A Fast Covariance Intersection Fusion Algorithm and Its Application
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摘要:
针对分布式传感网络系统中存在互协方差未知的情形, 融合系数的科学设计对于融合性能至关重要. 本文以各节点估计方差矩阵逆的迹的倒数作为计算融合系数的中间变量, 设计了一种序贯快速协方差交叉融合算法, 可以显著减少各个融合节点的计算量, 能够保证各融合节点融合结果相同. 在给定系统的误差方差上界约束与优化指标前提下, 该融合算法结合粒子群优化算法, 能够给出对分布式系统中各个节点的传感器精度要求. 工程实践中, 可为传感器的选型提供理论依据. 最后, 给出了一个分布式网络传感器精度选型的算例及快速协方差交叉融合算法在雷达网中的应用实例.
Abstract:In the distributed sensor net-system with unknown cross-covariance, the design of fusion coefficients is crucial for the fusion performance. In this paper, a fast covariance intersection algorithm is presented, which can significantly reduce the computational complexity of each fusion node and ensure that the fusion result of each node is the same. The new fusion coefficients can be calculated straightforward by taking the reciprocal of the trace of the inverse variances as local fusion coefficients and using an iterative process for fusion step to revise the co-efficient weight. For given upper bound of the fusion error variance, the proposed fusion algorithm which combines with the idea of particle swarm optimization can give the sensor precision requirements of each node for the distributed system. In the engineering practice, it can provide a theoretical basis for the selection of sensors. Finally, a real radar system example is provided to verify the effectiveness of the proposed algorithm and an application example is given for the sensor selection of distributed network.
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图 2 各雷达跟踪轨迹及SFCI融合轨迹
Fig. 2 Four radar tracking trajectories and SFCI fusion trajectory
图 3 各雷达跟踪轨迹及SFCI融合轨迹水平投影
Fig. 3 The horizontal projection of four radar tracking trajectories and SFCI fusion trajectory
图 4 各雷达独立估计值及SFCI融合值距离分量误差
Fig. 4 The errors of each radar estimate value and SFCI fusion value
图 5 粒子群优化参数
$\omega$ 、$c_1+c_2$ 与优化成功率Fig. 5 The relationship of
$\omega$ 、$c_1+c_2$ and optimization success rate
图 6 系统中各子节点估计值的
$\rm MSE$ 与快速协方差交叉融合值的$\rm MSE$ Fig. 6 The MSE of each local node estimation and fast covariance intersection fusion estimation
图 8 系统中各子节点估计值速度分量的
$\rm RMSE$ 与快速协方差交叉融合值速度分量的$\rm RMSE$ Fig. 8 The velocity RMSE of each local node estimation and fast covariance intersection fusion estimation
图 7 系统中各子节点估计值位置分量的
$\rm RMSE$ 与快速协方差交叉融合值位置分量的$\rm RMSE$ Fig. 7 The position RMSE of each local node estimation and fast covariance intersection fusion estimation
图 9 系统中各子节点估计方差的迹与快速协方差交叉融合方差的迹
Fig. 9 The trace of each local node estimation variance and fast covariance intersection fusion estimation variance
批处理计算复杂度 序贯处理计算复杂度 本文算法 ${\rm O}\left(n^3N\right)$ ${\rm O}\left(n^3N\right)$ 文献[18]算法 ${\rm O}\left(n^{3.5}{\rm{lg} }\left(\dfrac{n}{\varepsilon}\right)N^{2}\right)$ ${\rm O}\left(n^{3.5}{\rm{lg} }\left(\dfrac{n}{\varepsilon}\right)N\right)$ 
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表 2 各节点平均单次融合耗时
Table 2 Comparison of mean elapsed time in one period
节点 1 节点 2 节点 3 SCI 平均耗时 (ms) 91.20 89.51 89.96 SFCI 平均耗时 (ms) 0.61 0.59 0.63
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