为有未知噪音统计的 multisensor 系统,使用现代时间系列分析方法,基于革新建模的动人的一般水准(麻省)的联机鉴定,并且基于为关联功能的矩阵方程的解决方案,噪音变化的评估者被获得,并且在线性最小的变化下面由斜矩阵加权的最佳的信息熔化标准,一个自我调节的信息熔化 Kalman 预言者被介绍,它认识到自我调节的 dec 基于动态错误系统,一个新集中分析方法为自我调节的 fuser 被介绍。在一条认识的集中的一个新概念被介绍,它是比有概率一的集中弱的。如果 MA 革新模型的参数评价是一致的,那么,自我调节的熔化 Kalman 预言者将在一条认识收敛到最佳的熔化 Kalman 预言者,这严格地被证明,或与概率一,以便它有 asymptotic optimality。它能减少计算负担,并且对实时应用合适。为追踪系统的一个目标的一个模拟例子显示出它的有效性。
For the multisensor systems with unknown noise statistics, using the modern time series analysis method, based on on-line identification of the moving average (MA) innovation models, and based on the solution of the matrix equations for correlation function, estimators of the noise variances are obtained, and under the linear minimum variance optimal information fusion criterion weighted by diagonal matrices, a self-tuning information fusion Kalman predictor is presented, which realizes the self-tuning decoupled fusion Kalman predictors for the state components. Based on the dynamic error system, a new convergence analysis method is presented for self-tuning fuser. A new concept of convergence in a realization is presented, which is weaker than the convergence with probability one. It is strictly proved that if the parameter estimation of the MA innovation models is consistent, then the self-tuning fusion Kalman predictor will converge to the optimal fusion Kalman predictor in a realization, or with probability one, so that it has asymptotic optimality. It can reduce the computational burden, and is suitable for real time applications. A simulation example for a target tracking system shows its effectiveness.