Distributed fusion filter for stochastic uncertain system with time-correlated noises and packet dropout compensations
- Resource Type
- Conference
- Authors
- Zhang, Qi; Ma, Jing
- Source
- 2022 41st Chinese Control Conference (CCC) Chinese Control Conference, 2022 41st. :3058-3063 Jul, 2022
- Subject
- Computing and Processing
Robotics and Control Systems
Signal Processing and Analysis
Transportation
Uncertain systems
Uncertainty
Filtering
Simulation
Packet loss
Filtering algorithms
Parallel processing
Time-correlated noise
Packet dropout compensator
Cross-covariance matrix
Distributed fusion filter
- Language
- ISSN
- 1934-1768
In this paper, the distributed fusion filtering problem for stochastic uncertain systems with packet-dropping compen-sation and time-correlated noises is studied. The time-correlated process and measurement noises are described by the first-order Gaussian- Markov process. The uncertainties of model parameters are described by correlated white multiplicative noises. When the sensor measurement signal is lost over network transmission, its one-step prediction is used for compensation. Based on the local filters proposed in the recent literature, the filtering error cross-covariance matrices between any two local filters are derived. Further, a distributed fusion filter weighted by matrices is presented based on the distributed weighted fusion algorithm in the linear minimum variance (LMV) sense. The simulation results verify the effectiveness of the proposed algorithm.