Multi-sensor weighted fusion suboptimal filter for delayed systems

Based on the optimal weighted fusion estimation algorithm in the linear minimum variance sense, a distributed information fusion suboptimal filter is given for a multi-sensor multi-delay system. The suboptimal estimation error cross-covariance matrix between any two sensor subsystems for the multi-delay system is derived. The proposed distributed suboptimal fusion filter has higher accuracy than any local filter does. Compared with the optimal weighted fusion filter, it has the reduced computational cost. An example shows its effectiveness.