摘要：This paper focuses on a fusion filtering algorithm for discrete-time systems with time-delays in multisensory environment. Firstly, we define filtering equations shaped by algebraic forms for timedelayed systems, and then we propose a matrix form of filtering equations using block matrices. Secondly, we consider a fusion filtering algorithm for time-delayed systems. The exact cross-covariance equations required for fusion filtering are derived, and these equations are presented by the proposed form of filtering equations. A numerical example demonstrates the accuracy and effectiveness of the proposed fusion filter.
关键词：estimation; time-delay; Kalman filter; data fusion
