摘要
应用现代时间序列分析方法,在按对角阵加权线性最小方差最优信息融合准则下,基于Riccati方程,提出两传感器信息融合稳态最优Kalman滤波器.与按矩阵加权最优融合.Kalman滤波器相比,可减少计算负担,与单传感器情形相比,提高了滤波精度.一个仿真例子说明其有效性.
By the modern time series analysis method, under the linear minimum variance optimal information fusion criterion weighted by diagonal matrices, based on the Riccati equation, the two-sensor information fusion steady-state optimal Kalman filter is presented. Compared with optimal fusion Kalman filter weighted by matrices, the computational burden may be reduced. Compared with the single sensor case, the filtering accuracy is improved. A simulation example shows its effectiveness.
出处
《黑龙江大学自然科学学报》
CAS
2004年第2期52-54,共3页
Journal of Natural Science of Heilongjiang University
基金
国家自然科学基金资助项目(60374026)
