Indonesian Journal of Electrical Engineering and Computer Science
Vol 12, No 6: June 2014

Robust Centralized Fusion Kalman Filters with Uncertain Noise Variances

Wen-juan Qi (Heilongjiang University)
Peng Zhang (Heilongjiang University)
Zi-li Deng (Heilongjiang University)



Article Info

Publish Date
01 Jun 2014

Abstract

This paper studies the problem of the designing the robust local and centralized fusion Kalman filters for multisensor system with uncertain noise variances. Using the minimax robust estimation principle, the centralized fusion robust time-varying Kalman filters are presented based on the worst-case conservative system with the conservative upper bound of noise variances. A Lyapunov approach is proposed for the robustness analysis and their robust accuracy relations are proved. It is proved that the robust accuracy of robust centralized fuser is higher than those of robust local Kalman filters. Specially, the corresponding steady-state robust local and centralized fusion Kalman filters are also proposed and the convergence in a realization between time-varying and steady-state Kalman filters is proved by the dynamic error system analysis (DESA) method and dynamic variance error system analysis (DVESA) method. A Monte-Carlo simulation example shows the robustness and accuracy relations. DOI : http://dx.doi.org/10.11591/telkomnika.v12i6.5490

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