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2013 (Vol. 6, Issue: 11)
Article Information:

Covariance Intersection Kalman Fuser for Two-sensor System with Time-delayed Measurements

Peng Zhang and Zi-Li Deng
Corresponding Author:  Zi-Li Deng 

Key words:  Consistency, covariance intersection fusion, information fusion kalman fuser, time-delayed measurement, unknown cross-covariance, ,
Vol. 6 , (11): 1963-1969
Submitted Accepted Published
December 14, 2012 January 11, 2013 July 25, 2013

For a two-sensor linear discrete time-invariant stochastic system with time-delayed measurements, by the measurement transformation method, an equivalent system without measurement delays is obtained and then using the Covariance Intersection (CI) fusion method, the covariance intersection steady-state Kalman fuser is presented. It can handle the estimation fusion problem between local estimation errors for the system with unknown cross-covariances and avoid a large computed burden and computational complexity of cross-covariances. It is proved that its accuracy is higher than that of each local estimator and is lower than that of optimal Kalman fuser weighted by matrices with known cross-covariances. A Monte-Carlo simulation example shows the above accuracy relation and indicates that its actual accuracy is close to that of the Kalman fuser weighted by matrices, hence it has good performances.
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  Cite this Reference:
Peng Zhang and Zi-Li Deng, 2013. Covariance Intersection Kalman Fuser for Two-sensor System with Time-delayed Measurements.  Research Journal of Applied Sciences, Engineering and Technology, 6(11): 1963-1969.
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ISSN (Online):  2040-7467
ISSN (Print):   2040-7459
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