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• W2996365280 abstract "Summary In this paper, the weighted fusion robust steady‐state Kalman filtering problem is studied for a class of multisensor networked systems with mixed uncertainties. The uncertainties include same multiplicative noises in system parameter matrices, uncertain noise variances, as well as the one‐step random delay and inconsecutive packet dropouts, which modeled by sequences of Bernoulli variables with different probabilities. By defining a new observation vector and applying the augmented method, the system under study is converted into one with only uncertain noise variances. The sufficient conditions for the existence of steady‐state estimators are given. According to the minimax robust estimation principle, based on the worst‐case subsystems with conservative upper bounds of uncertain noise variances, the robust local steady‐state Kalman estimators (predictor, filter, and smoother) are proposed. Applying the optimal fusion algorithm weighted by matrices and the covariance intersection fusion algorithm, the two kinds of robust fusion steady‐state Kalman estimators are derived in a unified framework. The robustness of the proposed fusion estimators is proved by applying the permutation matrices and the global Lyapunov equations method, such that, for all admissible uncertainties, the actual 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 fusion steady‐state Kalman estimators are proved. An example with application to autoregressive moving average signal processing is proposed, which shows that the robust local and fusion signal estimation problems can be solved by the state estimation problems. Simulation example verifies the effectiveness and correctness of the proposed results." @default.
• W2996365280 created "2019-12-26" @default.
• W2996365280 creator A5017178504 @default.
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• W2996365280 date "2019-12-18" @default.
• W2996365280 modified "2023-10-17" @default.
• W2996365280 title "Weighted fusion robust steady‐state estimators for multisensor networked systems with one‐step random delay and inconsecutive packet dropouts" @default.
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• W2996365280 doi "https://doi.org/10.1002/acs.3076" @default.
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