NDLI: High-order moment multi-sensor fusion filter design of Markov jump linear systems

Content Provider	IET Digital Library
Author	Zhou, Ziheng Luan, Xiaoli He, Shuping Liu, Fei
Abstract	To solve the problem of high-order moment Gaussian distribution (HGD) noise in state estimation, a fusion filter for Markov jump linear systems (MJLSs) with high-order moment information obtained from sensor data is designed. To obtain high-order moment information, the multi-sensor MJLS is converted to a single-mode system composed of high-order moment components by using a cumulant generating function. Next, a filter design based on Bayesian theory is established to achieve state estimation with a high-order moment information form according to the transformed single-mode deterministic system. Subsequently, a high-order moment fusion technique based on entropy theory is proposed to obtain a more accurate estimation result of the state by using the high-order moment information obtained from various sensors. Comparing the first- and second-order moment information obtained by traditional Gaussian distribution, the HGD introduces higher-order moment information and makes the fusion process more reasonable. In this way, a more precise and reasonable performance of the state estimation is achieved, depending on the sensor fusion technique. To confirm the effectiveness and advantages of the proposed method, a numerical simulation example is provided with various fusion methods. Thus, the performance of the proposed fusion filter design is verified.
Starting Page	666
Ending Page	671
Page Count	6
ISSN	17519675
Volume Number	14
e-ISSN	17519683
Issue Number	Issue 9, Dec (2020)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-spr/14/9
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-spr.2020.0067
Journal	IET Signal Processing
Publisher Date	2020-09-03
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Bayes Method Entropy Filtering Method in Signal Processing Filtering Theory First-order Moment Information Gaussian Distribution High-order Moment Component High-order Moment Gaussian Distribution Noise High-order Moment Multisensor Fusion Filter Design Linear System Markov Jump Linear System Markov Processes Modelling And Identification Second-order Moment Information Sensor Fusion Signal Processing Theory Simulation State Estimation
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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