关键词: 多传感器, Kalman 滤波, 小波变换, 多尺度, 数据融合

Abstract: With the analysis on the multi-scale dynamic system model，a novel multi-sensor data fusion algorithm based on wavelet transform and Kalman filter is proposed． The algorithm combines real-time and recursiveness of Kalman filter and multi-scale characteristics of wavelet transform and it is also able to fuse the observed data of multi sensors effectively． Firstly the primal estimate from Kalman filter on the thinnest scale is decomposed by wavelet to each scale． Secondly information data on each scale is refreshed by observed data of corresponding scale using Kalman filter． Finally wavelet reconstruction is applied to integrate the estimate information． After simulation test，the accuracy of data fusion goes well．

Key words: multi-sensor, Kalman filter, wavelet transform, multi-scale, data fusion