Self-tuning weighted measurement fusion Kalman filter and its convergence

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摘要 Formultisensorsystems,whenthemodelparametersandthenoisevariancesareunknown,theconsistentfusedestimatorsofthemodelparametersandnoisevariancesareobtained,basedonthesystemidentificationalgorithm,correlationmethodandleastsquaresfusioncriterion.SubstitutingtheseconsistentestimatorsintotheoptimalweightedmeasurementfusionKalmanfilter,aself-tuningweightedmeasurementfusionKalmanfilterispresented.Usingthedynamicerrorsystemanalysis(DESA)method,theconvergenceoftheself-tuningweightedmeasurementfusionKalmanfilterisproved,i.e.,theself-tuningKalmanfilterconvergestothecorrespondingoptimalKalmanfilterinarealization.Therefore,theself-tuningweightedmeasurementfusionKalmanfilterhasasymptoticglobaloptimality.Onesimulationexamplefora4-sensortargettrackingsystemverifiesitseffectiveness.
机构地区 不详
出版日期 2010年04月14日(中国期刊网平台首次上网日期,不代表论文的发表时间)
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