Recursive filtering for discrete-time linear systems with fading measurement and time-correlated channel noise

This paper is concerned with the recursive filtering problem for discrete-time linear systems with fading measurement and time-correlated channel noise. The phenomenon of measurement fading appears in a random way and the fading phenomenon for each sensor is described by an individual random variable taking a value in a given interval. The time-correlated channel noise is depicted as a linear system model with white noise. Using the measurement differencing method and some results obtained in this paper, a recursive filtering algorithm for the system under consideration is proposed. The proposed algorithm is optimal in the sense of linear minimum mean-square error and does not increase computation and storage load with time. Computer simulations are carried out to evaluate the performance of the proposed algorithm.