Distributed nonlinear fusion filtering for multi-sensor networked systems with random varying parameter matrix and missing measurements

Abstract

This paper is concerned with the distributed fusion filtering algorithm design problem for multi-sensor nonlinear networked systems (MSNNSs) subject to multiplicative noises, random varying parameter matrix and missing measurements (MMs). In particular, we utilize the Bernoulli random variable with certain statistical features to describe and characterize the MMs phenomenon. By introduce a fictitious noise, the effects from process noise as well as random varying parameter matrix are addressed and a new nonlinear stochastic networked system is obtained. The primary purpose of this paper is to develop a novel fusion filtering scheme of the distributed way and provide the corresponding boundedness evaluation criterion. Firstly, specific upper bounds of filtering error covariance (FEC) are identified and locally minimized at each sampling instant. Subsequently, based on the obtained local filters, a distributed fusion filtering algorithm is designed via adopting the inverse covariance intersection (ICI) fusion idea. Furthermore, the analysis with respect to the upper bound of local FEC is discussed and examined by proposing a sufficient condition under certain constraints regarding the related parameters. Eventually, with the help of the simulation experiments, the usefulness of the proposed fusion filtering algorithm is illustrated.