An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noise
Abstract The globally optimal generalised sequential fusion (GSF) algorithm in the sense of linear minimum variance for multi‐sensor stochastic uncertain systems is investigated by the authors. Specifically, in the GSF algorithm, the estimation of measurement noise is considered, and ma (ma ≥ 1) sen...
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| Format: | Article |
| Language: | English |
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Wiley
2023-05-01
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| Series: | IET Signal Processing |
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| Online Access: | https://doi.org/10.1049/sil2.12217 |
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| author | Dejin Wang Zhongxin Liu Zengqiang Chen |
| author_facet | Dejin Wang Zhongxin Liu Zengqiang Chen |
| author_sort | Dejin Wang |
| collection | DOAJ |
| description | Abstract The globally optimal generalised sequential fusion (GSF) algorithm in the sense of linear minimum variance for multi‐sensor stochastic uncertain systems is investigated by the authors. Specifically, in the GSF algorithm, the estimation of measurement noise is considered, and ma (ma ≥ 1) sensors' measurement data are fused at the ath reception instant, which makes it very flexible and suitable for practical applications. The centralised and sequential fusion algorithms are special cases of the proposed GSF algorithm. Furthermore, for any ma, a = 1, 2, …, M, the estimated values of the GSF algorithm remain invariant and globally optimal. Moreover, the independence between the estimated values and fusion order is proved in the proposed GSF algorithm. Finally, simulation results are given to demonstrate the usefulness of the developed algorithm. |
| format | Article |
| id | doaj-art-4728ef747fb84d089053f970469e340e |
| institution | Kabale University |
| issn | 1751-9675 1751-9683 |
| language | English |
| publishDate | 2023-05-01 |
| publisher | Wiley |
| record_format | Article |
| series | IET Signal Processing |
| spelling | doaj-art-4728ef747fb84d089053f970469e340e2025-02-03T06:47:34ZengWileyIET Signal Processing1751-96751751-96832023-05-01175n/an/a10.1049/sil2.12217An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noiseDejin Wang0Zhongxin Liu1Zengqiang Chen2College of Artificial Intelligence Nankai University Tianjin ChinaCollege of Artificial Intelligence Nankai University Tianjin ChinaCollege of Artificial Intelligence Nankai University Tianjin ChinaAbstract The globally optimal generalised sequential fusion (GSF) algorithm in the sense of linear minimum variance for multi‐sensor stochastic uncertain systems is investigated by the authors. Specifically, in the GSF algorithm, the estimation of measurement noise is considered, and ma (ma ≥ 1) sensors' measurement data are fused at the ath reception instant, which makes it very flexible and suitable for practical applications. The centralised and sequential fusion algorithms are special cases of the proposed GSF algorithm. Furthermore, for any ma, a = 1, 2, …, M, the estimated values of the GSF algorithm remain invariant and globally optimal. Moreover, the independence between the estimated values and fusion order is proved in the proposed GSF algorithm. Finally, simulation results are given to demonstrate the usefulness of the developed algorithm.https://doi.org/10.1049/sil2.12217random noisesensor fusionsignal processing |
| spellingShingle | Dejin Wang Zhongxin Liu Zengqiang Chen An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noise IET Signal Processing random noise sensor fusion signal processing |
| title | An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noise |
| title_full | An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noise |
| title_fullStr | An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noise |
| title_full_unstemmed | An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noise |
| title_short | An order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi‐sensor systems with correlated noise |
| title_sort | order insensitive optimal generalised sequential fusion estimation for stochastic uncertain multi sensor systems with correlated noise |
| topic | random noise sensor fusion signal processing |
| url | https://doi.org/10.1049/sil2.12217 |
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