Distributed Fusion Estimators for Multi-Sensor Time-Delay Systems with Correlated Noise

Based on the innovation analysis approach, the estimation error cross-covariance matrices between local estimators based on any two sensors are derived for multi-sensor multi-delay systems with correlated noises. The non-augmented distributed weighted fusion optimal estimators are given based on the optimal weighted fusion estimation algorithm in the linear minimum variance sense. Compared with the local estimator based on single sensor, the distributed fusion estimator has higher accuracy. Compared with the centralized optimal estimator by augmentation, it has the better reliability and avoids the high-dimensional computation and the large space memory due to augmentation though there is the accuracy loss. A simulation example shows its effectiveness.