Unified Finite Horizon H∞ Fusion Filtering for Networked Dynamical System

Abstract

This paper addresses the H∞ fusion filtering problem for networked dynamical systems, where measurements may arrive at fusion center in four different scenes and the fusion center could receive none, one, or multiple measurements in a fusion period. A unified H∞ performance criterion function, which is suitable for different measurement arrival scenes, is designed for the filtering process of networked dynamical systems. Then, the H∞ performance criterion function is described as an indefinite quadratic inequality and solved by a novel noise projection method in Krein space. On this basis, a unified finite horizon H∞ filtering method is proposed for networked dynamical systems. Simulation results are provided to illustrate the correctness and the effectiveness of the theoretical analysis.