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arXiv · 1002.4724

Low-complexity Fusion Filtering for Continuous-Discrete Systems

Seokhyoung Lee·Vladimir Shin
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Abstract

In this paper, low-complexity distributed fusion filtering algorithm for mixed continuous-discrete multisensory dynamic systems is proposed. To implement the algorithm a new recursive equations for local cross-covariances are derived. To achieve an effective fusion filtering the covariance intersection (CI) algorithm is used. The CI algorithm is useful due to its low-computational complexity for calculation of a big number of cross-covariances between local estimates and matrix weights. Theoretical and numerical examples demonstrate the effectiveness of the covariance intersection algorithm in distributed fusion filtering.

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Seokhyoung Lee, Vladimir Shin. 2010-02-25. Low-complexity Fusion Filtering for Continuous-Discrete Systems. https://arxiv.org/abs/1002.4724

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