| 自校正解耦融合Kalman滤波器及其收敛性 |
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| 引用本文： | 王强,王伟玲,邓自立.自校正解耦融合Kalman滤波器及其收敛性[J].科学技术与工程,2009,9(4). |
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| 作者姓名： | 王强 王伟玲 邓自立 |
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| 作者单位： | 黑龙江大学自动化系,哈尔滨,150080 |
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| 摘 要： | 对带未知噪声统计的多传感器系统,提出了基于相关方法的噪声统计在线估值器,进而提出了自校正Riccati方程和自校正Lyapunov方程.在按分量标量加权线性最小方差最优信息融合准则下,提出了自校正分量解耦融合Kalman滤波器,并用动态误差系统分析(DESA)方法证明了它收敛于最优分量解耦融合稳态Kalman滤波器,因而具有渐近最优性,它的精度比每个局部自校正Kalman滤波器精度高,且算法简单,便于实时应用.一个目标跟踪系统的仿真例子说明了其有效性.
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| 关 键 词： | 多传感器信息融合 解耦融合 Riccati方程 噪声统计估计'自校正Kalman滤波器 |
Self-tuning Decoupled Fusion Kalman Filter and Its Convergence |
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| WANG Qiang,WANG Wei-ling,DENG Zi-li.Self-tuning Decoupled Fusion Kalman Filter and Its Convergence[J].Science Technology and Engineering,2009,9(4). |
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| Authors: | WANG Qiang WANG Wei-ling DENG Zi-li |
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| Institution: | Department of Atomation;Heilongjiang University;Harbin 150080;P.R.China |
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| Abstract: | For the multisensor systems with unknown noise statistics,the on-line noise statistics estimators are presented based on the correlated method,and the self-tuning Riccati equation and Lyapunov equation are also presented.Under the linear minimum variance optimal information fusion criterion weighted by scalars for components,a self-tuning component decoupled fusion Kalman filter is presented,and it is proved by the dynamic error system analysis(DESA) method that it converges to the optimal component decoupl... |
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| Keywords: | moultisensor information fusion decoupled fusion Riccati equation noise statistic estimation self-tuning Kalman filter |
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