Optimal distributed Kalman filtering fusion for multirate multisensor dynamic systems with correlated noise and unreliable measurements

An optimal distributed fusion estimation problem is concerned in this study for a kind of linear dynamic multirate sensors systems with correlated noise and stochastic unreliable measurements. The system is formulated at the finest scale with multiple sensors at different scales observing a common target independently with different sampling rates. The noise between different sensors is relevant, moreover, is also correlated with the system noise. The authors derive the local state estimation algorithms under the circumstance of total reliable measurements and stochastic unreliable measurements occur occasions, and the optimal distributed Kalman filter fusion algorithm, respectively. The authors provide a simulation example to illustrate the effectiveness and feasibility of the proposed algorithm.