Optimal data fusion in decentralized stochastic unknown input observers

The problem of optimal data fusion in the network of stochastic unknown-input observer, with ensure the state and input signal estimation for dynamic systems under the presence of stochastic disturbance and random measurement noise is considered. Optimal stochastic unknown-input observer design method is proposed and the equations for observer optimal parameters are founded as well as the conditions of steady-state observer existence are established. For the problem of state and input estimates fusion in decentralized stochastic observers the optimal estimates aggregation is obtained.