【摘要】 研究带多传感器和相关观测噪声的离散随机奇异系统的分布式融合状态估计问题.核心思想是将带多传感器的随机奇异系统转化为一个等价的非奇异系统组.在得到局部非奇异系统的状态估计后,利用线性最小方差意义下的最优加权融合算法,得到原系统的全阶最优融合滤波器和平滑器.仿真算例表明,融合估值器优于每个局部估值器.更多还原

【Abstract】 The optimal fusion problem for the state estimation of discrete-time stochastic singular systems with multiple sensors and correlated measurement noise is considered. The key idea is to convert the original singular system into an equivalent group of nonsingular systems. Based on the state estimation for each local nonsingular system,the optimal full-order filters and smoothers are obtained for the original system by using the optimal weighted fusion algorithms in the linear minimum variance sense. A simulation example shows that the fusion estimator is better than each local one.更多还原