Two Fusion Predictors for Discrete-Time Linear Systems with Different Types of Observations

Abstract

New fusion predictors for linear dynamic systems with different types of observations are proposed. The fusion predictors are formed by summation of the local Kalman filters/predictors with matrix weights depending only on time instants. The relationship between fusion predictors is established. Then, the accuracy and computational efficiency of the fusion predictors are demonstrated on the first-order Markov process and the GMTI model with multisensor environment