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Sensors 2017, 17(5), 1151; doi:10.3390/s17051151

Optimal Fusion Estimation with Multi-Step Random Delays and Losses in Transmission

Dpto. de Estadística, Universidad de Jaén, Paraje Las Lagunillas, 23071 Jaén, Spain
Dpto. de Estadística, Universidad de Granada, Avda. Fuentenueva, 18071 Granada, Spain
Author to whom correspondence should be addressed.
Academic Editors: Xue-Bo Jin, Shuli Sun, Hong Wei and Feng-Bao Yang
Received: 7 April 2017 / Revised: 12 May 2017 / Accepted: 15 May 2017 / Published: 18 May 2017
View Full-Text   |   Download PDF [486 KB, uploaded 18 May 2017]   |  


This paper is concerned with the optimal fusion estimation problem in networked stochastic systems with bounded random delays and packet dropouts, which unavoidably occur during the data transmission in the network. The measured outputs from each sensor are perturbed by random parameter matrices and white additive noises, which are cross-correlated between the different sensors. Least-squares fusion linear estimators including filter, predictor and fixed-point smoother, as well as the corresponding estimation error covariance matrices are designed via the innovation analysis approach. The proposed recursive algorithms depend on the delay probabilities at each sampling time, but do not to need to know if a particular measurement is delayed or not. Moreover, the knowledge of the signal evolution model is not required, as the algorithms need only the first and second order moments of the processes involved. Some of the practical situations covered by the proposed system model with random parameter matrices are analyzed and the influence of the delays in the estimation accuracy are examined in a numerical example. View Full-Text
Keywords: recursive fusion estimation; sensor networks; random parameter matrices; random delays; packet dropouts recursive fusion estimation; sensor networks; random parameter matrices; random delays; packet dropouts

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Caballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J. Optimal Fusion Estimation with Multi-Step Random Delays and Losses in Transmission. Sensors 2017, 17, 1151.

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