Sequential H∞ fusion filtering for multi-sensor linear time-varying systems

In this paper, the problem of sequentially fusion filtering for multi-sensor systems with bounded noise energy is addressed. According to different performance index functions, three different methods of sequential H
^TC
fusion filtering are proposed. Firstly, a sequential H
_∞
fusion filter is given by the intuitivism apprehension of the sequential fusion strategy. Then, two other sequential H
^OT
fusion filters are presented, according to the performance index function of centralized H
_∞
fusion filter, in which, a method equivalent in accuracy to the centralized H
_∞
fusion filter is obtained. Finally, the computer simulation is given to illustrate the effectiveness of the above sequential H
_∞
fusion filters and the equivalence in accuracy of the sequential fusion filter III and the centralized H
_∞
fusion filter.