感器线性最小方差最优信息融合准则,对被多传感器观测的带有色观测噪声的离散线性随机控制系统,提出了一种具有两层融合结构的标量加权信息融合稳态Kalman滤波器,它等价于相应的带相关噪声系统的最优信息融合稳态Kalman预报器.最优信息融合稳态预报器可在所有局部预报器达到稳态时,通过一次融合获得,且任两个子系统之间的稳态预报误差互协方差阵可通过任选初值迭代求得,并证明了它的收敛性.通过将它应用到带三个传感器的雷达跟踪系统验证了其有效性. |
| 英文摘要 |
| Based on the multi_sensor optimal information fusion criterion weighted by scalars in the linear minimum variance,a scalar weighting information fusion steady_state Kalman filter with a two_layer fusion structure is given for discrete linear stochastic control systems measured by multiple sensors with colored measurement noises,which is equivalent to an optimal information fusion steady_state Kalman predictor for the corresponding systems with correlated noises.The optimal information fusion steady_state predictor can be obtained only by fusing once after all local predictors reach the steady state.The solutions of steady_state prediction error cross_covariance matrices between any two subsystems can be obtained by iteration with arbitrary initial values,whose convergence is proved.Its effectiveness is shown by applying it to a radar tracking system with three sensors. |