Optimal Sequential Fusion Estimation with Communication Delays and Correlated Noises

In this paper, we propose an optimal sequential fusion estimation algorithm for the multi-sensor systems with communication delays and correlated noises. A buffer is introduced to storage the measurements which are delayed. Meanwhile, an orthogonal transformation method is adopted to deal with the correlations between the measurement noises of different sensors. Based on that, a low-dimensional sequential fusion filter is proposed, and the performance of the algorithm is analyzed. The simulation results show the effectiveness of the proposed algorithms.