American Institute of Mathematical Sciences

Advanced
July  2006, 14(3): 483-503. doi: 10.3934/dcds.2006.14.483

Optimal fusion of sensor data for Kalman filtering

Z. G. Feng 1, , Kok Lay Teo 2, , N. U. Ahmed 3, , Yulin Zhao 4, and  W. Y. Yan 5,

1. 

Department of Mathematics, Zhongshan University, Guangzhou 510275, China
2. 

Department of Mathematics and Statistics, Curtin University, G.P.O. Box U1987, Perth, WA 6845, Australia
3. 

School of Information Technology and Department of Mathematics, University of Ottawa, Ottawa K1N 6N5, Canada
4. 

Department of Mathematics, Sun Yat-sen University, Guangzhou, 510275
5. 

Department of Electrical and Computer Engineering, Curtin University of Technology, Perth W.A. 6845, Australia

Received  November 2004 Revised  September 2005 Published  December 2005

In this paper we consider the question of optimal fusion of sensor data for Kalman filtering. The basic problem is to design a linear filter whose output provides an unbiased minimum variance estimate of a signal process whose noisy measurements from multiple sensors are available for input to the filter. The problem is to assign weights to each of the sources (sensor data) dynamically so as to minimize estimation errors. We formulate the problem as an optimal control problem where the weight given to each of the sensor data is considered as one of the control variables satisfying certain constraints. There are as many controls as there are sensors. Using the control parametrization enhancing transform technique (CPET), we develop an efficient method for determining the optimal fusion strategy. Some numerical results are presented for illustration.
Keywords: control parametrization enhancing transform, optimal control, Kalman filter, Sensor, matrix Riccati differential equation..
Mathematics Subject Classification: Primary: 58F15, 58F17; Secondary: 53C3.
Citation: Z. G. Feng, Kok Lay Teo, N. U. Ahmed, Yulin Zhao, W. Y. Yan. Optimal fusion of sensor data for Kalman filtering. Discrete & Continuous Dynamical Systems - A, 2006, 14 (3) : 483-503. doi: 10.3934/dcds.2006.14.483
[1]

Thierry Horsin, Peter I. Kogut, Olivier Wilk. Optimal $L^2$-control problem in coefficients for a linear elliptic equation. II. Approximation of solutions and optimality conditions. Mathematical Control & Related Fields, 2016, 6 (4) : 595-628. doi: 10.3934/mcrf.2016017
[2]

Thierry Horsin, Peter I. Kogut. Optimal $L^2$-control problem in coefficients for a linear elliptic equation. I. Existence result. Mathematical Control & Related Fields, 2015, 5 (1) : 73-96. doi: 10.3934/mcrf.2015.5.73
[3]

H. W. J. Lee, Y. C. E. Lee, Kar Hung Wong. Differential equation approximation and enhancing control method for finding the PID gain of a quarter-car suspension model with state-dependent ODE. Journal of Industrial & Management Optimization, 2017, 13 (5) : 1-26. doi: 10.3934/jimo.2019055
[4]

M. Alipour, M. A. Vali, A. H. Borzabadi. A hybrid parametrization approach for a class of nonlinear optimal control problems. Numerical Algebra, Control & Optimization, 2019, 9 (4) : 493-506. doi: 10.3934/naco.2019037
[5]

Junyoung Jang, Kihoon Jang, Hee-Dae Kwon, Jeehyun Lee. Feedback control of an HBV model based on ensemble kalman filter and differential evolution. Mathematical Biosciences & Engineering, 2018, 15 (3) : 667-691. doi: 10.3934/mbe.2018030
[6]

Chao Xu, Yimeng Dong, Zhigang Ren, Huachen Jiang, Xin Yu. Sensor deployment for pipeline leakage detection via optimal boundary control strategies. Journal of Industrial & Management Optimization, 2015, 11 (1) : 199-216. doi: 10.3934/jimo.2015.11.199
[7]

