Fusion Filters Weighted by Scalars and Matrices for Linear Systems
نویسنده
چکیده
An optimal mean-square fusion formulas with scalar and matrix weights are presented. The relationship between them is established. The fusion formulas are compared on the continuous-time filtering problem. The basic differential equation for cross-covariance of the local errors being the key quantity for distributed fusion is derived. It is shown that the fusion filters are effective for multi-sensor systems containing different types of sensors. An example demonstrating the reasonable good accuracy of the proposed filters is given. Keywords—Kalman filtering, fusion formula, multi-sensor, mean-square error.
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