Title :
Optimal centralized state fusion estimation for multi-sensor system with correlated measurement noise
Author :
Xue-bo, Jin ; You-xian, Sun
Author_Institution :
Coll. of Inf. & Electron., Zhejiang Inst. of Sci. & Technol., Hangzhou, China
Abstract :
Many centralized fusion estimation algorithms assumed that measurement noises among sensors are uncorrelated, but it is not true when there exist the same unmodeled measurement noise source. In this paper, based on the matrix similarity transform, covariance matrix of correlated measurement noise is successfully parallel decomposed and the linear measurement models are transformed. Optimal centralized fusion estimation algorithm is presented. When measurement noises are uncorrelated, the results here are reduced to the standard optimal centralized fusion estimation algorithms.
Keywords :
covariance matrices; discrete time systems; estimation theory; noise; sensor fusion; state estimation; centralized state fusion estimation; covariance matrix; discrete system; estimation algorithm; linear measurement models; linear time-invariant system; matrix similarity transform; measurement noise; multisensor system; Covariance matrix; Matrix decomposition; Measurement standards; Noise measurement; Sensor fusion; Sensor systems; State estimation; Sun; Telephony; White noise;
Conference_Titel :
Control Applications, 2003. CCA 2003. Proceedings of 2003 IEEE Conference on
Print_ISBN :
0-7803-7729-X
DOI :
10.1109/CCA.2003.1223535
