A Kind of Distributed Fusion Incremental Kalman Filter

Abstract

The unknown system error is widespread, but it is difficult to be verified or corrected. Furthermore, it also will yield to relatively large filtering errors. As an effective solution, the incremental equation is introduced, which can eliminate these unknown system errors. Meanwhile, the accuracy of state estimators will be improved. Then, a kind of distributed fusion incremental Kalman filter is presented in this paper. It can greatly improve the accuracy of state estimation for the multisensor systems under poor observation condition. The proposed algorithm is easy to be applied in engineering practice because of its simple form and small computational burden so. The simulation results show that it is effective and feasible.