Distributed weighted fusion estimation for uncertain networked systems with transmission time-delay and cross-correlated noises

作者：Liu, Li; Yang, Aolei^*; Tu, Xiaowei; Fei, Minrui; Naeem, Wasif

来源：Neurocomputing, 2017, 270: 54-65.

DOI：10.1016/j.neucom.2017.02.095

• Distributed fusion estimation
• Robust Kalman filtering
• Uncertain networked systems
• Transmission time-delay
• Cross-correlated noises

This paper investigates the state estimation issue for uncertain networked systems considering data transmission time-delay and cross-correlated noises. A distributed robust Kalman filtering-based perception and centralized fusion method is proposed to improve the estimation accuracy from perturbed measurement; consequently, reduce the amount of redundant information and alleviate the estimation burden. To describe the transmission time-delay and give rise to cross-correlated and state-dependent noises in the exchange measurement among neighbors, a weighted fusion reorganized innovation strategy is proposed to reduce the computational burden and suppress noise effect. Moreover, to obtain the optimal linear estimate, a fusion estimation approach is used for information collaboration by weighting the error cross-covariance matrices. Finally, an illustrative example is presented to demonstrate the effectiveness and robustness of the proposed method.

• 出版日期2017-12-27
• 单位鲁东大学; 上海大学