Fusion identification and estimation of multisensor multichannel AR signals with missing measurements and sensor biases

Abstract

This paper studies the problem of fusion identification and estimation for multisensor multichannel autoregressive (AR) signals with unknown missing measurement rates, model parameters (MPs), sensor biases and measurement noise variances. Optimal local filters, cross-covariance matrices (CCMs), and a distributed fusion filter for AR signal are presented when the system model is accurately known, respectively. A self-tuning (ST) fusion filter is presented when MPs of AR signal, sensor biases, missing measurement rates and measurement noise variances in the system model are unknown. First, MPs of AR signal and sensor biases are identified by using a multi-dimensional recursive extended least squares (MRELS) algorithm. Further, distributed fusion estimates of MPs of AR signal are obtained by using a matrix-weighted optimal fusion estimation algorithm in the sense of linear unbiased minimum variance (LUMV). Then, receiving measurement rates and measurement noise variances are identified by correlation functions. Finally, substituting the identified parameters into the proposed optimal filtering algorithms, a matrix-weighted self-tuning (ST) fusion filtering algorithm is obtained. An example verifies the effectiveness of algorithms.