Robust H/sub /spl infin// decomposed-composed (D-C) state fusion estimation for multisensor system with uncertain correlated measurement covariance

It´s very difficult to obtain the exact covariance matrix of correlated measurement noise in the practical multisensor system. This paper develops the robust filtering by decomposing the measurement system to two parts, designing filters respectively to one part of the real state and composing the two estimates to obtain the final estimate of the real state. The numerical example has shown that the robust H_infin decomposed-composed (D-C) state fusion method outperforms the general robust filter for this special kind of uncertain system