Covariance Intersection Fusion Robust Steady-State Kalman Filter for Multi-Sensor Systems with Unknown Noise Variances

被引:0
|
作者
Qi, Wenjuan [1 ,2 ]
Zhang, Peng [1 ,2 ]
Feng, Wenqing [1 ,2 ]
Deng, Zili [1 ,2 ]
机构
[1] Heilongjiang Univ, Dept Automat, XueFu Rd 74, Harbin 150080, Heilongjiang, Peoples R China
[2] Heilongjiang Univ, Elect & Engn Coll, Harbin 150080 130, Heilongjiang, Peoples R China
来源
PROCEEDINGS OF 2013 CHINESE INTELLIGENT AUTOMATION CONFERENCE: INTELLIGENT AUTOMATION | 2013年 / 254卷
关键词
Multi-sensor data fusion; Covariance intersection fusion; Robust Kalman filter; Uncertain noise variances;
D O I
10.1007/978-3-642-38524-7_95
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
For multi-sensor systems with uncertainties of noise variances, a local robust steady-state Kalman filter with conservative upper bounds of unknown noise variances is presented. Based on the Lyapunov equation, its robustness is proved. Further, the covariance intersection (CI) fusion robust steady-state Kalman filter is presented. It is proved that its robust accuracy is higher than that of each local robust Kalman filter. A Monte-Carlo simulation example shows its correctness and effectiveness.
引用
收藏
页码:853 / 860
页数:8
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