Vol.38 No.10

Journal of Xi'an Jiaotong University

Oct.2004

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Asynchronous State Vector Fusion of Linear Systems with Arbitrary Correlated Noises
Zhang Anmin,Han Chongzhao
(School of Electronics and Information Engineering,Xi'an Jiaotong University,Xi'an 710049,China)
Abstract:Based on the linear unbiased minimum variance estimation theory, an asynchronous fusion algorithm that fused the state vector of linear system with arbitrary correlated noises is developed.The sampling period of the fusion center is defined as the lease common multiple of multi-sensors measurement period,so the same number of the local state estimation is transmitted to the fusion center every sampling period and the computation burden of the tracking filter is alleviated.The correlations between measurement noises and processing noises are added to the gain matrix of tracking filter,so information that can describe multi-sensors fusion systems is increased.Simulation results show that the proposed algorithm is better than others in which the measurement noises and processing noises are assumed to be uncorrelated,and the accuracy of trajectory track is improved.
Keywords:arbitrary correlated noises;asynchronous;state vector fusion; linear unbiased minimum variance estimation