Distributed estimation of non-linear functions of the state vector for multisensory continuous-time linear systems


This study focuses on fusion algorithms for the estimation of a non-linear operate of the state vector in a very multisensory continuous-time stochastic system. The non-linear operate of the state (NFS) represents a non-linear multivariate operate of state variables, that can indicate helpful data of a target system for management. To estimate a NFS using multisensory info, they propose one centralised and three distributed estimation fusion algorithms. For multivariate polynomial functions, they derive a closed-form estimation procedure. In the final case, an unscented transformation is used for evaluation of the fusion estimate of an NFS. The subsequent application of the proposed fusion estimators to a linear stochastic system at intervals a multisensor surroundings demonstrates their effectiveness.

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