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Please use this identifier to cite or link to this item: http://hdl.handle.net/10481/47384

Title: Fusion Estimation from Multisensor Observations with Multiplicative Noises and Correlated Random Delays in Transmission
Authors: Caballero-Águila, R.
Hermoso-Carazo, Aurora
Linares-Pérez, Josefa
Issue Date: 4-Sep-2017
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.
Sponsorship: This research is supported by Ministerio de Economía y Competitividad and Fondo Europeo de Desarrollo Regional FEDER (grant No. MTM2014-52291-P).
Publisher: MDPI
Keywords: Fusion estimation
Sensor networks
Random parameter matrices
Multiplicative noises
Random delays
URI: http://hdl.handle.net/10481/47384
ISSN: 2227-7390
Citation: Caballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J. Fusion Estimation from Multisensor Observations with Multiplicative Noises and Correlated Random Delays in Transmission. Mathematics, 5(3): 45 (2017). [http://hdl.handle.net/10481/47384]
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