Decentralized Moving Average Filtering with Uncertainties

Il Young Song
2016 Journal of Sensor Science and Technology  
A filtering algorithm based on the decentralized moving average Kalman filter with uncertainties is proposed in this paper. The proposed filtering algorithm presented combines the Kalman filter with the moving average strategy. A decentralized fusion algorithm with the weighted sum structure is applied to the local moving average Kalman filters (LMAKFs) of different window lengths. The proposed algorithm has a parallel structure and allows parallel processing of observations. Hence, it is more
more » ... eliable than the centralized algorithm when some sensors become faulty. Moreover, the choice of the moving average strategy makes the proposed algorithm robust against linear discrete-time dynamic model uncertainties. The derivation of the error cross-covariances between the LMAKFs is the key idea of studied. The application of the proposed decentralized fusion filter to dynamic systems within a multisensor environment demonstrates its high accuracy and computational efficiency. This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License(http://creativecommons.org/ licenses/bync/3.0) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.
doi:10.5369/jsst.2016.25.6.418 fatcat:ndm3nwiydjewpeqmiexjbe4dba