Left-coprime-factorization-based measurement fusion wiener estimators for multi-sensor systems with correlated noises

摘要

For the multi-sensor systems with correlated input and measurement noises, under the Linear Unbiased Minimum Variance criterion, the centralized and the weighted measurement fusion structures are derived. Applying the left-coprime factorization algorithm based on modern time series analysis method, the fused ARMA innovation models are obtained, and then by the universal Wiener estimators, the corresponding measurement fusion Wiener estimators are got, whose functional equivalence and asymptotically global optimality is also prove. A numerical simulation example for three-sensor tracking system verifies their functional equivalence and effectiveness.