Handling Data Uncertainty and Inconsistency Using Multisensor Data Fusion

Algorithm 1

The prefiltering algorithm (F-MB).

  Input: 𝜎₁, 𝜎₂, 𝑧₁(𝑘), 𝑧₂(𝑘), 𝑥₁(𝑘−1), 𝑥₂(𝑘−1),

      𝑃₁(𝑘−1), 𝑃₂(𝑘−1)

  Output: 𝑥_𝑓(𝑘), 𝜎²_𝑓(𝑘)

1  begin

2     𝜉←𝜎₁/𝜎₂;

3    for   𝑗←1   to 2  do

4        (𝑥_𝑗(𝑘),𝑃_𝑗(𝑘)) ← Call Kalman Filter Algorithm

5     𝑥_𝑓(𝑘)←𝑥₁(𝑘)/(1+𝜉²)+𝑥₂(𝑘)/(1+𝜉⁻²);

6    Calculate   𝑓 as in (6);

7     𝜎²_𝑓(𝑘)←(𝜎₁⁻²𝑓⁻¹+𝜎₂⁻²𝑓⁻¹)⁻¹;