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

Optimal fusion of sensor data for Kalman filtering

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.
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]

Hai Huang, Xianlong Fu. Optimal control problems for a neutral integro-differential system with infinite delay. Evolution Equations & Control Theory, 2020  doi: 10.3934/eect.2020107

[2]

Christian Clason, Vu Huu Nhu, Arnd Rösch. Optimal control of a non-smooth quasilinear elliptic equation. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020052

[3]

Hong Niu, Zhijiang Feng, Qijin Xiao, Yajun Zhang. A PID control method based on optimal control strategy. Numerical Algebra, Control & Optimization, 2021, 11 (1) : 117-126. doi: 10.3934/naco.2020019

[4]

Elimhan N. Mahmudov. Infimal convolution and duality in convex optimal control problems with second order evolution differential inclusions. Evolution Equations & Control Theory, 2021, 10 (1) : 37-59. doi: 10.3934/eect.2020051

[5]

Lars Grüne, Matthias A. Müller, Christopher M. Kellett, Steven R. Weller. Strict dissipativity for discrete time discounted optimal control problems. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020046

[6]

Vaibhav Mehandiratta, Mani Mehra, Günter Leugering. Fractional optimal control problems on a star graph: Optimality system and numerical solution. Mathematical Control & Related Fields, 2021, 11 (1) : 189-209. doi: 10.3934/mcrf.2020033

[7]

Hongbo Guan, Yong Yang, Huiqing Zhu. A nonuniform anisotropic FEM for elliptic boundary layer optimal control problems. Discrete & Continuous Dynamical Systems - B, 2021, 26 (3) : 1711-1722. doi: 10.3934/dcdsb.2020179

[8]

Guangjun Shen, Xueying Wu, Xiuwei Yin. Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control. Discrete & Continuous Dynamical Systems - B, 2021, 26 (2) : 755-774. doi: 10.3934/dcdsb.2020133

[9]

Youming Guo, Tingting Li. Optimal control strategies for an online game addiction model with low and high risk exposure. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020347

[10]

Pierluigi Colli, Gianni Gilardi, Jürgen Sprekels. Deep quench approximation and optimal control of general Cahn–Hilliard systems with fractional operators and double obstacle potentials. Discrete & Continuous Dynamical Systems - S, 2021, 14 (1) : 243-271. doi: 10.3934/dcdss.2020213

[11]

Stefan Doboszczak, Manil T. Mohan, Sivaguru S. Sritharan. Pontryagin maximum principle for the optimal control of linearized compressible navier-stokes equations with state constraints. Evolution Equations & Control Theory, 2020  doi: 10.3934/eect.2020110

[12]

Lars Grüne, Roberto Guglielmi. On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems. Mathematical Control & Related Fields, 2021, 11 (1) : 169-188. doi: 10.3934/mcrf.2020032

[13]

Jingrui Sun, Hanxiao Wang. Mean-field stochastic linear-quadratic optimal control problems: Weak closed-loop solvability. Mathematical Control & Related Fields, 2021, 11 (1) : 47-71. doi: 10.3934/mcrf.2020026

[14]

Arthur Fleig, Lars Grüne. Strict dissipativity analysis for classes of optimal control problems involving probability density functions. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020053

[15]

Larissa Fardigola, Kateryna Khalina. Controllability problems for the heat equation on a half-axis with a bounded control in the Neumann boundary condition. Mathematical Control & Related Fields, 2021, 11 (1) : 211-236. doi: 10.3934/mcrf.2020034

[16]

Xiaorui Wang, Genqi Xu, Hao Chen. Uniform stabilization of 1-D Schrödinger equation with internal difference-type control. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021022

[17]

Bernard Bonnard, Jérémy Rouot. Geometric optimal techniques to control the muscular force response to functional electrical stimulation using a non-isometric force-fatigue model. Journal of Geometric Mechanics, 2020  doi: 10.3934/jgm.2020032

[18]

Jian-Xin Guo, Xing-Long Qu. Robust control in green production management. Journal of Industrial & Management Optimization, 2020  doi: 10.3934/jimo.2021011

[19]

Zuliang Lu, Fei Huang, Xiankui Wu, Lin Li, Shang Liu. Convergence and quasi-optimality of $ L^2- $norms based an adaptive finite element method for nonlinear optimal control problems. Electronic Research Archive, 2020, 28 (4) : 1459-1486. doi: 10.3934/era.2020077

[20]

Xu Zhang, Chuang Zheng, Enrique Zuazua. Time discrete wave equations: Boundary observability and control. Discrete & Continuous Dynamical Systems - A, 2009, 23 (1&2) : 571-604. doi: 10.3934/dcds.2009.23.571

2019 Impact Factor: 1.338

Metrics

  • PDF downloads (35)
  • HTML views (0)
  • Cited by (3)

[Back to Top]