Fused State Estimation of Linear Continuous-time Systems with Multisensor Asynchronous Measurements

Due to the communication delays and the time differences in the fusion systems, there exists the asynchronous multisensor information fusion problem instead of the synchronous one. Firstly the continuous-time system is discretized in the fusion center and all the sensor nodes with different sample intervals, then it is found that the measurement noises are correlated with each other and also correlated with the process noise, though the noises of the corresponding continuous-time system are assumed to be uncorrelated. Finally an asynchronous fusion algorithm is presented for the correlated noises case. The validity of the presented algorithm is proved by the simulation results.