Covariance intersection fusion particle filter for nonlinear systems
Gang Hao, Yun Li, Ming Zhao, Hui Li, Yinfeng Dou · 2017
In this paper, a multi-sensor covariance intersection information fusion particle filter for nonlinear systems is presented. To avoid the calculation of the cross-covariance matrices and improve the estimation accuracy, a distributed fusion filter is presented by using the covariance intersection fusion algorithm, which has a less computational cost than centralized fusion algorithm. A simulation example with two sensors shows its effectiveness and correctness.