Centralized fusion algorithms based on EKF for multisensor non-linear systems

Quan Bo Ge, Wen Bin Li, Ruo Yu Sun, Zi Xu

Research output: Contribution to journalArticlepeer-review

Abstract

Aiming at a kind of nonlinear multisensor systems, we study three classic nonlinear centralized fusion algorithms based on the extend Kalman filter (EKF) and extend some fusion theories for linear dynamic systems to nonlinear systems. On the basis of extend information filter (EIF), three kinds of fusion algorithms such as augmented measurements fusion, measurements weighted fusion and sequential filtering fusion are presented. Afterwards, we compare estimate accuracies of the three nonlinear fusion algorithms, and discuss the exchanging property of measurement's update order. The results are as follows. Firstly, when measurement properties are identical, the estimate of the augmented measurements fusion algorithm and the measurements weighted fusion algorithm are equivalcent. Secondly, the estimate accuracy of the sequential filtering fusion does not hold completely functional equivalence in linear systems as the other two fusion methods. Thirdly, the exchanging property of the measurement's update order of nonlinear sequential filtering fusion can no longer be guaranteed. Four examples based on bearings-only tracking are shown to demonstrat the validity of the conclusions.

Original languageEnglish (US)
Pages (from-to)816-825
Number of pages10
JournalZidonghua Xuebao/Acta Automatica Sinica
Volume39
Issue number6
DOIs
StatePublished - Jun 2013
Externally publishedYes

Keywords

  • Centralized fusion
  • Covariance
  • Equivalence
  • Extend information filter (EIF)
  • Non-linear systems

ASJC Scopus subject areas

  • Software
  • Information Systems
  • Control and Systems Engineering
  • Computer Graphics and Computer-Aided Design

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