JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE) ›› 2010, Vol. 40 ›› Issue (6): 17-23.

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Multi-sensor optimal information fusion for time-delay systems with multiplicative noise

ZHANG Mei1,3, FU Xiao-ling2, CUI Peng1   

  1. 1. School of Control Science and Engineering, Shandong University, Jinan 250061, China;
    2. Physics Department, Changji University, Changji 831100, China;
    3. School of Information and Electrical Engineering, Shandong Jianzhu University, Jinan 250101, China
  • Received:2010-06-25 Online:2010-12-16 Published:2010-06-25

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Abstract:

The locally optimal predictor and globally optimal linear weighted fusion algorithm were investigated for linear time-delay systems with multiplicative noise. The problem could be transformed into an optimal state estimation problem of a stochastic system with unknown time-varying noises through compensation of fictitious noises. The locally optimal predictor was presented by the reorganized innovation approach and projection theory in Hilbert space, and then the globally optimal linear weighted fusion algorithm was given by solving Riccati-type equations with the same dimension as the sensor subsystems. Compared with the centralized optimal filter by augmentation, the proposed approach could reduce the complex of calculation. A numerical example and its simulation results were given to show the effectiveness of the proposed method.

Key words:  time-delay systems, projection theory, information fusion, fictitious noise

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