Multisensor Out of Sequence Data Fusion for Estimating the State of Discrete Control Systems

The fusion center of a complex control system estimates its state with the information provided by different sensors. Physically distributed sensors, communication networks, pre-processing algorithms, multitasking, etc, introduce non-systematic delays in the arrival of information to the fusion center, making the information available out-of-sequence (OOS). For real-time control systems, the state has to be efficiently estimated with all the information received so far. So, several solutions of the OOS problem for dynamic multiple-input multiple-output (MIMO) discrete control systems traditionally solved by the Kalman filter (KF) have been proposed recently. This paper presents two new streamlined algorithms for the linear and non-linear case. IFAsyn, the linear algorithm, is equivalent to other optimal solutions but more general, efficient and easy to implement. EIFAsyn, the nonlinear one, is a new solution of the OOS problem in the extended KF (EKF) framework.