Covariance Intersection Fusion Kalman Estimators

Yuan Gao; Zi Li Deng

doi:10.4028/www.scientific.net/AMM.121-126.750

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 121-126Covariance Intersection Fusion Kalman Estimators

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.

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Periodical:

Applied Mechanics and Materials (Volumes 121-126)

Pages:

750-754

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.121-126.750

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Online since:

October 2011

Authors:

Yuan Gao, Zi Li Deng

Keywords:

Arma Innovation Model, Covariance Intersection Fusion, Unknown Cross-Covariance

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