<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>This work presents distributed predictor and filter without feedback for nonlinear stochastic uncertain system with correlated noises. Firstly, for the problem that the process noise and measurement noise are correlated, the two-step prediction theorem based on projection theorem is used to replace the one-step prediction theorem, and the two-step prediction value of a single sensor is obtained. Secondly, the two-step prediction value of each sensor state is used as the measurement information to modify the distributed fusion predictor to obtain the distributed fusion prediction value. Then, according to the projection theorem, the prediction value of distributed fusion is used as measurement information to modify the filtering value of distributed fusion. Finally, the Cubature Kalman filter (CKF) algorithm is used to implement the algorithm proposed in this paper. By comparison with existing methods, the algorithm proposed in this paper solves the problem that existing methods cannot handle state estimation and prediction problems for nonlinear multi-sensor stochastic uncertain systems with correlated noises.</p>
</abstract>

This work presents distributed predictor and filter without feedback for nonlinear stochastic uncertain system with correlated noises. Firstly, for the problem that the process noise and measurement noise are correlated, the two-step prediction theorem based on projection theorem is used to replace the one-step prediction theorem, and the two-step prediction value of a single sensor is obtained. Secondly, the two-step prediction value of each sensor state is used as the measurement information to modify the distributed fusion predictor to obtain the distributed fusion prediction value. Then, according to the projection theorem, the prediction value of distributed fusion is used as measurement information to modify the filtering value of distributed fusion. Finally, the Cubature Kalman filter (CKF) algorithm is used to implement the algorithm proposed in this paper. By comparison with existing methods, the algorithm proposed in this paper solves the problem that existing methods cannot handle state estimation and prediction problems for nonlinear multi-sensor stochastic uncertain systems with correlated noises.

Design of Distributed Fusion Predictor and Filter without Feedback for Nonlinear System with Correlated Noises and Random Parameter Matrices

University of Science and Technology of China

Southwest University of Science and Technology

Measurement Science Review

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

This work presents distributed predictor and filter without feedback for nonlinear stochastic uncertain system with correlated noises. Firstly, for the problem...

Design of Distributed Fusion Predictor and Filter without Feedback for Nonlinear System with Correlated Noises and Random Parameter Matrices

Published Online: Jan 21, 2022

Page range: 17 - 31

Received: Sep 13, 2021

Accepted: Nov 30, 2021

DOI: https://doi.org/10.2478/msr-2022-0003

Keywords
nonlinear stochastic uncertain system, distributed fusion, state estimation

© 2022 Man-lu Liu et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Design of Distributed Fusion Predictor and Filter without Feedback for Nonlinear System with Correlated Noises and Random Parameter Matrices

Published Online: Jan 21, 2022

Page range: 17 - 31

Received: Sep 13, 2021

Accepted: Nov 30, 2021

DOI: https://doi.org/10.2478/msr-2022-0003

Keywordsnonlinear stochastic uncertain system, distributed fusion, state estimation

© 2022 Man-lu Liu et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Keywords
nonlinear stochastic uncertain system, distributed fusion, state estimation