Distributed Fusion Estimation with Sensor Gain Degradation and Markovian Delays
García-Ligero Ramírez, María Jesús
Hermoso Carazo, Aurora
Linares Pérez, Josefa
Distributed fusion estimation
Sensor Networks
Gain degradation
Markovian delays
Correlated noises
This paper investigates the distributed fusion estimation of a signal for a class of multi-sensor
systems with random uncertainties both in the sensor outputs and during the transmission connections.
The measured outputs are assumed to be affected by multiplicative noises, which degrade the signal,
and delays may occur during transmission. These uncertainties are commonly described by means of
independent Bernoulli random variables. In the present paper, the model is generalised in two directions:
(i) at each sensor, the degradation in the measurements is modelled by sequences of random variables
with arbitrary distribution over the interval [0, 1]; (ii) transmission delays are described using three-state
homogeneous Markov chains (Markovian delays), thus modelling dependence at different sampling
times. Assuming that the measurement noises are correlated and cross-correlated at both simultaneous
and consecutive sampling times, and that the evolution of the signal process is unknown, we address the
problem of signal estimation in terms of covariances, using the following distributed fusion method. First,
the local filtering and fixed-point smoothing algorithms are obtained by an innovation approach. Then,
the corresponding distributed fusion estimators are obtained as a matrix-weighted linear combination
of the local ones, using the mean squared error as the criterion of optimality. Finally, the efficiency of
the algorithms obtained, measured by estimation error covariance matrices, is shown by a numerical
simulation example.
2021-01-27T12:32:02Z
2021-01-27T12:32:02Z
2020-11-04
info:eu-repo/semantics/article
García-Ligero, M. J., Hermoso-Carazo, A., & Linares-Pérez, J. (2020). Distributed Fusion Estimation with Sensor Gain Degradation and Markovian Delays. Mathematics, 8(11), 1948. [doi:10.3390/math8111948]
http://hdl.handle.net/10481/66077
10.3390/math8111948
eng
http://creativecommons.org/licenses/by/3.0/es/
info:eu-repo/semantics/openAccess
Atribución 3.0 España
Mdpi