关键词: 多传感器, Kalman滤波, 加权估计融合, 序贯处理

Abstract: Under the rule of minimizing the trace of estimation error covariance matrix, the optimal estimation fusion Kalman filter weighted by scalars or diagonal matrices with sequential disposal is presented for the multiple sensors’ decentralized estimation fusion system. Based on two-sensor fusion algorithm, this fusion filter computes the sensors’ information successively in order to get the final multi-sensor fusion result. This paper compares the estimation precision between the fusion filter and the local filters. And the result estimated by the fusion filter is better than the local filters. The simulation shows the feasibility and validity of the estimation fusion algorithms.

Key words: multi-sensor, Kalman filtering, weighted estimation fusion, sequential disposal