Multi-sensor optimal distributed weighted Kalman filter fusion over unreliable networks

Abstract

This paper presents the problem of optimal distributed weighted Kalman filter fusion for a class of multi-sensor unreliable networked systems with uncorrelated noises. The distributed multi-sensor data fusion system suffers measurements delay or loss due to unreliability of networked systems with uncorrelated noises. For the addressed model, an optimal local Kalman filter with a finite buffer is derived for each subsystem, which can also be used as a centralized optimal Kalman filter fusion algorithm. Based on the new optimal local Kalman filter, multi-sensor optimal distributed weighted Kalman filter fusion with finite buffers has been developed. Finally, compared with the centralized optimal Kalman filter fusion algorithm, the proposed distributed weighted Kalman filter fusion algorithm developed in this paper has stronger fault-tolerance ability. Simulation results are provided to illustrate the effectiveness of the proposed approaches.