多传感器观测滞后系统分布式融合Wiener滤波器  

Distributed Fusion Wiener Filter for Multi-sensor Systems with Delayed Measurements

作　　者：吕楠[1] 马静[2] 孙书利[1] 

机构地区：[1]黑龙江大学电子工程学院自动化系,哈尔滨150080 [2]黑龙江大学数学科学学院,哈尔滨150080

出　　处：《科学技术与工程》2008年第15期4129-4137,共9页Science Technology and Engineering

基　　金：国家自然科学基金资助项目(60504034);黑龙江省青年骨干教师基金(1151G035)资助

摘　　要：应用现代时间序列分析方法,基于ARMA新息模型,对带观测滞后的多传感器系统提出了一种渐近稳定的分布式信息融合Wiener滤波器。将带观测滞后的系统滤波融合问题转化为无观测滞后系统的不同步预报融合问题。给出了观测滞后系统的输出预报器和白噪声估值器。推得了任两个带观测滞后传感器子系统之间的不同步预报误差互协方差阵。仿真例子验证了其有效性。Using the modern time-series analysis method, based on ARMA innovation model, an asymptotically stable distributed information fusion Wiener filter is presented for multi-sensor systems with delayed measurements. The filtering fusion problem of the system with delayed measurements is transferred to the different-step prediction fusion problem of the system without delayed measurements. The output predictor and white noise estimators for the system with delayed measurements are given. The cross-covariance matrix of different-step prediction errors between any two sensor subsystems is derived. A simulation example shows its effectiveness.

关 键 词：观测滞后系统 WIENER滤波器 多传感器 信息融合 互协方差阵 

分 类 号：TP271.61[自动化与计算机技术—检测技术与自动化装置]