NDLI: Covariance intersection fusion wiener signal estimator for time-delayed system

Content Provider	IEEE Xplore Digital Library
Author	Yuan Gao Zili Deng
Copyright Year	2012
Description	Author affiliation: Department of Automation, Heilongjiang University, Harbin, China (Yuan Gao; Zili Deng)
Abstract	It is often hard to settle the estimation problems for the signal systems with time delays. By modern time series analysis method, the systems with time delays can be transformed into those without time delays. By the measurement predictor and the white noise estimators, the local and the optimal information fusion Wiener signal estimators are presented. Applying the CI (Covariance Intersection) method, the CI fused Wiener signal estimators are derived, which avoids the calculation of the cross covariance matrx between local sensors. Their estimation accuracy is higher than those of the local Wiener estimators. A Monte-Carlo simulation result shows that the actual accuracy of the presented CI fusion Wiener smoother approximates to that of the corresponding optimal information fusion smoother, and based on the covariance ellipse, the geometric interpretation of the accuracy relation is shown.
Starting Page	4418
Ending Page	4422
File Size	156074
Page Count	5
File Format	PDF
ISBN	9781467313971
e-ISBN	9781467313988
DOI	10.1109/WCICA.2012.6359225
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-07-06
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Accuracy Educational institutions Estimation Delay effects Steady-state Noise measurement Sensors Covariance ellipse Time delay CI fusion Modern time series analysis method Wiener filter
Content Type	Text
Resource Type	Article

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