Multisensor Dynamic Systems Research Articles

Ellipsoidal Fusion Estimation for Multisensor Dynamic Systems With Bounded Noises

This paper considers the set membership fusion estimation problem for the general multisensor dynamic systems with unknown but bounded noises. In order to achieve the ellipsoidal fusion formulae, we divide the set membership filter problem into two steps: the prediction step and the fusion update step. The proposed method has the following nice properties. First, each step can be converted into a semidefinite programming problem, which can be efficiently computed. Second, part-analytical formulae of the shape matrix and the center of the bounding ellipsoid can be derived by using a decoupled technique, which can significantly reduce the computational complexity. Moreover, the relationship between the fusion center and local sensors can be clearly revealed based on the ellipsoidal fusion formula. Finally, it is interesting that the ellipsoidal fusion formula is similar in form to the classic mean-squared error filter fusion, although they are of the different optimization frameworks. However, the fusion weights of the information matrix provided by the different sensors are different and the optimal fusion weights can be calculated by solving a convex optimization problem. A typical numerical example in target tracking demonstrates the effectiveness of the proposed centralized and distributed fusion formula.

Centralized Fusion Methods for Multi-Sensor System With Bounded Disturbances

The set-membership information fusion problem is studied for general multi-sensor dynamic systems. Based on set-membership theory, three centralized state fusion estimation algorithms in the presence of bounded disturbances are proposed, namely augmented algorithm, combined measurement filtering algorithm and pseudo-sequential filtering algorithm. Theoretical discussions on the convergence and boundedness of the proposed fusion algorithms are provided and their stability is proved. The estimate accuracy, computational complexity and flexibility of these three fusion algorithms are compared through theoretical analysis and simulation. And their exchanging property of measurement update order is discussed. Results show that these algorithms are functionally equivalent in terms of the estimation accuracy and the exchangeability of the measurement update order can be guaranteed as long as the parameters satisfy certain conditions. Meanwhile the simulation results prove the role of the proposed algorithms in improving state estimation accuracy. In addition, the combined measurement filtering algorithm has the highest calculation speed due to lower dimension. But it is less flexible because the sensor measurement matrices need to satisfy some additional conditions. These conclusions are valuable in applications.

Globally Optimal Distributed Kalman Filtering for Multisensor Systems with Unknown Inputs.

In this paper, the state estimation for dynamic system with unknown inputs modeled as an autoregressive AR (1) process is considered. We propose an optimal algorithm in mean square error sense by using difference method to eliminate the unknown inputs. Moreover, we consider the state estimation for multisensor dynamic systems with unknown inputs. It is proved that the distributed fused state estimate is equivalent to the centralized Kalman filtering using all sensor measurement; therefore, it achieves the best performance. The computation complexity of the traditional augmented state algorithm increases with the augmented state dimension. While, the new algorithm shows good performance with much less computations compared to that of the traditional augmented state algorithms. Moreover, numerical examples show that the performances of the traditional algorithms greatly depend on the initial value of the unknown inputs, if the estimation of initial value of the unknown input is largely biased, the performances of the traditional algorithms become quite worse. However, the new algorithm still works well because it is independent of the initial value of the unknown input.

Optimal distributed Kalman filtering fusion for multirate multisensor dynamic systems with correlated noise and unreliable measurements

An optimal distributed fusion estimation problem is concerned in this study for a kind of linear dynamic multirate sensors systems with correlated noise and stochastic unreliable measurements. The system is formulated at the finest scale with multiple sensors at different scales observing a common target independently with different sampling rates. The noise between different sensors is relevant, moreover, is also correlated with the system noise. The authors derive the local state estimation algorithms under the circumstance of total reliable measurements and stochastic unreliable measurements occur occasions, and the optimal distributed Kalman filter fusion algorithm, respectively. The authors provide a simulation example to illustrate the effectiveness and feasibility of the proposed algorithm.

Fata fusion algorithm for multi-sensor dynamic system based on interacting multiple model

This paper presents a data fusion algorithm for dynamic system with multi-sensor and uncertain system models. The algorithm is mainly based on Kalman filter and interacting multiple model (IMM). It processes crosscorrelated sensor noises by using augmented fusion before model interacting. And eigenvalue decomposition is utilized to reduce calculation complexity and implement parallel computing. In simulation part, the feasibility of the algorithm was tested and verified, and the relationship between sensor number and the estimation precision was studied. Results show that simply increasing the number of sensor cannot always improve the performance of the estimation. Type and number of sensors should be optimized in practical applications.

