Multisensor Distributed Weighted Kalman Filter Fusion With Network Delays, Stochastic Uncertainties, Autocorrelated, and Cross-Correlated Noises.

This paper is concerned with the problem of distributed weighted Kalman filter fusion (DWKFF) for a class of multisensor unreliable networked systems (MUNSs) with correlated noises. The process noise and the measurement noises are assumed to be one-step, two-step cross-correlated, and one-step autocorrelated, and the measurement noises of each sensor are one-step cross-correlated. The stochastic u...