An online noise variance estimator for multi-sensor systems with unknown noise variances is proposed by using the correlation method. Based on the Riccati equation and optimal fusion rule weighted by scalars for state components, a self-tuning component decoupled information fusion Kalman filter is presented. It is proved that the filter converges to the optimal fusion Kalman filter in a realization by dynamic error system analysis method, so that it has asymptotic optimality. Its effectiveness is demonstrated by simulation for a tracking system with 3 sensors.
SUN Xiaojun, ZHANG Peng, DENG Zili
. Self-tuning decoupled fusion Kalman filter based
on the Riccati equation[J]. Frontiers of Electrical and Electronic Engineering, 2008
, 3(4)
: 459
-464
.
DOI: 10.1007/s11460-008-0077-4
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