Unified Finite Horizon H∞ Fusion Filtering for Networked Dynamical System

This paper addresses the 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 performance criterion function, which is suitable for different measurement arrival scenes, is designed for the filtering process of networked dynamical systems. Then, the 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 filtering method is proposed for networked dynamical systems. Simulation results are provided to illustrate the correctness and the effectiveness of the theoretical analysis.