Covariance Intersection Fusion Kalman Estimator for Multi-Sensor System with Measurements Delays

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Abstract:

To handle the state estimation fusion problem between local estimation errors for the system with unknown cross-covariances and to avoid a large computation complexity of cross-covariances, for a multi-sensor linear discrete time-invariant stochastic system with time-delayed measurements, by the measurement transformation method, an equivalent system without measurement delays is obtained, and then using the covariance intersection (CI) fusion method, the covariance intersection fusion steady-state Kalman estimator is presented. It is proved that its accuracy is higher than that of each local estimator, and is lower than that of optimal Kalman fuser weighted by matrices with known cross-covariances. A Monte-Carlo simulation example shows the above accuracy relations, hence it has good performances.

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460-465

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December 2013

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© 2014 Trans Tech Publications Ltd. All Rights Reserved

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