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A federated kalman filter design using a gain fusion algorithm

机译:使用增益融合算法的联邦卡尔曼滤波器设计

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摘要

As an alternative fusion process of the federated Kalman filter, a gain fusion algorithm is newly proposed in this paper, In this algorithm the optimal covariance and estimate are obtained by using local Kalman gains and estimates. Consequently, this algorithm reduces the amount of communications and avoids the need to calculate inverse covariance matrices in local filters. It is mathmeatically shown that the suggested algorithm guarantees the global optimality when all local sensors produce equivalent information except their precison. It is prospected that this algorithm may be well suited for implementation of the multisensor navigation systems.
机译:作为联邦卡尔曼滤波器的一种替代融合方法,本文提出了一种增益融合算法,该算法利用局部卡尔曼增益和估计获得最优协方差和估计。因此,该算法减少了通信量,并避免了在局部滤波器中计算逆协方差矩阵的需求。数学上表明,当所有本地传感器产生除精度以外的等效信息时,建议的算法可保证全局最优。可以预见,该算法可能非常适合于多传感器导航系统的实现。

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