关键词: 多传感器信息融合, 增广状态空间模型, 线性最小方差信息融合准则, 信号Wiener滤波器和平滑器

Abstract: Using the modern time series analysis method，based on the ARMA innovation model and augmented state space model，applying the optimal fusion rule weighted by scales，the multisensor distributed optimal information fusion Wiener filter and smoother are proposed for the ARMA signals with white and colored measurement noises.The formulas of computing local smoothing error variances and cross-covariances are given，which are applied to compute optimal weighting coefficients.Compared with the single sensor case，the accuracy of the fused smoother is improved.A simulation example of a target tracking system with three sensors shows its effectiveness.

Key words: multisensor information fusion, augmented state space model, linear minimum variance information fusion criterion, signal Wiener filter and smoother