Globally optimal weighted fusion Kalman filter with colored measurement noises

David Tien, X. J. Sun, G. M. Yan

Research output: Book chapter/Published conference paperConference paper

Abstract

In this paper, the multisensor systems with ARMA coloured measurement noise are converted to those with the same local dynamic model and uncorrelated noises by using the state augmented method. Furthermore, the globally optimal weighted measurement fusion Kalman filter is given. Compared with the existing methods transforming the multisensor systems into those with the same or different local dynamic models and correlated noises, the transformed system models in this paper are applicable to the weighted measurement fusion algorithm. Although the dimension of augmented state is higher than that in the existing references, the computational load and complexity of the whole optimal fusion Kalman filter are better than the existing fusers. The simulation example for a 3-sensors radar tracking system with colored measurement noises shows its effectiveness.
Original languageEnglish
Title of host publicationProceedings of 2019 IEEE International Conference on Artificial Intelligence and Computer Applications, ICAICA 2019
PublisherIEEE, Institute of Electrical and Electronics Engineers
Pages79-82
Number of pages4
ISBN (Electronic)9781728112220
ISBN (Print)9781728112237
DOIs
Publication statusPublished - Mar 2019
Event2019 IEEE International Conference on Artificial Intelligence and Computer Applications, ICAICA 2019 - Dalian, China
Duration: 29 Mar 201931 Mar 2019

Publication series

NameProceedings of 2019 IEEE International Conference on Artificial Intelligence and Computer Applications, ICAICA 2019

Conference

Conference2019 IEEE International Conference on Artificial Intelligence and Computer Applications, ICAICA 2019
CountryChina
CityDalian
Period29/03/1931/03/19

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  • Cite this

    Tien, D., Sun, X. J., & Yan, G. M. (2019). Globally optimal weighted fusion Kalman filter with colored measurement noises. In Proceedings of 2019 IEEE International Conference on Artificial Intelligence and Computer Applications, ICAICA 2019 (pp. 79-82). [8873517] (Proceedings of 2019 IEEE International Conference on Artificial Intelligence and Computer Applications, ICAICA 2019). IEEE, Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/ICAICA.2019.8873517