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Method and apparatus for fusing signals with partially known independent error components

  • US 6,829,568 B2
  • Filed: 04/26/2002
  • Issued: 12/07/2004
  • Est. Priority Date: 04/26/2002
  • Status: Expired due to Fees
First Claim
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1. A method for producing a fused signal from a set of n>

  • 1 signals, each element i, 1≦

    i≦

    n, of which contains information defining a vector ai representing the estimated mean state of a physical system and a covariance matrix Ai=Ai=1ω

    i


    Ai1
    +Ai2
    embedded imagethat represents a consistent estimate of the squared error associated with the said vector for any value of ω

    i between 0 and 1, inclusive, where the covariance matrix Ai2 underestimates the expected squared error in the said vector that is known to be statistically independent of the errors in the remaining n−

    1 signals, comprising;

    forming a fused signal that can be represented as a mean vector c and covariance C defined mathematically by;

    C-1=

    i=1n






    HiT

    (1ω

    i


    Ai1
    +Ai2
    )
    -1


    H
    c=C



    i=1n






    HiT

    (1ω

    i


    Ai1
    +Ai2
    )
    -1


    ai
    embedded imagewhere any summand of the above summations containing ω

    i=0 is defined to be zero and each matrix Hi defines the transformation from the coordinate frame of signal i to the coordinate frame of the fused signal, and the set of real-valued numbers, ω

    1, . . . , ω

    n, sum to one and are computed using an optimization algorithm to minimize some measure of the size of the fused covariance matrix C;

    transmitting a signal derived from the fused signal.

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