A decentralized fixed-interval deconvolution algorithm for multi-sensor systems with multiplicative noises

Author

Chu, Dongsheng ; Wang, Lu ; Shi, Zheng

Author_Institution

Eng. Coll., Ocean Univ. of China, Qingdao, China

Volume

2

fYear

2004

fDate

15-19 June 2004

Firstpage

1571

Abstract

An optimal filtering estimation for single sensor was extended to centralized optimal algorithm for multi-sensor system by constructing a global observation model for the multi-sensor system with multiplicative noises. Based on this algorithm, a decentralized optimal filtering fusion estimation was derived on the condition that the multiplicative noise is in the form of a general stochastic matrix and the measurement noises of each sensor are correlated with the dynamic noise, and then a decentralized global fixed-interval deconvolution algorithm was obtained. This algorithm is optimal in the sense of linear minimum-variance and the simulation results show the validity of the proposed algorithm.

Keywords

correlation methods; deconvolution; filtering theory; matrix algebra; noise; noise measurement; sensor fusion; stochastic processes; decentralized fixed-interval deconvolution algorithm; decentralized optimal filtering fusion estimation; general stochastic matrix; linear minimum-variance; multiplicative noises; multisensor systems; Data processing; Deconvolution; Educational institutions; Filtering algorithms; Military computing; Noise measurement; Sensor fusion; Sensor systems; Stochastic resonance; Time measurement;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control and Automation, 2004. WCICA 2004. Fifth World Congress on

Print_ISBN

0-7803-8273-0

Type

conf

DOI

10.1109/WCICA.2004.1340914

Filename

1340914