New approach to information fusion steady-state Kalman filtering

Automatica

Volumn 41, Issue 10, 2005, Pages 1695-1707

  Deng, Zi Li ^a   Gao, Yuan ^a   Mao, Lin ^a   Li, Yun ^a   Hao, Gang ^a  

^a HEILONGJIANG UNIVERSITY   (China)

Author keywords

ARMA innovation model; Covariance information fusion; Distributed fusion; Fusion rules; Information fusion steady state Kalman filter; Linear minimum variance fusion; Lyapunov equation; Modern time series analysis method; Track fusion; Weighted fusion

Indexed keywords

COMPUTER SIMULATION; GLOBAL POSITIONING SYSTEM; LYAPUNOV METHODS; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; SENSOR DATA FUSION; TIME SERIES ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE (ARMA) INNOVATION MODEL; DISTRIBUTED FUSION; FUSION RULES; INFORMATION FUSION; LINEAR MINIMUM VARIANCE FUSION; MODERN TIME SERIES ANALYSIS METHOD; TRACK FUSION; WEIGHTED FUSION;

KALMAN FILTERING;

EID: 23744514316     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2005.04.020     Document Type: Article

References (24)

1. B.D.O. Anderson, and J.B. Moore Optimal filtering 1979 Prentice-Hall Englewood Cliffs, New Jersey
2. Y. Bar-Shalom, and L. Campo The effect of common process noise on the two-sensor fused-track covariance IEEE Transactions on Aerospace and Electronic Systems 22 6 1986 803 805
3. N.A. Carlson Federated square root filter for decentralized parallel processes IEEE Transactions on Aerospace Electronic Systems AES-26 3 1990 517 525
4. K.C. Chang, T. Zhi, and R.K. Saha Performance evaluation of track fusion with information matrix filter IEEE Transactions on Aerospace and Electronic Systems 38 2 2002 455 465
5. H. Chen, T. Kirubarajan, and Y. Bar-Shalom Performance limits of track-to-track fusion versus centralized estimation: theory and application IEEE Transactions on Aerospace and Electronic Systems 39 2 2003 386 398
6. Y.P. Cheng Matrix theory 1989 Northwestern Polytechnical University Press Xian
7. Z.L. Deng Time-domain approaches to multichannel optimal deconvolution International Journal of Systems Science 31 6 2000 787 796
8. Z.L. Deng Kalman filtering and Wiener filtering-modern time series analysis method 2001 Harbin Institute of Technology Press Harbin
9. Z.L. Deng Self-tuning filtering theory and applications-modern time series analysis method 2003 Harbin Institute of Technology Press Harbin
10. Z.L. Deng Convergence analysis of Gevers-Wouters algorithm for scalar spectral factorization Science Technology and Engineering 5 1 2005 7 13
11. Z.L. Deng, and Y.M. Liu Descriptor Kalman estimators International Journal of Systems Science 30 11 1999 1205 1212
12. Z.L. Deng, J.W. Ma, and Y. Gao Two-sensor self-tuning information fusion Kalman filter Science Technology and Engineering 3 2003 321 324
13. Z.L. Deng, and R.B. Qi Multi-sensor information fusion suboptimal steady-state Kalman filter Chinese Science Abstracts 6 2 2000 183 184
14. Z.L. Deng, and Y. Xu Descriptor Wiener state estimators Automatica 36 2000 1761 1766
15. Z.L. Deng, H.S. Zhang, S.J. Liu, and L. Zhou Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems Automatica 32 2 1996 199 216
16. M. Gevers, and W.R.E. Wouters An innovations approach to the discrete-time realization problem Quarterly Journal on Automatic 19 1978 90 109
17. T. Kailath, A.H. Sayed, and B. Hassibi Linear estimation 2000 Prentice-Hall Upper Saddle River, New Jersey
18. Kim, K. H. (1994). Development of track to track fusion algorithm. Proceeding of American control conference, Maryland, June 1994 (pp. 1037-1041).
19. X.R. Li, Y.M. Zhu, J. Wang, and C.Z. Han Optimal linear estimation fusion-part. I: Unified fusion rules IEEE Transactions on Information Theory 49 9 2003 2192 2208
20. B.S. Paik, and J.H. Oh Gain fusion algorithm for decentralized parallel Kalman filters IEE Proceedings of the Control Theory and Applications 147 1 2000 97 103
21. R.K. Saha, and K.C. Chang Efficient algorithm for multisensor track fusion IEEE Transactions on Aerospace and Electronic Systems 34 1 1998 200 210
22. S.L. Sun Multi-sensor information fusion white noise filter weighted by scalars based on Kalman predictor Automatica 40 8 2004 1447 1453
23. S.L. Sun, and Z.L. Deng Multi-sensor optimal information fusion Kalman filter Automatica 40 6 2004 1017 1023
24. Y.M. Zhu, Z.H. You, J. Zhao, K.S. Zhang, and X.R. Li The optimality for the distributed Kalman filtering fusion with feedback Automatica 37 2001 1489 1493