Fusion estimation for stochastic uncertain systems with time-correlated rician fading channels. (English) Zbl 1485.93574
Summary: In this article, a fusion estimation scheme is proposed for stochastic uncertain systems with time-correlated fading channels (TFCs). A batch of random variables obeying Gaussian distributions is employed to describe the parameter uncertainties. The sensor communicates with the local filter through a TFC where the evolution of the channel coefficient is characterized by a certain dynamic process with one-step correlated noises. For further analyzing the effects of TFCs, a class of additional variables is first introduced by augmenting the dynamics of channel coefficients and the concerned system. Then, a new group of modified local filters is developed and the unbiasedness of local filters is examined by means of inductive method. Furthermore, the filter gains which minimize the local filtering error covariances are designed for the modified local filters in the simultaneous presence of stochastic uncertainties and TFCs. Subsequently, the cross-covariances among local estimates are computed iteratively and, based on the obtained cross-covariances as well as the unbiased local estimates and their corresponding filtering error covariances, a fusion estimate is obtained by using weighted least square fusion method. Finally, the effectiveness of the proposed fusion estimation scheme is verified by two examples.
MSC:
| 93E10 | Estimation and detection in stochastic control theory |
| 93C41 | Control/observation systems with incomplete information |
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