Fusion of multiple estimates by covariance intersection: Why and how it is suboptimal

• Autorzy: Ajgl J. , Straka O.

Identyfikatory

DOI

10.2478/amcs-2018-0040

• Języki publikacji: EN

Abstrakty

EN

The fusion under unknown correlations tunes a combination of local estimates in such a way that upper bounds of the admissible mean square error matrices are optimised. Based on the recently discovered relation between the admissible matrices and Minkowski sums of ellipsoids, the optimality of existing algorithms is analysed. Simple examples are used to indicate the reasons for the suboptimality of the covariance intersection fusion of multiple estimates. Further, an extension of the existing family of upper bounds is proposed, which makes it possible to get closer to the optimum, and a general case is discussed. All results are obtained analytically and illustrated graphically.

Słowa kluczowe

EN

decentralised estimation; fusion under unknown correlations; covariance intersection; Minkowski sum

PL

estymacja zdecentralizowana; iloczyn kowariancji; suma Minkowskiego

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2018
• Tom: Vol. 28, no. 3
• Strony: 521--530
• Opis fizyczny: Bibliogr. 24 poz., wykr.

Twórcy

autor

Ajgl J.

• European Centre of Excellence - New Technologies for Information Society & Department of Cybernetics, Faculty of Applied Sciences, University of West Bohemia, Univerzitní 8, 306 14, Pilsen, Czech Republic

autor

Straka O.

• European Centre of Excellence - New Technologies for Information Society & Department of Cybernetics, Faculty of Applied Sciences, University of West Bohemia, Univerzitní 8, 306 14, Pilsen, Czech Republic

Bibliografia

• [1] Ajgl, J. and Šimandl, M. (2014). On linear estimation fusion under unknown correlations of estimator errors, Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, pp. 2364-2369.
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• [4] Ajgl, J. and Straka, O. (2016b). Covariance Intersection in track-to-track fusion without memory, Proceedings of the 19th International Conference on Information Fusion, Heidelberg, Germany.
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Uwagi

PL

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2018).