Distributed full-order optimal fusion filters and smoothers for discrete-time stochastic singular systems

Jiabing Sun, Chengjin Zhang and Bing Guo

International Journal of Systems Science, 2011, vol. 42, issue 3, 507-516

Abstract: The optimal fusion problem for the state estimation of discrete-time stochastic singular systems is considered. The key idea is to convert a stochastic singular system with multiple sensors and correlated noises into an equivalent group of non-singular systems. Based on the state estimation for each local non-singular system, the optimal full-order filters and smoothers with a three-layer fusion structure are obtained for the original system using the optimal weighted fusion algorithms in the linear minimum variance sense. A simulation example shows that the fusion estimator is better than each local one.

Date: 2011
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DOI: 10.1080/00207721003611649

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