EKF based Data Fusion using Interval Analysis via Covariance Intersection, ML and a Class of OGK Covariance Estimators

Samuel B. Lazarus, Antonios Tsourdos, João Sequeira, Al Savvaris

2012

Abstract

This paper addresses the comparison of robust estimation of a covariance matrix in vehicle navigation task to express the uncertainty when fusing information from multiple sensors. The EKF estimates are fused with the Interval Analysis estimates and further the results are fused using the Covariance Intersection (CI), Maximum Likelihood (ML) and a class of Orthogonal Gnanadesikan-Kettenring (OGK) estimators. The simulation results presented show that the variation between CI and OGK and the correlation between sensors are significant in the presence of outliers.

Paper Citation

in Harvard Style

B. Lazarus S., Tsourdos A., Sequeira J. and Savvaris A. (2012). EKF based Data Fusion using Interval Analysis via Covariance Intersection, ML and a Class of OGK Covariance Estimators . In Proceedings of the 9th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-8565-21-1, pages 610-613. DOI: 10.5220/0004040406100613

in Bibtex Style

@conference{icinco12,
author={Samuel B. Lazarus and Antonios Tsourdos and João Sequeira and Al Savvaris},
title={EKF based Data Fusion using Interval Analysis via Covariance Intersection, ML and a Class of OGK Covariance Estimators},
booktitle={Proceedings of the 9th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2012},
pages={610-613},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004040406100613},
isbn={978-989-8565-21-1},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 9th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - EKF based Data Fusion using Interval Analysis via Covariance Intersection, ML and a Class of OGK Covariance Estimators
SN - 978-989-8565-21-1
AU - B. Lazarus S.
AU - Tsourdos A.
AU - Sequeira J.
AU - Savvaris A.
PY - 2012
SP - 610
EP - 613
DO - 10.5220/0004040406100613