Bin Li, Xiaolong Guo, Xiaodong Zeng, Songyi Dian, Minhua Guo. An optimal pid tuning method for a single-link manipulator based on the control parametrization technique. Discrete & Continuous Dynamical Systems - S, 2018, 0 (0) : 0-0. doi: 10.3934/dcdss.2020107
[8]

Shihchung Chiang. Numerical optimal unbounded control with a singular integro-differential equation as a constraint. Conference Publications, 2013, 2013 (special) : 129-137. doi: 10.3934/proc.2013.2013.129
[9]

Lukáš Adam, Jiří Outrata. On optimal control of a sweeping process coupled with an ordinary differential equation. Discrete & Continuous Dynamical Systems - B, 2014, 19 (9) : 2709-2738. doi: 10.3934/dcdsb.2014.19.2709
[10]

Robert J. Kipka, Yuri S. Ledyaev. Optimal control of differential inclusions on manifolds. Discrete & Continuous Dynamical Systems - A, 2015, 35 (9) : 4455-4475. doi: 10.3934/dcds.2015.35.4455
[11]

Michael Herty, Lorenzo Pareschi, Sonja Steffensen. Mean--field control and Riccati equations. Networks & Heterogeneous Media, 2015, 10 (3) : 699-715. doi: 10.3934/nhm.2015.10.699
[12]

Anthony M. Bloch, Peter E. Crouch, Nikolaj Nordkvist, Amit K. Sanyal. Embedded geodesic problems and optimal control for matrix Lie groups. Journal of Geometric Mechanics, 2011, 3 (2) : 197-223. doi: 10.3934/jgm.2011.3.197
[13]

Seda İǧret Araz, Murat Subașı. On the optimal coefficient control in a heat equation. Discrete & Continuous Dynamical Systems - S, 2018, 0 (0) : 0-0. doi: 10.3934/dcdss.2020124
[14]

Ellina Grigorieva, Evgenii Khailov, Andrei Korobeinikov. Parametrization of the attainable set for a nonlinear control model of a biochemical process. Mathematical Biosciences & Engineering, 2013, 10 (4) : 1067-1094. doi: 10.3934/mbe.2013.10.1067
[15]

Jan-Hendrik Webert, Philip E. Gill, Sven-Joachim Kimmerle, Matthias Gerdts. A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints. Discrete & Continuous Dynamical Systems - S, 2018, 11 (6) : 1259-1282. doi: 10.3934/dcdss.2018071
[16]

Michael Basin, Mark A. Pinsky. Control of Kalman-like filters using impulse and continuous feedback design. Discrete & Continuous Dynamical Systems - B, 2002, 2 (2) : 169-184. doi: 10.3934/dcdsb.2002.2.169
[17]

Elimhan N. Mahmudov. Optimal control of evolution differential inclusions with polynomial linear differential operators. Evolution Equations & Control Theory, 2019, 8 (3) : 603-619. doi: 10.3934/eect.2019028
[18]

Alexander Arguchintsev, Vasilisa Poplevko. An optimal control problem by parabolic equation with boundary smooth control and an integral constraint. Numerical Algebra, Control & Optimization, 2018, 8 (2) : 193-202. doi: 10.3934/naco.2018011
[19]

Eduardo Casas, Fredi Tröltzsch. Sparse optimal control for the heat equation with mixed control-state constraints. Mathematical Control & Related Fields, 2019, 0 (0) : 0-0. doi: 10.3934/mcrf.2020007
[20]

Enrique Fernández-Cara, Juan Límaco, Laurent Prouvée. Optimal control of a two-equation model of radiotherapy. Mathematical Control & Related Fields, 2018, 8 (1) : 117-133. doi: 10.3934/mcrf.2018005

2018 Impact Factor: 1.143

Tools

Metrics

  • PDF downloads (16)
  • HTML views (0)
  • Cited by (0)

Other articles
by authors

[Back to Top]

Copyright © 2019 American Institute of Mathematical Sciences