Abstract

We propose centralized and distributed fusion algorithms for estimation of nonlinear cost function (NCF) in multisensory mixed continuous-discrete stochastic systems. The NCF represents a nonlinear multivariate functional of state variables. For polynomial NCFs, we propose a closed-form estimation procedure based on recursive formulas for high-order moments for a multivariate normal distribution. In general case, the unscented transformation is used for calculation of nonlinear estimates of a cost functions. To fuse local state estimates, the mixed differential difference equations for error cross-covariance between local estimates are derived. The subsequent application of the proposed fusion estimators for a multisensory environment demonstrates their effectiveness.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.