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This paper is concerned with the design problem of multi-sensor optimal H∞ fusion controller for a class of discrete-time systems with missing measurements. Based on Lyapunov theory and linear matrix inequality technology, the centralized and distributed fusion controllers are designed, respectively such that, for all possible missing measurements, the closed-loop systems are asymptotically stable...
For the time-variant multisensor systems with correlated measurement noises and different measurement matrices, on the basis of recursive least squares (RLS) method, least squares(LS) method and Kalman filtering theory, two information fusion Kalman filters are put forward. The theory is that firstly Cholesky factorization is used to convert the former multisensor systems into noise irrelative and...
This paper is concerned with the distributed fusion estimation problem for discrete-time stochastic linear system with multiple sensors having multiple delayed measurements and correlated noise. Distributed weighted fusion optimal estimators are given based on local optimal estimators from single sensor and the optimal scalar-weighted fusion algorithm in the linear minimum variance sense. Compared...
Based on the innovation analysis approach, the estimation error cross-covariance matrices between local estimators based on any two sensors are derived for multi-sensor multi-delay systems with correlated noises. The non-augmented distributed weighted fusion optimal estimators are given based on the optimal weighted fusion estimation algorithm in the linear minimum variance sense. Compared with the...
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