Kalman filter algorithms for a multi-sensor system

Abstract

The purpose of this paper is to examine several Kalman filter algorithms that can be used for state estimation with a multiple sensor system. In a synchronous data collection system, the statistically independent data blocks can be processed in parallel or sequentially, or similar data can be compressed before processing; in the linear case these three filter types are optimum and their results are identical. When measurements from each sensor are statistically independent, the data compression method is shown to be computationally most efficient, followed by the sequential processing; the parallel processing is least efficient.