Distributed fusion receding horizon filtering for uncertain linear stochastic systems with time-delay sensors

► Deriving a new distributed fusion receding horizon filtering for uncertain linear stochastic systems with time-delay sensors. ► Derivation of recursive error cross-covariance equations between local receding horizon Kalman filters. ► It has a parallel structure that enables processing of multisensory time-delay measurements. ► Reducing calculation burden. ► It is more reliable than the centralized version if some sensors turn faulty.