scholarly journals Covariance Intersection Kalman Fuser for Two-Sensor System with Time-Delayed Measurements

2013 ◽  
Vol 6 (19) ◽  
pp. 3602-3609
Author(s):  
Peng Zhang ◽  
Zi-Li Deng
Keyword(s):  
Sensor System ◽  
Covariance Intersection ◽  
Delayed Measurements

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

2013 ◽  
Vol 475-476 ◽  
pp. 460-465
Author(s):  
Peng Zhang ◽  
Wen Juan Qi ◽  
Zi Li Deng
Keyword(s):  
Monte Carlo Simulation ◽  
Transformation Method ◽  
Fusion Method ◽  
Equivalent System ◽  
Computation Complexity ◽  
Estimation Errors ◽  
Covariance Intersection ◽  
Delayed Measurements ◽  
Measurement Transformation ◽  
Time Invariant

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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