The multisacale recrsive fusion estimation based on dynamic systems of multirate sensors
Wen Chcnglin①②; Chen Zhiguo①; Yan Liping①; Zhou Donghua③
①School of Computer and Information Engineering Henan University Kaifeng 475001 China;②Nat. Lab. of Intelligence Tech. and Syst., Tsinghua Univ., Beijing 100084;③Department of Automation Tsinghua University Beijing 100084
Abstract:By combining the model-based analysis method for dynamic systems with multi-scale signal transformation method based on statistical characteristics, this paper proposed a group of multiscale dynamic models and multiscale error models based on the dynamic systems which consist of a state model given at the finest scale and multisensor having different sample rates at different scales. A new multiscale recursive fusion estimation algorithm is put forward by use of the recursive relationship between scales. At the finest scale the optimal fusion estimates are obtained on the basis of global information. Finally the validity of the method is proved and the effectiveness of the new algorithm is illustrated by use of an example.