This paper deals with the problem of designing robust centralized fusion Kalman filters for the multisensor time-varying system with uncertain noise variances. According to the minimax robust estimation principle, based on the worst-case conservative system with conservative upper bounds of noise variances, applying the unbiased linear minimum variance optimal estimation rule, the robust centralized fusion time-varying Kalman filters are presented. Its robustness is proved by the Lyapunov equation approach. The robust accuracy relations of the local and centralized fused robust time-varying Kalman filters are proved. A simulation example verifies the robustness and robust accuracy relations.


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    Title :

    Robust centralized fusion time-varying Kalman filters


    Contributors:
    Qi, Wenjuan (author) / Sheng, Zunbing (author) / Shen, Cong (author)


    Publication date :

    2018-08-01


    Size :

    108973 byte




    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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