The modeling and estimation of asynchronous multirate multisensor dynamic systems

This paper is concerned with the state estimation of a linear dynamic system and the fusion of asynchronous multirate multisensor data. The dynamic system is described at the finest scale with multiple sensors observing a single target independently at different scales with different sampling rates. The main result is that the multiscale measurements are properly formulated, and an optimal recursive fusion algorithm is presented. A numerical example is given to show the feasibility and efficiency of the algorithm.

[1]  Venkat Chandrasekaran,et al.  Gaussian Multiresolution Models: Exploiting Sparse Markov and Covariance Structure , 2010, IEEE Transactions on Signal Processing.

[2]  N. A. Carlson.  Federated square root filter for decentralized parallel processors , 1990 .

[3]  Quan Pan,et al.  Multiresolution modeling and estimation of multisensor data , 2004, IEEE Trans. Signal Process..

[4]  Shu-li Sun,et al.  Multi-sensor optimal information fusion Kalman filters with applications , 2004 .

[5]  Thia Kirubarajan,et al.  Estimation with Applications to Tracking and Navigation: Theory, Algorithms and Software , 2001 .

[6]  K. C. Chou,et al.  Recursive and iterative estimation algorithms for multiresolution stochastic processes , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.

[7]  Alan S. Willsky,et al.  Multiresolution stochastic models, data fusion, and wavelet transforms , 1993, Signal Process..

[8]  Michèle Basseville,et al.  Modeling and estimation of multiresolution stochastic processes , 1992, IEEE Trans. Inf. Theory.

[9]  Bruce W. Suter.  Multirate and Wavelet Signal Processing , 1997 .

[10]  A. Willsky.  Multiresolution Markov models for signal and image processing , 2002, Proc. IEEE.

[11]  L. Hong.  Multiresolutional distributed filtering , 1994, IEEE Trans. Autom. Control..

[12]  Murali Tummala,et al.  Multirate, multiresolution, recursive Kalman filter , 2000, Signal Process..

[13]  Yuanqing Xia,et al.  State estimation for asynchronous multirate multisensor dynamic systems with missing measurements , 2010 .

[14]  James Llinas,et al.  Multisensor Data Fusion , 1990 .

[15]  Lang Hong.  Multiresolutional filtering using wavelet transform , 1993 .

[16]  Pramod K. Varshney,et al.  Multisensor Data Fusion , 1997, IEA/AIE.

[17]  A. Benveniste,et al.  Multiscale system theory , 1990, 29th IEEE Conference on Decision and Control.

[18]  Guanrong Chen,et al.  Kalman Filtering with Real-time Applications , 1987 .

[19]  L.P. Yan,et al.  Asynchronous multirate multisensor information fusion algorithm , 2007, IEEE Transactions on Aerospace and Electronic Systems.