2011
DOI: 10.1007/s00034-011-9313-x
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Decentralized Optimal Fusion Filtering for Multi-Sensor Multi-Delay Singular Systems

Abstract: The optimal fusion problem for the state estimation of discrete-time multisensor multi-delay stochastic singular systems is considered. The key idea is to convert a multi-sensor stochastic singular system into a group of nonsingular systems. Applying projection theory, the state estimation and estimating error variance for each local nonsingular subsystem are derived. After obtaining the estimating error cross-covariance between local subsystems, and using the optimal fusion algorithm in the linear minimum var… Show more

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Cited by 10 publications
(2 citation statements)
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References 21 publications
(24 reference statements)
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“…Besides, when there exist the auto-correlated and cross-correlated noises, a robust distributed weighted Kalman filter fusion method has been presented in [163] for a class of uncertain time-varying systems with stochastic uncertainties without resorting the state augmentation method. By using the projection theory, an optimal fusion algorithm has been given in [164] for a class of multi-sensor stochastic singular systems with multiple state delays and measurement delays.…”
Section: B Distributed Filtering and Fusion For Networked Systems Ovmentioning
confidence: 99%
“…Besides, when there exist the auto-correlated and cross-correlated noises, a robust distributed weighted Kalman filter fusion method has been presented in [163] for a class of uncertain time-varying systems with stochastic uncertainties without resorting the state augmentation method. By using the projection theory, an optimal fusion algorithm has been given in [164] for a class of multi-sensor stochastic singular systems with multiple state delays and measurement delays.…”
Section: B Distributed Filtering and Fusion For Networked Systems Ovmentioning
confidence: 99%
“…For the design of filtering methods, the results corresponding to the transmission delays have not been thoroughly discussed. In the work of Sun et al, 19 the optimal fusion filtering problem has been studied for stochastic singular systems against deterministic distributed observation delays. Moreover, in real‐world applications, the occurrence of observation delays tends to be random.…”
Section: Introductionmentioning
confidence: 99%