Fusion estimation of dynamic system based on multi-speed sensor

A kind of multi-sensor system reconstruct algorithm is given based on Kalman filter, which combines multi-resolution analysis method, traditional Kalman filter and multi-sensor data fusion, and this algorithm points to the multi-speed sensor which detect the same target's state and have the multi-scale single mode dynamic system. The algorithm improves the system's estimative accuracy, and have strong robust on the abrupt unknown interference, which use the local wavelet pre-processing technology, get the optimal estimative value on the thinnest scale based on the global observing information. The algorithm's effectiveness is proved through computer simulation.