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

摘要

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.