标题：Optimal distributed fusion of two-channel observation systems with correlated noises
作者：Cui, Peng ;Feng, June ;Zhao, Hongguo
作者机构：[Cui, Peng ] School of Control Science and Engineering, Shandong University, Jinan 250061, China;[Zhao, Hongguo ] Department of Information Science an 更多
会议名称：32nd Chinese Control Conference, CCC 2013
会议日期：26 July 2013 through 28 July 2013
来源：Chinese Control Conference, CCC
关键词：Correlated Observation Noises; Distributed Fusion; Two-channel observation systems
摘要：State fusion problems are discussed for two-channel observation systems with correlated observation noises. An optimal recursive algorithm is presented. The performance of the algorithm is equal to that of centralized Kalman filtering. Different from the existing one based on information filters and matrix transformations, our algorithm directly uses the projection theorem in Hilbert space. Therefore, the algorithm has the practical advantages of flexibility and simplicity. © 2013 TCCT, CAA.