Journal of Sensor Science and Technology (센서학회지)

The Korean Sensors Society (한국센서학회)
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Distributed Fusion Moving Average Prediction for Linear Stochastic Systems

  • Song, Il Young (Department of Sensor Systems, Hanwha Corporation Defense R&D Center) ;
  • Song, Jin Mo (Department of Sensor Systems, Hanwha Corporation Defense R&D Center) ;
  • Jeong, Woong Ji (Department of Sensor Systems, Hanwha Corporation Defense R&D Center) ;
  • Gong, Myoung Sool (Department of Sensor Systems, Hanwha Corporation Defense R&D Center)
  • Received : 2019.03.09
  • Accepted : 2019.03.28
  • Published : 2019.03.31
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Abstract

This paper is concerned with distributed fusion moving average prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local moving average predictors. The distributed fusion prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed fusion moving average predictor.

Keywords

HSSHBT_2019_v28n2_88_f0001.png 이미지

Fig. 1. Comparison of CMAP and DMAP on different time intervals Σi, i =1,...,4 .

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