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This paper investigates the problem of OOSM filtering for the system with arbitrary-step-lag OOSM. A new direct OOSM filtering algorithm is devised, based on the built equivalent measurement. The proposed algorithm takes fully consideration on the correlation of the equivalent measurement noise and the previous estimations, so it is optimal in the sense of MMSE. Finally, a simulation with two scenes...
The sequential filter is a kind of useful estimate fusion algorithm. Traditional sequential filters are mainly utilized for the linear systems with the assumption of uncorrelated noises. Recently, some effective algorithms have been presented for the linear system with multiple sensors and correlated noises. Unfortunately, they can't perfectly solve the optimal filtering estimate in linear minimum...
Estimation fusion for multisensor asynchronous sampling system is currently a hot subject of research. Under the assumption with independent and uncorrelated noises, some asynchronous fusion algorithms have been provided. Unfortunately, the general optimal solution with real-time update performance in linear minimum mean square error (LMMSE) hasn't been given up to now. Simultaneously, it is difficult...
Influenced by the multihop transmission, the routing protocol and the dynamic topology of wireless sensor networks (WSN), the measurements sampled in order by the distributed sensors may arrive in the fusion center out of sequence when they are transported across WSN. In order to gain the optimal global performance, the fusion center should update the state estimate with these out-of-sequence measurements...
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