Paper Title:
Covariance Intersection Fusion Kalman Estimators
  Abstract

By the CI (Covariance Intersection) fusion algorithm, based on the ARMA innovation model, the two-sensor CI fusion Kalman estimators are presented for the systems with unknown cross-covariance. It is proved that their estimation accuracies are higher than those of the local Kalman estimators, and are lower than those of the optimal fused Kalman estimators. A Monte-Carlo simulation result shows that the actual accuracy of the presented CI fusion Kalman estimator are close to those of the optimal fused Kalman estimators with known cross-covariance.

  Info
Periodical
Chapter
Chapter 2: Advanced Design Science (1)
Edited by
Dongye Sun, Wen-Pei Sung and Ran Chen
Pages
750-754
DOI
10.4028/www.scientific.net/AMM.121-126.750
Citation
Y. Gao, Z. L. Deng, "Covariance Intersection Fusion Kalman Estimators", Applied Mechanics and Materials, Vols. 121-126, pp. 750-754, 2012
Online since
October 2011
Authors
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$32.00
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