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A new information fusion white noise deconvolution estimator
Received:July 16,2007  Revised:October 6,2008
Keywords:Multisensor information fusion  Weighted fusion  White noise estimator  Deconvolution  Modern time series analysis method
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Xiaojun SUN, Shigang WANG, Zili DENG Department of Automation, University of Heilongjiang, Harbin Heilongjiang 150080, China 
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Abstract:
      The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the autoregressive moving average (ARMA) innovation model, a new information fusion white noise deconvolution estimator is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the input white noise fused filtering, prediction and smoothing problems, and it is applicable to systems with colored measurement noises. It is locally optimal, and is globally suboptimal. The accuracy of the fuser is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with Bernoulli-Gaussian input white noise shows the effectiveness and performances.
Xiaojun SUN, Shigang WANG, Zili DENG.A new information fusion white noise deconvolution estimator[J].Journal of Control Theory and Applications,2009,7(4):438~444.
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