Multi-scale Fusion and Estimation for Multi-resolution Sensors

On the basis of theory for Discrete Wavelet Transform (DWT) of signal statistical characteristics and Dynamic Multi-scale System (DMS) of the state transition model, a novel algorithm for multi-scale fusion and estimation with multi-resolution sensors is derived. In order to construct a uniform resolution model of Kalman Filter, the equations of state and measurement are processed with DWT at different resolution levels, and then the measurements of the same resolution level are fused and filtered. Experimental results indicate that the proposed method is more effective than other existing algorithms.