Abstract
In this paper, the information fusion estimation problem is investigated for a class of multisensor linear systems affected by different kinds of stochastic uncertainties, using both the distributed and the centralized fusion methodologies. It is assumed that the measured outputs are perturbed by one-step autocorrelated and cross-correlated additive noises, and also stochastic uncertainties caused by multiplicative noises and randomly missing measurements in the sensor outputs are considered. At each sampling time, every sensor output is sent to a local processor and, due to some kind of transmission failures, one-step correlated random delays may occur. Using only covariance information, without requiring the evolution model of the signal process, a local least-squares (LS) filter based on the measurements received from each sensor is designed by an innovation approach. All these local filters are then fused to generate an optimal distributed fusion filter by a matrix-weighted linear combination, using the LS optimality criterion. Moreover, a recursive algorithm for the centralized fusion filter is also proposed and the accuracy of the proposed estimators, which is measured by the estimation error covariances, is analyzed by a simulation example.
Highlights
Over the past decades, the use of sensor networks has experienced a fast development encouraged by the wide range of potential applications in many areas, since they usually provide more information than traditional single-sensor communication systems
Many of the existing fusion estimation algorithms are related to conventional systems, where the sensor measured outputs are affected only by additive noises and each sensor transmits its outputs to the fusion center over perfect connections
In this paper, distributed and centralized fusion filtering algorithms have been designed in multi-sensor systems from measured outputs with both multiplicative and additive noises, assuming correlated random delays in transmissions
Summary
The use of sensor networks has experienced a fast development encouraged by the wide range of potential applications in many areas, since they usually provide more information than traditional single-sensor communication systems. Covariance information is used to address the distributed and centralized fusion estimation problems for a class of linear networked stochastic systems with multiplicative noises and missing measurements in the sensor measured outputs, subject to transmission random one-step delays. It is important to note that, even though the state augmentation method has been largely used in the literature to deal with the measurement delays, such method leads to a significant rise of the computational burden, due to the increase of the state dimension In contrast to such approach, the fusion estimators proposed in the current paper are obtained without needing the state augmentation; so, the dimension of the designed estimators is the same as that of the original state, reducing the computational cost compared with the existing algorithms based on the augmentation method.
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