Information fusion steady-state white noise deconvolution estimators with time-delayed measurements and colored measurement noises

Abstract

White noise deconvolution or input white noise estimation problem has important application backgrounds in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the Auto-Regressive Moving Average (ARMA) innovation model, under the linear minimum variance optimal fusion rules, three optimal weighted fusion white noise deconvolution estimators are presented for the multisensor systems with time-delayed measurements and colored measurement noises. They can handle the input white noise fused filtering, prediction and smoothing problems. The accuracy of the fusers is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula of computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with 3 sensors and the Bernoulli-Gaussian input white noise shows their effectiveness and performances.