Multisensor information fusion ARMA signal Wiener filter
Mao Lin · Systems engineering and electronics · 2005
By the modern time series analysis method,based on the autoregressive moving average(ARMA) innovation model and augmented state space model,under the linear minimum variance optimal fusion rule weighted by scalars,a multisensor optimal distributed fusion Wiener filter is proposed for single channel ARMA signals with white and colored measurement noises.The formulas of computing local filter error variances and cross-covariance are given,which are applied to compute optimal weighting coefficients.Compared with the single sensor case,the accuracy of the fused filter is improved.Simulation example of a tracking system with three sensors shows its effectiveness.