电子学报2017，Vol.45Issue(7)：1627-1636,10.DOI:10.3969/j.issn.0372-2112.2017.07.012
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
Tracking System-Oriented Multi-Sensor Information Fusion Robust Guaranteed Cost Covariance Intersection Kalman Estimation Method
摘要
Abstract
For the multi-sensor systems with uncertain-variance linearly correlated white noises,according to the mini-max robust estimation principle,and by the Lyapunov equation approach,the two classes of guaranteed cost robust covariance intersection(CI) fusion Kalman estimators (predictor,filter,smoother) are presented based on the parameterization representation of the uncertain noise variance perturbations.Both the minimal upper bound and the maximal lower bound of the accuracy deviations are given.It is proved the robust accuracy of the guaranteed cost CI fuser is higher than that of the original CI fuser,and is higher than that of each local estimator,and the geometric interpretation of accuracy relation is given by the covariance ellipses.A simulation example applied to tracking system verifies the correctness and effectiveness of the proposed method.关键词
不确定噪声方差/线性相关噪声/协方差交叉融合/Lyapunov方程方法/跟踪系统Key words
uncertain noise variances/linearly correlated noises/covariance intersection fusion/Lyapunov equation approach/tracking system分类
数理科学引用本文复制引用
杨智博,杨春山,邓自立..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[J].电子学报,2017,45(7):1627-1636,10.基金项目
国家自然科学基金(No.NSFC-60874063,No.NSFC-60374026) （No.NSFC-60874063,No.NSFC-60374026）
