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.
邓自立; 高媛. 多通道ARMA信号信息融合Wiener滤波器[J]. 电子与信息学报, 2005, 27(9): 1416-1419 .
Deng ZiLi;Gao Yuan. Multichannel ARMA Signal Information Fusion Wiener Filter. , 2005, 27(9): 1416-1419 .