A New Fusion Estimation Method for Multi-Rate Multi-Sensor Systems with Missing Measurements

Abstract

A new fusion strategy is introduced in this article to estimate state for multi-rate multi-sensor systems with missing measurements. N sensors, which possess various sampling rates, render the measurements. Missing measurements with a certain probability pattern are also investigated. For these types of systems, Multi-rate Kalman filters are designed to estimate a target position at various sampling rates. Next, Ordered Weighted Averaging (OWA) operator is utilized to integrate multi-rate Kalman filters and improve the estimation quality. A new fusion strategy based on a real covariance matrix is introduced for updating the weighting factors, and proof of convergence is granted. Simulation studies on a tracking system verify the superior performance of the proposed fusion strategy in comparison with the Kalman filter, the multi-rate Kalman filters, and also the previous fusion methodology.