High Degree Cubature Federated Filter for Multisensor Information Fusion with Correlated Noises

Lijun Wang and Sisi Wang

Mathematical Problems in Engineering, 2016, vol. 2016, 1-7

Abstract:

This paper proposes an improved high degree cubature federated filter for the nonlinear fusion system with cross-correlation between process and measurement noises at the same time using the fifth-degree cubature rule and the decorrelated principle in its local filters. The master filter of the federated filter adopts the no-reset mode to fuse local estimates of local filters to generate a global estimate according to the scalar weighted rule. The air-traffic maneuvering target tracking simulations are performed between the proposed filter and the fifth-degree cubature federated filter. Simulations results demonstrate that the proposed filter not only can achieve almost the same accuracy as the fifth-degree cubature federated filter with independent white noises, but also has superior performance to the fifth-degree cubature federated filter while the noises are cross-correlated at the same time.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:5252487

DOI: 10.1155/2016/5252487

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