MATEC Web Conf.
Volume 210, 201822nd International Conference on Circuits, Systems, Communications and Computers (CSCC 2018)
|Number of page(s)||5|
|Published online||05 October 2018|
Linear Optimal Fusion of Local Unbiased FIR Filters
Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, China
2 Department of Electronics Engineering, Universidad de Guanajuato, Salamanca 36885, Mexico
This paper presents a multi-sensor decentralized fusion unbiased finite impulse response (UFIR) filter for discrete time-invariant state-space models. Fusion is provided in the minimum variance sense. By calculating the cross covariance between any of two local filters for the extended state-space model, linear optimal weights are derived to fuse local UFIR estimates. Simulation conduced for a two-state polynomial model shows that the proposed fusion UFIR filter has higher robustness than the fusion Kalman filter against errors in the noise statistics and temporary model uncertainties.
© The Authors, published by EDP Sciences, 2018
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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