Covariance intersection fusion wiener signal estimator for time-delayed system
Yuan Gao, Zili Deng · 2012
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 matrix 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.