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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...
An unbiased state filter in linear minimum variance sense is developed for discrete-time stochastic linear systems with unknown inputs and correlated noises, where there is not any prior information for the unknown inputs. When there are multiple sensors, the cross-covariance matrix of filtering errors between any two sensors is derived. Further, the distributed scalar-weighted fusion state filter...
This paper is concerned with distributed fusion estimation for discrete-time stochastic linear systems with multiple sensors having multiple time delayed measurements. A distributed weighted fusion suboptimal Kalman filter is given based on the local suboptimal Kalman filters and the optimal fusion algorithm weighted by matrices in the linear minimum variance sense. Compared with the augmented Kalman...
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