Distributed fusion filter for multi-rate multi-sensor systems with multiplicative noises

This paper is concerned with the distributed fusion filtering problem for a class of multi-rate multi-sensor systems with white multiplicative noises. The stochastic dynamic system sampled uniformly. Sampling period of each sensor is uniform and the integer multiple of the state update period. Moreover, different sensors have the different sampling rates. Firstly, the local filters (LFs) at state update points are obtained by smoothing of LFs at measurement sampling points. Then, the corresponding error variance matrices (EVMs) are derived to compute the fusion weights. Finally, the distributed fusion filter is given by the well-known covariance intersection fusion (CIF) algorithm. Simulation research supports the correctness of the proposed results.