Optimal Fusion Filtering in Multisensor Stochastic Systems with Missing Measurements and Correlated Noises
Joint Authors
Caballero-Águila, R.
García-Garrido, I.
Linares-Perez, Josefa
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-05-27
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
The optimal least-squares linear estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems with missing measurements and autocorrelated and cross-correlated noises.
The stochastic uncertainties in the measurements coming from each sensor (missing measurements) are described by scalar random variables with arbitrary discrete probability distribution over the interval [0,1]; hence, at each single sensor the information might be partially missed and the different sensors may have different missing probabilities.
The noisecorrelation assumptions considered are (i) the process noise and all the sensor noises are one-step autocorrelated; (ii) different sensor noises are one-step cross-correlated; and (iii) the process noiseand each sensor noise are two-step cross-correlated.
Under these assumptions and by an innovation approach, recursive algorithms for the optimal linear filter are derived by using the two basic estimation fusion structures; more specifically, both centralized and distributed fusion estimation algorithms are proposed.
The accuracy of these estimators is measured by their error covariance matrices, which allow us to compare their performance in a numerical simulation example that illustrates the feasibility of the proposed filtering algorithms and shows a comparison with other existing filters.
American Psychological Association (APA)
Caballero-Águila, R.& García-Garrido, I.& Linares-Perez, Josefa. 2013. Optimal Fusion Filtering in Multisensor Stochastic Systems with Missing Measurements and Correlated Noises. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-14.
https://search.emarefa.net/detail/BIM-1031884
Modern Language Association (MLA)
Caballero-Águila, R.…[et al.]. Optimal Fusion Filtering in Multisensor Stochastic Systems with Missing Measurements and Correlated Noises. Mathematical Problems in Engineering No. 2013 (2013), pp.1-14.
https://search.emarefa.net/detail/BIM-1031884
American Medical Association (AMA)
Caballero-Águila, R.& García-Garrido, I.& Linares-Perez, Josefa. Optimal Fusion Filtering in Multisensor Stochastic Systems with Missing Measurements and Correlated Noises. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-14.
https://search.emarefa.net/detail/BIM-1031884
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1031884