Weighted Measurement Fusion Fractional Order Kalman Filter

A weighted measurement fusion fractional Kalman filter is presented for the multisensor linear discrete fractional state-space systems. It is more universal and practical, which is because the description of fractional order is more accurate than that given by integer order. Compared with centralized fusion Kalman filter, it can reduce the computational burden because of the lower dimension of the measurement vector. It is numerically identical to the centralized fusion Kalman filter, so that it has the global optimality. A simulation example shows its effectiveness.