Journal of Systems Engineering and Electronics ›› 2010, Vol. 21 ›› Issue (4): 666-674.doi: 10.3969/j.issn.1004-4132.2010.04.021
• CONTROL THEORY AND APPLICATION • Previous Articles Next Articles
Xiaojun Sun and Zili Deng*
Online:
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Abstract: For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics, an on-line noise statistics estimator is presented by using the correlation method. Substituting it into the steady-state Riccati equation, the self-tuning Riccati equation is obtained. Using the Kalman filtering method, based on the self-tuning Riccati equation, a self-tuning weighted measurement fusion white noise deconvolution estimator is presented. By the dynamic error system analysis (DESA) method, it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization, so that it has the asymptotic global optimality. A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.
Xiaojun Sun and Zili Deng. Self-tuning measurement fusion white noise deconvolution estimator with correlated noises[J]. Journal of Systems Engineering and Electronics, 2010, 21(4): 666-674.
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URL: https://www.jseepub.com/EN/10.3969/j.issn.1004-4132.2010.04.021
https://www.jseepub.com/EN/Y2010/V21/I4/666