自校正多传感器观测融合Kalman滤波器研究.pdfVIP

th Proceedings of the 25 Chinese Control Conference 7-11 August, 2006, Harbin, Heilongjiang 自校正多传感器观测融合Kalman滤波器 郝钢，贾文静，邓自立 黑龙江大学 自动化系，哈尔滨 150080 E-mail: dzl@hlju.edu.cn 摘 要: 对于带未知噪声统计和带具有相同因子的观测阵的多传感器系统，应用加权最小二乘（WLS ）法可得到 一个加权融合观测方程，且它与状态方程构成一个等价的加权观测融合系统. 应用现代时间序列分析方法，基于 加权观测融合系统的滑动平均（MA ）新息模型参数的在线辨识，提出了自校正加权观测融合Kalman滤波器. 证 明了它收敛于当噪声统计已知时的全局最优观测融合Kalman滤波器，因而它具有渐近全局最优性. 一个带四传 感器的跟踪系统的仿真例子说明了其有效性. 关键词: 多传感器，加权观测融合，自校正Kalman滤波器，辨识，噪声统计估计，收敛性，渐近全局最优性， 现代时间序列分析方法 Self-tuning multisensor measurement fusion Kalman filter Hao Gang, Jia Wenjing, DENG Zili Heilongjiang University, department of Automatica, Harbin 150080 E-mail: dzl@hlju.edu.cn Abstract: For the multisensor system with unknown noise statistics, and with the measurement matrices having the same factor, based on the weighted least squares(WLS) method, a weighted fusion measurement equation is obtained, and it together with the state equation to constitute a equivalent weighted measurement fusion system. Based on the on-line identification of the moving average(MA) innovation model parameters for weighted measurement fusion sysrem, using the modern time series analysis method, a self-tuning weighted measurement fusion Kalman filter is presented. It is proved that it converges to globally optimal measurement fusion Kalman filter with known noise statistics, so that it has asymptotic global optimality. A simulation example for a tracking system with 4-sensor shows its effectiveness. Key Words: multisensor, weighted measurement fusion, self-tuning Kalman filter, identification, noise variance estimation, convergence, asympt