Descriptor Systems Kalman Fusion Predictor based on Covariance Intersection
2014
For descriptor systems with unknown covariance, a covariance intersection (CI) fusion robust steady-state Kalman predictor is presented, by using the descriptor value decomposition ,the problems of descriptor systems changed into the problems of two normal systems. By using covariance intersection (CI) fusion , a reduced order covariance intersection (CI) fusion steady-state descriptor Kalman predictor is proposed. A Monte-Carlo simulation example for a tracking system shows that its actual accuracy is inferior to that of the optimal Kalman fuser and is prior to local Kalman predictor of single sensor.
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