Distributed fusion filters from uncertain measured outputs in sensor networks with random packet losses

• Sensor networks with transmission random packet dropouts are considered.
• Estimation from outputs with random matrices and correlated noises is addressed.
• Filters are designed at sensors using its information and those from its neighbours.
• The algorithms, based on covariances, are derived using an innovation approach.

This paper addresses the distributed fusion filtering problem for discrete-time random signals from measured outputs perturbed by random parameter matrices and correlated additive noises. These measurements are obtained by a sensor network with a given topology, where random packet dropouts occur during the data transmission through the different network communication channels. The distributed fusion estimation is accomplished in two phases. Firstly, by an innovation approach and using the last observation that successfully arrived if a packet is lost, a preliminary distributed least-squares estimator is designed at each sensor node using its own measurements and those from its neighbors. Secondly, every sensor collects the preliminary filters that are successfully received from its neighbors and fuses this information with its own one to generate the least-squares linear matrix-weighted distributed fusion estimator. The accuracy of the proposed estimators, which is measured by the estimation error covariances, is examined by a numerical simulation example.