Sequential fusion and state estimation for asynchronous multirate multisensor dynamic systems

A sequential fusion and state estimation algorithm for an asynchronous multirate multisensor dynamic system is presented in this paper. The dynamic system at the finest scale is known. There are multiple sensors observing a single target independently with different sampling rates, and the observations are obtained asynchronously. The present algorithm is shown to be more effective and efficient than the existed methods. Simulations on a radar tracking system with three sensors are done and show the effectiveness of the present algorithm.