International Conference on Information Technology and Computer Science, 3rd (ITCS 2011)
4 The Information Fusion Kalman Filter Weighted by Scalars or Diagonal Matrices for Sequential Processing
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Under the rule of minimizing the trace of estimation error covariance matrix, the optimal information fusion Kalman filter weighted by scalars or diagonal matrices for sequential processing is presented for the decentralized information fusion system with multiple sensors and correlated noises. This paper compares the estimation precision between the fusion filter and the local filters. And the result estimated by the fusion filter is better than the local filters. The simulation shows the feasibility and the validity of the estimation fusion algorithms.