基于多速率傳感器動(dòng)態(tài)系統(tǒng)的多尺度遞歸融合估計(jì)
The multisacale recrsive fusion estimation based on dynamic systems of multirate sensors
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摘要: 該文將基于模型的動(dòng)態(tài)分析方法與具有統(tǒng)計(jì)性的多尺度信號(hào)變換方法相結(jié)合,基于最細(xì)尺度上給定的狀態(tài)模型和不同尺度上給出的多速率傳感器動(dòng)態(tài)系統(tǒng),建立了一組新的多尺度動(dòng)態(tài)模型和多尺度誤差模型;利用確立的尺度之間的遞歸關(guān)系,給出了一種新的多尺度遞歸數(shù)據(jù)融合估計(jì)算法,在最細(xì)尺度上獲得了狀態(tài)基于全局信息的融合估計(jì)值;理論推理證明了這種方法的正確性,計(jì)算機(jī)仿真驗(yàn)證了算法的有效性。
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關(guān)鍵詞:
- 多速率傳感器; 動(dòng)態(tài)系統(tǒng); 多尺度; 遞歸融合
Abstract: By combining the model-based analysis method for dynamic systems with multi-scale signal transformation method based on statistical characteristics, this paper proposed a group of multiscale dynamic models and multiscale error models based on the dynamic systems which consist of a state model given at the finest scale and multisensor having different sample rates at different scales. A new multiscale recursive fusion estimation algorithm is put forward by use of the recursive relationship between scales. At the finest scale the optimal fusion estimates are obtained on the basis of global information. Finally the validity of the method is proved and the effectiveness of the new algorithm is illustrated by use of an example. -
文成林,周東華,多尺度估計(jì)理論及其應(yīng)用,北京,清華大學(xué)出版社,2002,9,221-233.[2]潘泉,張洪才,戴冠中,基于閾值決策的子波域?yàn)V波算法研究,電子學(xué)報(bào),1998,26(1),583-586.[3]M. Basseville, A. Benveniste, K. C. Chou, S. A. Golden, R. Nikoukhah, A. S. Willsky, Modeling and estimation of multi-resolution stochastic processes, IEEE Trans. on Information Theory,1992, IT-38(2), 766-784.[4]K.C. Chou, A. S. Willsky, R. Nikoukhah, Multiscale systems, Kalman filters, and Riccati equations, IEEE Trans. on Automatic Control, 1994, AC-39(3), 479-492.[5]R. Cristi, M. Tummala, Multi-rate, multi-resolution, recursive Kalman filter, Signal Processing,2000, 80(9), 1945-1958.[6]文成林,周東華,潘泉,張洪才,多尺度動(dòng)態(tài)模型單傳感器動(dòng)態(tài)系統(tǒng)分布式信息融合,自動(dòng)化學(xué)報(bào),2001,27(2),158-165.[7]文成林,多傳感器單模型動(dòng)態(tài)系統(tǒng)多尺度數(shù)據(jù)融合,電子學(xué)報(bào),2001,29(3),341-345.[8]Wen Chenglin, Pan Quan, Zhang Hongcai, Dai Guanzhong, Multi-sensor single model multiscale fusion, Control Theory and Applications, 2000, 17(6), 841-846. -
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