Abstract

This paper is concerned with the information fusion estimation problem about the white noise. White noise estimator has an important application in oil seismic exploration. The centralized fusion white noise estimator in least mean square sense is presented for multi-sensor discrete-time stochastic linear systems with missing measurements based on the innovation analysis method, where different sensors have different missing measurement rates. Compared to local estimators, the proposed centralized fusion estimator has better estimation accuracy. An example shows the effectiveness.

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