DOI QR코드

DOI QR Code

Decentralized Moving Average Filtering with Uncertainties

  • Received : 2016.10.06
  • Accepted : 2016.11.30
  • Published : 2016.11.30

Abstract

A filtering algorithm based on the decentralized moving average Kalman filter with uncertainties is proposed in this paper. The proposed filtering algorithm presented combines the Kalman filter with the moving average strategy. A decentralized fusion algorithm with the weighted sum structure is applied to the local moving average Kalman filters (LMAKFs) of different window lengths. The proposed algorithm has a parallel structure and allows parallel processing of observations. Hence, it is more reliable than the centralized algorithm when some sensors become faulty. Moreover, the choice of the moving average strategy makes the proposed algorithm robust against linear discrete-time dynamic model uncertainties. The derivation of the error cross-covariances between the LMAKFs is the key idea of studied. The application of the proposed decentralized fusion filter to dynamic systems within a multisensor environment demonstrates its high accuracy and computational efficiency.

Keywords

References

  1. Y. Bar-Shalom, and X. R. Li: Multitarget-multisensor tracking: Principles and Techniques, YBS Publishing, Storrs, 1995.
  2. Y. M. Zhu: Multisensor Decision and Estimation Fusion, Kluwer Academic, Boston, 2003.
  3. Y. Bar-Shalom, and L. Campo, "The effect of the common process noise on the two-sensor used track covariance", IEEE Trans. Aerospace and Electronic Systems, Vol. 22, No. 11, pp. 803-805, 1986.
  4. H. R. Hashemipour, S. Roy, and A. J. Laub, "Decentralized structures for parallel kalman filtering", IEEE Trans. Automatic Control, Vol. 33, No. 1, pp. 88-94, 1988. https://doi.org/10.1109/9.364
  5. T. M. Berg, and H. F. Durrant-Whyte, "General decentralized Kalman filters", In: Proc. American Control Conf., pp. 2273-2274, Maryland, 1994.
  6. Y. Zhu, Z. You, J. Zhao, K. Zhang, and X. R. Li, "The optimality for the distributed Kalman filtering fusion with feedback", Automatica, Vol. 37, No. 9, pp. 1489-1493, 2001. https://doi.org/10.1016/S0005-1098(01)00074-7
  7. X. Li, R. Zhu, Y. M. Wang, J. Han, and C. Z., "Optimal linear estimation fusion-part I: unified fusion rule", IEEE Trans. Inf. Theory, Vol. 49, No. 9, pp. 2192-2208, 2003. https://doi.org/10.1109/TIT.2003.815774
  8. J. Zhou, Y. Zhu, Z. You, and E. Song, "An efficient algorithm for optimal linear estimation fusion in distributed multisensor systems", IEEE Trans. Syst., Man, Cybern., Vol. 36, No. 5, pp. 1000-1009, 2006. https://doi.org/10.1109/TSMCA.2006.878986
  9. W. H. Kwon, K. S. Lee, and O. K. Kwon, "Optimal FIR filters for time-varying state-space models", IEEE Trans. on Aerospace and Electronic Systems, Vol. 26, pp. 1011-1021, 1990. https://doi.org/10.1109/7.62253
  10. W. H. Kwon, P. S. Kim, and P. Park, "A receding horizon Kalman FIR filter for discrete time invariant systems", IEEE Trans. on Automatic Control, Vol. 44, pp. 1787-1791, 1999. https://doi.org/10.1109/9.788554
  11. D. Y. Kim and V. Shin, "Optimal Receding Horizon Filter for Continuous-Time Nonlinear Stochastic Systems", Proc. 6th WSEAS Inter. Conf. on Signal Processing, p. 112-116, Dallas, Texas, USA, 2007.
  12. D. Y. Kim, and V. Shin, "An optimal receding horizon FIR filter for continuous-time linear systems", Proc. Intern. Conf. "SICE-ICCAS", pp. 263-265, Busan, Korea, 2006.
  13. I. Y. Song, D. Y. Kim, and V. Shin, Proc. the 10th IASTED Intern. Conf. "SIP 2008", pp. 238-242, Kailua-Kona, HI, USA, 2008.
  14. V. Shin, Y. Lee, and T-S. Choi, "Generalized Millman's formula and its application for estimation problems", Signal Processing, Vol. 86, No. 2, pp. 257-266, 2006. https://doi.org/10.1016/j.sigpro.2005.05.015
  15. Y. Bar-Shalom, X. R. Li, and T. Kirubarajan: Estimation with Applications to Tracking and Navigation, John Wiley & Sons, New York, 2001.