Information fusion estimation method for asynchronous multi-rate non-uniform sampled observation data
A technology of observation data and uniform sampling, applied in the field of multi-sensor information fusion
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[0047] The present invention will be further described with examples below.
[0048] An asynchronous, multi-rate sensor, discrete-time linear dynamical system with N sensors observing the same target can be described as
[0049] x(k+1)=A(k)x(k)+w(k)
[0050] the y i (k i )=C i (k i )x i (k)+v i (k i ),i=1,2,…N
[0051] where x(k)∈R n is the state of the system at time kT on a scale of 1, and T=1 is the sampling period of sensor 1. A(k)∈R n×n is the system transfer matrix, w(k) is the system noise, modeled as a Gaussian distribution.
[0052] is sensor i at time t i the kth i measurements. The sampling period of sensor i is n of sensor 1 i times, here n i is a known positive integer. is the measurement matrix. x i (k i ) is x(k), k∈[n i (k i -1)+1,n i k i ] Coarse projection from scale N to scale i. When i=1, we think k 1 =k,x 1 (k 1 )=x(k). v i (k i ) is measurement white noise satisfying Gaussian distribution. The sampling between different ...
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