The modeling and estimation of asynchronous multirate multisensor dynamic systems

This paper is concerned with the state estimation of a linear dynamic system and the fusion of asynchronous multirate multisensor data. The dynamic system is described at the finest scale with multiple sensors observing a single target independently at different scales with different sampling rates. The main result is that the multiscale measurements are properly formulated, and an optimal recursive fusion algorithm is presented. A numerical example is given to show the feasibility and efficiency of the algorithm.