State estimation for stochastic time‐varying multisensor systems with multiplicative noises: Centralized and decentralized data fusion

• Published in: Asian journal of control Vol. 21; no. 4; pp. 1547 - 1555
• Main Authors: Rahmani, Mehdi, Abolhasani, Mahdi
• Format: Journal Article
• Language: English
• Published: Hoboken Wiley Subscription Services, Inc 01.07.2019
• Subjects: centralized and decentralized data fusion; Covariance matrix; Data integration; Estimators; Filtration; Multisensor fusion; multisensor systems; regularized least‐squares problem; State estimation; State space models; Tracking systems
• ISSN: 1561-8625; 1934-6093
• DOI: 10.1002/asjc.2103

In this paper, the state estimation problems, including filtering and one‐step prediction, are solved for uncertain stochastic time‐varying multisensor systems by using centralized and decentralized data fusion methods. Uncertainties are considered in all parts of the state space model as multiplica...