Distributed fusion receding horizon filtering for uncertain linear stochastic systems with time-delay sensors

A new distributed fusion receding horizon filtering problem is investigated for uncertain linear stochastic systems with time-delay sensors. First, we construct a local receding horizon Kalman filter having time delays (LRHKFTDs) in both the system and measurement models. The key technique is the derivation of recursive error cross-covariance equations between LRHKFTDs in order to compute the optimal matrix fusion weights. It is the first time to present distributed fusion receding horizon filter for linear discrete-time systems with delayed sensors. It has a parallel structure that enables processing of multisensory time-delay measurements, so the calculation burden can be reduced and it is more reliable than the centralized version if some sensors turn faulty. Simulations for a multiple time-delays system show the effectiveness of the proposed filter in comparison with centralized receding horizon filter and non-receding versions.