15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
ADAPTIVE INFORMATION SHARING FACTORS IN FEDERATED KALMAN FILTERING
Hongwei Zhang, Barry Lennox, Peter R Goulding, Yufei Wang*
Control Engineering Research Group, School of Engineering, The University of Manchester,
Manchester, M13 9PL, UK
* Control Engineering Department, Harbin, Institute of Technology, Harbin P R CHINA

This paper presents an adaptive determination method of the information sharing factors employed in the Federated Kalman filtering algorithm. This approach is based on eigenvalue decomposition of the covariance matrix of the estimated errors associated with individual sensors. The paper begins with a discussion of the structural features and information sharing principle of the Federated Kalman filtering approach. Following development of the new method, simulation results demonstrate its capability to provide a considerable improvement in robustness to changing plant conditions, at the cost of a minimal loss in accuracy under ideal plant behaviour.
Keywords: Kalman Filters, Decentralised Systems, Sensor Fusion, Eigenvalues, Navigation Systems
Session slot T-Tu-A07: Linear and Nonlinear Filtering/Area code 3d : Stochastic Systems