The Design of a Robust Weighted Measurement Fusion Steady-State Kalman Filter

Wen Qiang Liu; Xue Mei Wang; Zi Li Deng

doi:10.4028/www.scientific.net/AMM.701-702.624

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 701-702The Design of a Robust Weighted Measurement Fusion...

The Design of a Robust Weighted Measurement Fusion Steady-State Kalman Filter

Abstract:

For the linear discrete-time multisensor time-invariant system with uncertain model parameters and measurement noise variances, by introducing fictitious noise to compensate the parameter uncertainties, using the minimax robust estimation principle, based on the worst-case conservative multisensor system with conservative upper bounds of measurement and fictitious noises variances, a robust weighted measurement fusion steady-state Kalman filter is presented. By the Lyapunov equation approach, it is proved that when the region of the parameter uncertainties is sufficient small, the corresponding actual fused filtering error variances are guaranteed to have a less-conservative upper bound. Simulation results show the effectiveness and correctness of the proposed results.

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Periodical:

Applied Mechanics and Materials (Volumes 701-702)

Pages:

624-629

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.701-702.624

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Online since:

December 2014

Authors:

Wen Qiang Liu*, Xue Mei Wang, Zi Li Deng

Keywords:

Fictitious Noise, Lyapunov Equation Approach, Robust Steady-State Kalman Filter, Weighted Measurement Fusion

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