Robust Sequential Covariance Intersection Fusion Kalman Filtering over Multi-agent Sensor Networks with Measurement Delays and Uncertain Noise Variances

Q2 Computer Science
Wen-Juan QI , Peng ZHANG , Zi-Li DENG
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引用次数: 15

Abstract

This paper deals with the problem of designing robust sequential covariance intersection (SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance (ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.

具有测量延迟和不确定噪声方差的多智能体传感器网络的鲁棒序列协方差交叉融合卡尔曼滤波
研究了具有测量时延和不确定噪声方差的聚类多智能体传感器网络系统的鲁棒序列协方差交融合卡尔曼滤波器的设计问题。根据最近邻规则对传感器网络进行聚类划分。利用极大极小鲁棒估计原理,基于噪声方差上界保守的最坏情况保守传感器网络系统,采用无偏线性最小方差(ULMV)最优估计规则,提出了两层SCI融合鲁棒稳态卡尔曼滤波器,减少了通信和计算负担,节约了能源,并保证了实际滤波误差方差具有较小的保守上界。提出了一种用于鲁棒性分析的Lyapunov方程方法,通过该方法证明了局部和融合卡尔曼滤波器的鲁棒性。提出了鲁棒精度的概念,证明了局部鲁棒卡尔曼滤波器和融合鲁棒卡尔曼滤波器的鲁棒精度关系。结果表明,全局SCI融合器的鲁棒精度高于局部SCI融合器,所有SCI融合器的鲁棒精度均高于各局部鲁棒卡尔曼滤波器的鲁棒精度。一个跟踪系统的仿真实例验证了鲁棒性和鲁棒精度关系。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
自动化学报
自动化学报 Computer Science-Computer Graphics and Computer-Aided Design
CiteScore
4.80
自引率
0.00%
发文量
6655
期刊介绍: ACTA AUTOMATICA SINICA is a joint publication of Chinese Association of Automation and the Institute of Automation, the Chinese Academy of Sciences. The objective is the high quality and rapid publication of the articles, with a strong focus on new trends, original theoretical and experimental research and developments, emerging technology, and industrial standards in automation.
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