Robust measurement fusion steady-state estimator design for multisensor networked systems with random two-step transmission delays and missing measurements

Wenqiang Liu, Guili Tao and Chen Shen

Mathematics and Computers in Simulation (MATCOM), 2021, vol. 181, issue C, 242-283

Abstract: In this paper, we study the centralized fusion (CF) and weighted measurement fusion (WMF) robust steady-state Kalman filtering problem for a class of multisensor networked systems with mixed uncertainties including multiplicative noises, two-step random delays, missing measurements, and uncertain noise variances. By using a model transformation approach consisting of augmented approach, de-randomization approach and fictitious noise approach, the original multisensor system under study is converted into a multi-model multisensor system with only uncertain noise variances. By introducing an augmented state vector, and applying the weighted least squares (WLS) algorithm, the CF and WMF systems are obtained. According to the minimax robust estimation principle, based on the worst-case fusion systems with conservative upper bounds of uncertain noise variances, the CF and WMF robust steady-state Kalman estimators (predictor, filter, and smoother) are presented in a unified framework. Their robustness is proved by using a combination method consisting of augmented noise approach, matrix representation approach of quadratic form, and Lyapunov equation approach, the so-called robustness is concerned with the design of a filter such that for all admissible uncertainties, the actual fused steady-state estimation error variances of the estimators are guaranteed to have the corresponding minimal upper bounds. The accuracy relations among the robust local and fused steady-state Kalman estimators are proved. An example with application to autoregressive (AR) signal processing is proposed, which shows that the robust fusion signal estimation problems can be solved by the robust fusion state estimation method. Simulation example shows the effectiveness and correctness of the proposed method.

Keywords: Weighted measurement fusion; Multisensor networked system; Robust steady-state estimators; Two-step random delays; Uncertain noise variances; Minimax robust estimation principle (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378475420303219
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:181:y:2021:i:c:p:242-283

DOI: 10.1016/j.matcom.2020.09.013

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().