多通道ARMA信号信息融合Wiener滤波器
Multichannel ARMA Signal Information Fusion Wiener Filter
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摘要: 应用Kalman滤波方法,基于白噪声估计理论,在线性最小方差最优信息融合准则下,提出了多通道ARMA信号的两传感器信息融合稳态最优Wiener滤波器、平滑器和预报器;给出了最优加权阵和最小融合误差方差阵.与单传感器情形相比,可提高滤波精度.一个雷达跟踪系统的仿真例子说明了其有效性.Abstract: Using the Kalman filtering method, based on white noise estimation theory, under the linear minimum variance information fusion criterion, two-sensor information fusion steady-state optimal Wiener filter, smoother and predictor are presented for the multichannel Auto-Regressive Moving Average(ARMA) signals, where the optimal weighting matrices and minimum fused error variance matrix are given. Compared with the single sensor case, the accuracy of the filter is improved. A simulation example of a radar tracking system shows its effectiveness.
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何友,王国宏,陆大金,彭应宁.多传感器信息融合及其应用.北京:电子工业出版社,2000:1-11.[2]邓自立.自校正滤波理论及其应用--现代时间序列分析方法.哈尔滨:哈尔滨工业大学出版社,2003:1-375.[3]邓自立.卡尔曼滤波与维纳滤波--现代时间序列分析方法.哈尔滨:哈尔滨工业大学出版社,2001:279-390.[4]邓自立.最优滤波理论及其应用--现代时间序列分析方法.哈尔滨:哈尔滨工业大学出版社,2000.
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