Asynchronous Multi-Sensor Fusion Algorithm Based on the Steady-State Kalman Filter

The paper studies an asynchronous multi-sensor fusion problem based a kind of asynchronous multi-sensor dynamic system. Firstly, this paper presents a centralized fusion algorithm based on the Kalman filter without ignoring the correlation between process noise and augmented measurement noise. It is optimal in minimum mean square error. Then using the steady-state Kalman filter to estimate and fuse. Secondly, in the condition that the local sensor estimation error is associated, a distributed fusion algorithm is given by utilizing S.L. Sun optimal information fusion criterion in minimum error covariance matrix trace at fusion center. In distributed algorithm, the value transmitting to the fusion center is determined by the local sensor estimation based on the steady-state Kalman filter and one step predictive value. Since both optimal fusion algorithm standards are different, so the fusion precision will vary. Finally the effectiveness of the algorithm is verified by computer simulation.

Multi-Sensor Information Based Remaining Useful Life Prediction With Anticipated Performance

For a class of multi-sensor dynamic systems subject to latent degradation, the remaining useful life prediction with anticipated performance is mainly considered in this paper. The hidden degradation process is first identified recursively by adopting distributed fusion filtering based on observations from multiple sensors. Then the remaining useful life distribution is predicted on the basis of converged degradation state and parameter updating during the operating process. The uncertainty index is aanalyzed to quantitatively evaluate the benefits of increasing multi-sensor information for predicted remaining useful life, and the sensor selection is also discussed for satisfying the anticipated performance such as variance. Our main results are verified by a numerical example, and a practical case study of the milling machine experiment.

State estimation for asynchronous multirate multisensor dynamic systems with missing measurements

This study is concerned with the state estimation problem for a kind of asynchronous multirate multisensor dynamic system, where observations from different sensors are randomly missing. The system is described at the highest sampling rate with different sensors observing a single target independently with multiple sampling rates. The optimal state estimate is obtained by use of the multiscale system theory and the modified Kalman filter. This study extends the federated Kalman filter to the case of asynchronous multirate multisensor dynamic systems with measurements randomly missing. The presented algorithm is proven to be effective in the sense of linear minimum mean squared error. The feasibility and efficiency of the algorithm are illustrated by a numerical simulation example.

The modeling and estimation of asynchronous multirate multisensor dynamic systems

An asynchronous data fusion problem based on a kind of multirate multisensor dynamic system is studied. The system is observed by multirate sensors independently, with the state model known at the finest scale. Under the assumption that the sampling rates of sensors decrease successively by any positive integers, the discrete dynamic system models are established based on each single sensor and an asynchronous multirate multisensor state fusion estimation algorithm is presented. Theoretically, the estimate is proven to be unbiased and the optimal in the sense of linear minimum covariance, the fused estimate is better than the Kalman filtering results based on each single sensor, and the accuracy of the fused estimate will decrease if any of the sensors' information is neglected. The feasibility and effectiveness of the algorithm are shown through simulations.

The research of gradation fusion algorithm based on multisensor asynchronous sampling system

This letter explores the distributed multisensor dynamic system, which has uniform sampling velocity and asynchronous sampling data for different sensors, and puts forward a new gradation fusion algorithm of multisensor dynamic system. As the total forecasted increment value between the two adjacent moments is the forecasted estimate value of the corresponding state increment in the fusion center, the new algorithm models the state and the forecasted estimate value of every moment. Kalman filter and all measurements arriving sequentially in the fusion period are employed to update the evaluation of target state step by step, on the condition that the system has obtained the target state evaluation that is based on the overall information in the previous fusion period. Accordingly, in the present period, the fusion evaluation of the target state at each sampling point on the basis of the overall information can be obtained. This letter elaborates the form of this new algorithm. Computer simulation demonstrates that this new algorithm owns greater precision in estimating target state than the present asynchronous fusion algorithm calibrated in time does.