Robust fusion algorithms for multichannel stochastic multiplicative disturbance by multisensor observation

Abstract

Summary This article considers robust fusion algorithms for linear system with multichannel stochastic multiplicative disturbance by using projection theorem and projection formula. Based on the centralized and distributed (feedback and no feedback) fusion strategies, we present optimal filtering fusion algorithms, optimal fixed‐interval smoothing fusion algorithms, and fixed‐interval deconvolution fusion algorithms. The methods of projection theorem and projection formula are used to guarantee the optimality of these derived algorithms. The presented algorithms are much less computation burden and higher accuracy than existing state‐of‐the‐art methods. Numerical simulation results including a WSN network model verify the proposed algorithms.