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H∞ information fusion filtering for discrete-time systems with time-delay sensors

This paper is concerned with H∞ information fusion filtering for discrete-time systems with time-delay sensors based on re-organization of innovation. The key technique applied for deriving the filter is the ro-organized innovation analysis approach in Krein space. The H∞ filter is given in terms of solutions of Riccati matrix differential equations. It is the first time to present the result of H∞ information fusion for linear discrete-time systems with delayed sensors. In the fusion center, It only requires computing scalar weights, so the calculation burden can be reduced. while this method does not requires that the parameters of the system and the statistics of the noises are assumed to be known exactly. Thus the proposed approach is much more computational attractive.