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This paper is concerned with the estimation problem for discrete-time stochastic linear systems with multiple packet dropouts. Based on a recently developed model for multiple-packet dropouts, the original system is transferred to a stochastic parameter system by augmentation of the state and measurement. The optimal full-order linear filter of the form of employing the received outputs at the current...
A new multi-sensor optimal information fusion criterion weighted by covariance is presented in the linear minimum variance sense. Based on this optimal fusion criterion, using the measurement white noise filters, a general multi-sensor optimal information fusion distributed Kalman filter is given for the discrete multichannel ARMA (autoregressive moving average) signals with correlated noises. It...
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