On the Estimation of Variances for Multi-Sensor Measurement
Zhong Chong · Shuju caiji yu chuli · 2003
In weighted fusion algorithm for multi sensor, the weights are only determined by sensor variances. Assuming that the noises are stationary and independent each other and considering that the state is unknown and time variant, an algorithm of variance estimation for multi sensors is proposed and the unbiased estimation by discussing the statistical property of estimated variance is proved. In order to suit to the change of the environmental noise, a windowing variance estimation method is presented which can follow the change of the environmental noise effectively, and the relationship between the sample size and the precision of estimation is also proposed. The algorithm is independent of initial values and can be described as a recurrence formula, which makes the algorithm be capable of being used in real time adaptive estimation. Numerical examples are given to show the usefulness of the approach.