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Mathematics 2017, 5(3), 45; https://doi.org/10.3390/math5030045

Fusion Estimation from Multisensor Observations with Multiplicative Noises and Correlated Random Delays in Transmission

1
Department of Statistics, University of Jaén, Paraje Las Lagunillas, 23071 Jaén, Spain
2
Department of Statistics, University of Granada, Avda. Fuentenueva, 18071 Granada, Spain
*
Author to whom correspondence should be addressed.
Received: 20 July 2017 / Revised: 23 August 2017 / Accepted: 29 August 2017 / Published: 4 September 2017
(This article belongs to the Special Issue Stochastic Processes with Applications)
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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. View Full-Text
Keywords: fusion estimation; sensor networks; random parameter matrices; multiplicative noises; random delays fusion estimation; sensor networks; random parameter matrices; multiplicative noises; random delays
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Caballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J. Fusion Estimation from Multisensor Observations with Multiplicative Noises and Correlated Random Delays in Transmission. Mathematics 2017, 5, 45.

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