Multi-scale Fusion and Estimation With Single Sensor

On the basis of the theories of Discrete Wavelet Transform and Dynamic Multi-scale System, we proposed a novel algorithm for multi-scale fusion and estimation using single sensor in this paper. With discrete wavelet transform, we reformulated the state equation and observation equation of Kalman filter into a multi-scale form, in order to establish a novel multi-scale Kalman filtering model. By making full use of the signal feature on the diffident scales, the estimates obtained by use of the algorithm in this paper is more accurate than the results based on single scale Kalman filter and the multi-scale fusion estimating algorithm . A set of Monte Carlo simulation is performed, and the results show that our algorithm is effective and efficient as well.