Sequential Fusion Filter for State Estimation of Nonlinear Multi-Sensor Systems with Cross-Correlated Noise and Packet Dropout Compensation

Author:

Tan Liguo1,Wang Yibo2,Hu Changqing3,Zhang Xinbin1,Li Liyi1,Su Haoxiang3

Affiliation:

1. Laboratory for Space Environment and Physical Sciences, Harbin Institute of Technology, Harbin 150001, China

2. School of Astronautics, Harbin Institute of Technology, Harbin 150001, China

3. School of Information Engineering, Southwest University of Science and Technology, Mianyang 621010, China

Abstract

This paper is concerned with the problem of state estimation for nonlinear multi-sensor systems with cross-correlated noise and packet loss compensation. In this case, the cross-correlated noise is modeled by the synchronous correlation of the observation noise of each sensor, and the observation noise of each sensor is correlated with the process noise at the previous moment. Meanwhile, in the process of state estimation, since the measurement data may be transmitted in an unreliable network, data packet dropout will inevitably occur, leading to a reduction in estimation accuracy. To address this undesirable situation, this paper proposes a state estimation method for nonlinear multi-sensor systems with cross-correlated noise and packet dropout compensation based on a sequential fusion framework. Firstly, a prediction compensation mechanism and a strategy based on observation noise estimation are used to update the measurement data while avoiding the noise decorrelation step. Secondly, a design step for a sequential fusion state estimation filter is derived based on an innovation analysis method. Then, a numerical implementation of the sequential fusion state estimator is given based on the third-degree spherical-radial cubature rule. Finally, the univariate nonstationary growth model (UNGM) is combined with simulation to verify the effectiveness and feasibility of the proposed algorithm.

Funder

Major Program of Natural Science Foundation of China

Science Fund for Excellent Young Scholars of Heilongjiang Province

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Fundamental Research Funds for the Central Universities

Publisher

MDPI AG

Subject

Electrical and Electronic Engineering,Biochemistry,Instrumentation,Atomic and Molecular Physics, and Optics,Analytical Chemistry

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