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In this paper, a linear unbiased minimum-variance filtering problem is considered for a class of systems with randomly multi-step sensor delays. A new mathematical model is established for the multi-step sensor delays. Different from the augmented method for dealing with delayed systems, a linear unbiased minimum-variance filter design method is proposed without augmenting the state vector, which...
Based on the optimal weighted fusion estimation algorithm in the linear minimum variance sense, a distributed information fusion state filter is given for a multi-sensor multi-delay system with colored measurement noise. The filtering error cross-covariance matrix between any two sensor subsystems for the multiple time-delay system is derived. The proposed distributed fusion filter has higher accuracy...
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