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		Shuli SUN.[en_title][J].Control Theory and Technology,2005,3(2):168~172.[Copy]

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Received:January 13, 2004Revised:May 06, 2005

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Optimal multi-sensor Kalman smoothing fusion for discrete multichannel ARMA signals

Shuli SUN

(Department of Automation,Heilongjiang University,Harbin Heilongjiang 150080,China)

Abstract:

Based on the multi-sensor optimal information fusion criterion weighted by matrice s in the linear minimum variance sense,using whi te noise estimators,an optimal fusion distributed Ka lman smoother is given for discrete multi-channel AR MA (autoregressive moving average) signals.The smoothing error cross-covariance matrices between any two sen sors are given for measurement noises.Furthermore,th e fusion smoother gives higher precision than any local smoother does.

Key words: Information fusion Distributed sm oother Multichannel ARMA signal Cross-covarianceOpti m fo