Distributed fusion white noise deconvolution estimators

doi:10.1007/s11460-009-0031-0

Front Elect Electr Eng Chin

2009, Vol. 4

Issue (3) : 270-277 https://doi.org/10.1007/s11460-009-0031-0

RESEARCH ARTICLE

Distributed fusion white noise deconvolution estimators

Xiaojun SUN, Zili DENG(

)

Department of Automation, University of Heilongjiang, Harbin 150080, China

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Abstract

The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By combining the Kalman filtering method with the modern time series analysis method, based on the autoregressive moving average (ARMA) innovation model, new distributed fusion white noise deconvolution estimators are presented by weighting local input white noise estimators for general multisensor systems with different local dynamic models and correlated noises. The new estimators can handle input white noise fused filtering, prediction and smoothing problems, and are applicable to systems with colored measurement noise. Their accuracy is higher than that of local white noise deconvolution estimators. To compute the optimal weights, the new formula for local estimation error cross-covariances is given. A Monte Carlo simulation for the system with Bernoulli-Gaussian input white noise shows their effectiveness and performance.

Keywords multisensor information fusion deconvolution white noise estimator seismology modern time series analysis method Kalman filtering method

Corresponding Author(s): DENG Zili,Email:dzl@hlju.edu.cn

Issue Date: 05 September 2009

Cite this article:

Xiaojun SUN,Zili DENG. Distributed fusion white noise deconvolution estimators[J]. Front Elect Electr Eng Chin, 2009, 4(3): 270-277.

URL:

https://academic.hep.com.cn/fee/EN/10.1007/s11460-009-0031-0
https://academic.hep.com.cn/fee/EN/Y2009/V4/I3/270

Fig.1 Common white noise and its local and fused smoothers , . (a) and ; (b) and ; (c) and ; (d) and

Fig.2 Comparison of accumulated error squares for local and fused common white noise smoothers ,

Fig.3 Comparison of MSE curves for local and fused smoothers

Tab.1 Comparison of local and fused common white noise smoothing error variances

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[1]	Xiaojun SUN, Guangming YAN. Time-varying optimal distributed fusion white noise deconvolution estimator[J]. Front Elect Electr Eng, 2012, 7(3): 318-325.

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