Robust integrated sequential covariance intersection fusion Kalman filters and their convergence and stability for networked sensor systems with five uncertainties

Abstract

AbstractFor networked sensor systems (NSSs) with hard and soft sensors including five uncertainties, two universal approaches of solving the robust fusion estimation problems are presented. It includes an integrated sequential covariance intersection (SCI) fusion minimax robust Kalman filtering approach with cross‐covariance information and a generalized Lyapunov equation approach with four pairs of Lyapunov equations. Applying them, the robust local and SCI fused time‐varying and steady‐state Kalman filters are presented in the sense that their actual estimation error variances are guaranteed to have the corresponding minimal upper bounds. The equivalent batch SCI fusers are also presented. Their robustness and accuracy relations are proved, and the sensitivity of the SCI fuser with respect to the fused orders of sensors is analyzed. Applying the dynamic error system analysis method and the dynamic variance error system analysis method, a new convergence and absolute asymptotic stability theory of robust fusion Kalman filtering is presented. The classical Kalman filtering convergence and stability theory is developed. Compared with the original covariance intersection fuser, they significantly reduced the computational complexity and burden. Compared with the optimal and conservative SCI fusers, they significantly improved the robust accuracies. They are suitable to deal with asynchronous or random delayed data and are suitable for real‐time applications. A simulation applied to the two‐mass spring damper mechanical system shows their effectiveness.