New fusion predictors for linear dynamic systems with different types of observations are proposed. The fusion predictors are formed by summation of the local Kalman filters/predictors with matrix weights depending only on time instants. The relationship between fusion predictors is established. Then, the accuracy and computational efficiency of the fusion predictors are demonstrated on the first-order Markov process and the GMTI model with multisensor environment.

We propose two new multisensory fusion predictors for an arbitrary nonlinear function of the state vector in a discrete-time linear dynamic system. Nonlinear function of the state (NFS) represents a nonlinear multivariate functional of state variables, which can indicate useful information of the target system for automatic control. To estimate the NFS using multisensory information, we propose centralized and decentralized predictors. For multivariate polynomial NFS, we propose an effective closed-form computation procedure for the predictor design. For general NFS, the most popular procedure for the predictor design is based on the unscented transformation. We demonstrate the effectiveness and estimation accuracy of the fusion predictors on theoretical and numerical examples in multisensory environment.

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This paper is concerned with distributed receding horizon prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local receding horizon predictors. The distributed prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The algorithm has the parallel structure and allows parallel processing of observations making it reliable since the rest faultless sensors can continue to the fusion estimation if some sensors occur faulty. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed receding horizon predictor.

Two novel fusion predictors for linear dynamic systems with different types of observations are proposed. They are formed by summing of the local Kalman filters/predictors with matrix weights depending only on time instants. The relationships between them and the optimal Kalman predictor are discussed. High accuracy and computational efficiency of the fusion predictors are demonstrated on the first-order Markov process and the GMTI with multisensor environment.