Kalman fixed-interval and fixed-lag smoothing forwireless sensor systems with multiplicative noises

The paper is dealt with the Kalman (or H₂) fixed-interval and fixed-lag smoothing problem for wireless sensor networks (WSN) with multiplicative noises. Packet loss occurs in the observation equations, and multiplicative noises both occur in the system state equation and the observation equations. The Kalman smoothers which include Kalman fixed-interval smoother and Kalman fixed-lag smoother are given by solving Riccati equations based on projection theorem. The Riccati equations have the same dimension as the system.