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

Inactive Publication Date: 2014-04-09
BEIJING INSTITUTE OF TECHNOLOGYGY
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Problems solved by technology

[0006] The present invention provides an information fusion estimation method for asynchronous multi-rate uneven sampling observation data, solves the problem of information fusion estimation for asynchronous multi-rate uneven sampling observation data, and makes more effective and full use of the data

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  • Information fusion estimation method for asynchronous multi-rate non-uniform sampled observation data
  • Information fusion estimation method for asynchronous multi-rate non-uniform sampled observation data
  • Information fusion estimation method for asynchronous multi-rate non-uniform sampled observation data

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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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Abstract

The invention provides an information fusion estimation method for asynchronous multi-rate non-uniform sampled observation data. By means of the information fusion estimation method, information fusion estimation of the asynchronous multi-rate non-uniform sampled observation data is effectively realized. The method comprises the steps that (1) the data are input into a computer; (2) a system matrix and a system error variance matrix are input, observation data and observation matrixes, obtained at the (k-1, k] moment, from all sensors and an observation noise variance matrix are input, the sampling moment ti observed through the sensor i is input, and the number of the observation data at the (k-1, k] moment is recorded; (3) a state prediction value and a state prediction error covariance matrix are calculated; (4) a state fusion estimation value and a corresponding estimation error covariance matrix are calculated; (5) the state fusion estimation value and a fusion estimation error covariance matrix are obtained; (6) the steps are repeated so that the state fusion estimation value and the fusion estimation error covariance matrix at any moment can be obtained, and then information fusion estimation is completed.

Description

technical field [0001] The invention belongs to the technical field of multi-sensor information fusion in the aspect of information processing, and relates to an information fusion estimation method for asynchronous multi-rate non-uniform sampling observation data. Background technique [0002] Data fusion is a process of processing data and information from multiple sources from multiple levels and aspects, through correlation processing to achieve target detection, association, correlation and state estimation, and complete and timely assessment of situations and threats. Fusion estimation refers to how to make full use of the information contained in multiple sets of data to obtain an optimal estimate of a quantity. It is widely used in many military and civilian fields, such as target tracking, integrated navigation, fault detection and control, etc. [0003] For state fusion estimation, the earliest work was based on simultaneous measurements at the same sampling rate....

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F17/16
Inventor 闫莉萍姜露夏元清王美玲邓志红付梦印
Owner BEIJING INSTITUTE OF TECHNOLOGYGY
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