位置：成果数据库 > 期刊 > 期刊详情页
带未知有色观测噪声的自校正融合Kalman滤波器
  • 期刊名称：控制理论与应用
  • 时间：0
  • 页码：76-79
  • 语言：中文
  • 分类：O211.64[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]黑龙江大学自动化系,黑龙江哈尔滨150080, [2]哈尔滨德强商务学院计算机与信息工程系,黑龙江哈尔滨150025
  • 相关基金：国家自然科学基金资助项目（NSFC-50874063）.
  • 相关项目：自校正信息融合滤波理论及其应用研究
作者： 张鹏|邓自立|
关键词： 多传感器信息融合, 解耦融合, 未知有色观测噪声, 辨识, 自校正Kalman滤波器, 收敛性, multisensor information fusion, decoupled fusion, unknown colored measurement noises, identification, selftuning Kalman filter, convergence
中文摘要：

对于带未知有色观测噪声的多传感器线性离散定常随机系统，未知模型参数和噪声方差的一致的融合估值器用递推增广最小二乘法（RELS）和求解相关函数方程得到．将这些估值器代入到最优解耦融合Kalman滤波器中，得出了自校正解耦融合Kalman滤波器，并用动态方差误差系统分析（DVESA）和动态误差分析（DESA）方法证明了它收敛于最优解耦融合Kalman滤波器，因而具有渐近最优性．一个带3传感器跟踪系统的仿真例子说明了其有效性．

英文摘要：

For the multisensor linear discrete timeinvariant stochastic system with unknown colored observation noises, the consistent fused estimators of unknown model parameters and noise variances are obtained by using the recursive extendedleastsquares （RELS） method and solving the correlation function equations. Substituting them into the optimal decoupled fused Kalman filter, we obtain a selftuning decoupled fused Kalman filter. By means of the dynamic variance error system analysis （DVESA） method and the dynamic error system analysis （DESA） method, this filter is proved to be convergent to the optimal decoupled fusion Kalman filter with asymptotic optimality. A simulation example for a targettracking system with 3 sensors shows its effectiveness.

同期刊论文项目
原地浸出采铀的分形和耦合动力学研究
期刊论文 16 会议论文 6 专利 1
自校正信息融合滤波理论及其应用研究
期刊论文 55 会议论文 39 著作 1
同项目期刊论文
Self-tuning weighted measurement fusion Kalman filter for ARMA signals with colored noise
Covariance intersection fusion Kalman estimators
Convergence of self-tuning Riccati equation with correlated noises
多传感器多变量AR模型信息融合辨识方法
多传感器系统模型参数和噪声统计的一种信息融合辨识方法
自校正信息融合Wiener滤波器及其收敛性
自校正解耦融合Kalman滤波器及其收敛性
带相关观测噪声系统的自校正观测融合Kalman滤波器
带相关噪声系统的自校正观测融合Kalman滤波器
相关观测融合Kalman估值器及其全局最优性
Self-tuning weighted measurement fusion Kalman filter and its convergence
多传感器AR信号自校正加权融合Wiener滤波器
带未知模型参数的自校正集中式融合信息滤波器
Multi-model information fusion Kalman filtering and white noise deconvolution
Self-tuning measurement fusion white noise deconvolution estimator with correlated noises
Optimal and self-tuning weighted measurement fusion Kalman filters and their asymptotic global optim
含未知参数的自校正融合Kalman滤波器及其收敛性
Self-tuning decoupled fusion Kalman predictor and its convergence analysis
Optimal and self-tuning weighted measurement fusion Wiener filter for the multisensor multichannel A
Convergence analysis of self-tuning Riccati equation for systems with correlation noises
Self-tuning multisensor weighted measurement fusion Kalman filter
自校正Riccati方程的收敛性
多传感器系统噪声统计辨识的一种相关方法
A New information fusion white noise deconvolution estimator
Distributed fusion white noise deconvolution estimators
Self-tuning measurement fusion Kalman filter with correlated measurement noises
Covariance intersection fusion Kalman filter
An information fusion identification method for multisensor autoregressive moving average signals wi
Self-tuning decoupled fusion Kalman smoother for signal processing
The self-tuning distributed information fusion Kalman filter for ARMA signals
带有色观测噪声的多传感器ARMA模型信息融合辨识
Self-tuning information fusion Wiener smoother for ARMA signals
Self-tuning distributed measurement fusion Kalman estimator for the multi-channel ARMA signal
观测滞后系统协方差交叉融合Kalman滤波器
多传感器ARMA信号自校正分布式融合Kalman滤波器
Self-tuning measurement fusion Kalman predictors and their convergence analysis
Self-tuning centralized fusion Wiener filter with applied to signal processing
Wiener滤波,Kalman滤波和信息融合滤波理论研究进展
带不确定协方差线性相关白噪声系统改进的鲁棒协方差交叉融合稳态Kalman估值器
多传感器ARMA信号加权融合Kalman滤波器
面向跟踪系统的多传感器信息融合鲁棒保性能协方差交叉Kalman估计方法
多传感器加权观测融合Wiener反卷积滤波器
硫酸盐还原菌治理地浸采铀地下水的柱实验研究
新疆阿尔泰地区断裂控矿的多重分形机理
应用表面活性剂进行低渗透砂岩铀矿床地浸采铀的实验研究
原地浸出采铀多场多过程耦合动力学数值模拟
基于生态安全理念的我国铀矿冶业可持续发展
矿岩破碎块度分布分形特征对铀浸出率的影响
新疆某砂岩铀矿含矿层孔隙结构的分形特征
伊犁盆地某砂岩铀矿的浸出动力学特征
低渗透砂岩铀矿岩饱和与非饱和过程渗透变化规律的实验研究
伊犁盆地某砂岩铀矿铀赋存形态及其地浸意义
废玻璃对废弃黏土砖再生混凝土力学性能影响研究
铀矿石酸法浸出率的影响因素分析
衡阳市矿业经济可持续发展探讨
地浸采铀地下水污染综合治理研究进展
多传感器ARMA信号观测融合Wiener滤波器
Decoupled Wiener state fuser for descriptor systems
多传感器分布式信息融合粒子滤波器
协方差交叉融合鲁棒Kalman滤波器
自校正集中式融合信息滤波器
多维和多重递推辅助变量辨识算法
多变量偏差补偿递推最小二乘法及其收敛性
Self-tuning weighted measurement fusion white noise deconvolution estimator
自校正信息融合Wiener预报器及其收敛性
Information fusion steady-state white noise deconvolution estimators with time-delayed measurements
Information fusion Wiener filter for the multisensor multichannel ARMA signals with time-delayed mea
带相关噪声的观测融合稳态Kalman滤波算法及其全局最优性