Distributed asynchronous measurement system fusion estimation based on inverse covariance intersection algorithm

For state estimation of multi-source asynchronous measurement systems with measurement missing phenomena, this paper proposes a distributed sequential inverse covariance intersection (DSICI) fusion algorithm based on conditional Kalman filtering method. It is mainly divided into synchronized state space module, local filtering module and fusion estimation module. The missing measurements occurring in the system are modelled and described by a set of random variables obeying a Bernoulli distribution. The synchronized state space module uses a state iteration method to synchronize the asynchronous measurement system at the moment of measurement update and it ensures the integrity of the measurement information. The local filtering module uses a conditional Kalman filtering algorithm for filter estimation. The reliability of the local filtering results is guaranteed because the local estimator designs a method to interact information with the domain sensors. The fusion estimation module designs a DSICI fusion algorithm with higher accuracy and satisfying consistency, which fuses the filtering results provided by each sensor when the relevant information between multiple sensors is unknown. Simulation examples demonstrate the excellent performance of the proposed algorithm, with a 33% improvement in accuracy over existing algorithms and an iteration time of less than 3 ms.