Robust centralized fusion time-varying Kalman filters

This paper deals with the problem of designing robust centralized fusion Kalman filters for the multisensor time-varying system with uncertain noise variances. According to the minimax robust estimation principle, based on the worst-case conservative system with conservative upper bounds of noise variances, applying the unbiased linear minimum variance optimal estimation rule, the robust centralized fusion time-varying Kalman filters are presented. Its robustness is proved by the Lyapunov equation approach. The robust accuracy relations of the local and centralized fused robust time-varying Kalman filters are proved. A simulation example verifies the robustness and robust accuracy relations.