Optimal linear estimation fusion for systems with one-step delays and packet dropouts

This paper considers the distributed optimal (i.e., linear minimum variance) fusion estimation problems for a networked multi-sensor system. In this system, the data transmission is subject to possible random one-step delay and packet dropouts. The results of local estimation have been presented in the literature. The estimation error cross-covariances between local estimates are derived in this paper. By the fusion rule weighted by matrices, the distributed optimal fusion estimators are developed.