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The problem of state estimation of a continuous-time stochastic process using an Asynchronous Distributed multi-sensor Estimation (ADE) system is considered. The state of a process of interest is estimated by a group of local estimators constituting the proposed ADE system. Each estimator is based, e.g., on a Kalman filter and performs single sensor filtration and fusion of its local results with the results from other/remote processors to compute possibly the best state estimates. In performing data fusion, however, two important issues need to be addressed namely, the problem of asynchronism of local processors and the issue of unknown correlation between asynchronous data in local processors. Both the problems, along with their solutions, are investigated in this paper. Possible applications and effectiveness of the proposed ADE approach are illustrated by simulated experiments, including a non-complete connection graph of such a distributed estimation system.

SUMMARYIn this paper, the problem of state estimation in an asynchronous distributed multi‐sensor estimation (ADE) system is considered. In such an ADE system, the state of a plant of interest is estimated by a group of local estimators. Each local estimator based, for example, on a Kalman filter, performs fusion of data from its local sensor and other (remote) processors to compute possibly best state estimates. In performing data fusion, however, two important issues need to be addressed, namely, the problem of asynchronism of local processors and the one of unknown correlation between asynchronous data in local processors. Consequently, there are two main contributions proposed in this paper. The first is a method to deal with asynchronous discrete‐time data based on a continuous‐time stochastic plant model. The second contribution is an asynchronous distributed data‐fusion algorithm. Simulated experiments illustrate the effectiveness of the proposed ADE approach. Copyright © 2011 John Wiley & Sons, Ltd.

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