Optimal unbiased linear sensor fusion over multiple lossy channels with collective observability

• Main Authors: Wu, Yuchi, Ding, Kemi, Li, Yuzhe, Shi, Ling
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Electrical and electronic engineering; State Estimation; Kalman Filter
• Online Access: https://hdl.handle.net/10356/159376
• Institution: Nanyang Technological University

In this paper, we consider optimal linear sensor fusion for obtaining a remote state estimate of a linear process based on the sensor data transmitted over lossy channels. There is no local observability guarantee for any of the sensors. It is assumed that the state of the linear process is collectively observable. We transform the problem of finding the optimal linear sensor fusion coefficients as a convex optimization problem which can be efficiently solved. Moreover, the closed-form expression is also derived for the optimal coefficients. Simulation results are presented to illustrate the performance of the developed algorithm.