Multi-sensor information fusion filtering for delayed nonlinear stochastic singular systems with packet disorders

The fusion filtering problem is investigated for a class of time-varying nonlinear singular systems with packet disorders (PDs). The key idea is to transfer the original singular systems with multiple sensors to full-order augmented nonsingular systems by utilizing the matrix transformation method. The phenomenon of PDs accompanied with random transmission delays (RTDs) is considered, which exists in the channel from sensor to filter. A set of independent and identically distributed random variables obeying known probability distribution are introduced to model the RTDs. A centralized fusion filter is designed, which employs the rounding function of the mathematical expectation of the RTDs. Furthermore, the nonlinear function is linearized by utilizing the method of Taylor series expansion. Then, the desired upper bounds of the estimation error covariance are guaranteed and then locally minimized through appropriately designing the corresponding filter gains. Finally, a numerical example with comparisons is carried out to verify the feasibility of the proposed fusion filtering method.