Centralized H∞ Fusion Filter Design in Multi-Sensor Data Fusion System

Some multi-sensor fusion systems are not asymptotic stable like target tracking system. When using classical H
_∞
filtering theory to design the fusion filter for these systems, there are no feasible solutions to the problem. Applying H
_∞
theory and LMI methods to design the H
_∞
fusion filter for those kind of fusion systems, in which the process and measurement noise have unknown statistic characteristic but bounded power, a new approach is presented in this paper. Finally, an example is given to illustrate the effectiveness of our method.