Multisensor Estimation Fusion of Nonlinear Cost Functions in Mixed Continuous-Discrete Stochastic Systems

Il Young Song, Vladimir Shin, Seokhyoung Lee and Won Choi

Mathematical Problems in Engineering, 2014, vol. 2014, 1-12

Abstract:

We propose centralized and distributed fusion algorithms for estimation of nonlinear cost function (NCF) in multisensory mixed continuous-discrete stochastic systems. The NCF represents a nonlinear multivariate functional of state variables. For polynomial NCFs, we propose a closed-form estimation procedure based on recursive formulas for high-order moments for a multivariate normal distribution. In general case, the unscented transformation is used for calculation of nonlinear estimates of a cost functions. To fuse local state estimates, the mixed differential difference equations for error cross-covariance between local estimates are derived. The subsequent application of the proposed fusion estimators for a multisensory environment demonstrates their effectiveness.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:218381

DOI: 10.1155/2014/218381

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