Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements
In this paper, centralized and distributed fusion estimation problems in linear discrete-time stochastic systems with missing observations coming from multiple sensors are addressed. At each sensor, the Bernoulli random variables describing the phenomenon of missing observations are assumed to be co...
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Published in | Applied mathematics and computation Vol. 226; pp. 548 - 563 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Elsevier Inc
01.01.2014
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Subjects | |
Online Access | Get full text |
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Summary: | In this paper, centralized and distributed fusion estimation problems in linear discrete-time stochastic systems with missing observations coming from multiple sensors are addressed. At each sensor, the Bernoulli random variables describing the phenomenon of missing observations are assumed to be correlated at instants that differ m units of time. By using an innovation approach, recursive linear filtering and fixed-point smoothing algorithms for the centralized fusion problem are derived in the least-squares sense. The distributed fusion estimation problem is addressed based on the distributed fusion criterion weighted by matrices in the linear minimum variance sense. For each sensor subsystem, local least-squares linear filtering and fixed-point smoothing estimators are given and the estimation error cross-covariance matrices between any two sensors are derived to obtain the distributed fusion estimators.
The performance of the proposed estimators is illustrated by numerical simulation examples where scalar and two-dimensional signals are estimated from missing observations coming from two sensors, and the estimation accuracy is analyzed for different missing probabilities and different values of m. |
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Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
ISSN: | 0096-3003 1873-5649 |
DOI: | 10.1016/j.amc.2013.10.068 |