Modified LOLIMOT algorithm for nonlinear centralized Kalman filtering fusion

Abstract

In this paper, first an enhanced neuro-fuzzy method for modeling nonlinear system is presented In this method we use EM algorithm for identification of local models, which gain us model mismatch covariance. The achieved model can be stated in state space model as a linear time-varying system. As the noise and model mismatch covariance is known, Kalman filter can be easily used for centralized estimation fusion. The simulations show that using centralized estimation fusion will enhance the estimation accuracy to a great deal.