Sequential fusion estimation for multisensor multirate systems with measurement outliers

Abstract This paper investigates the suboptimal sequential fusion estimation problem for multisensor multirate networked systems with colored measurement noises under the interference of measurement outliers. The saturation function is used to constrain the innovation polluted by measurement outliers. Due to diverse physical restrictions, the sampling period of the sensor is assumed to be different from the update period of the system state, thereby better reflecting the engineering practice. The lifting technique is used to convert the multirate sampling system into a single‐rate form. By solving the matrix difference equation, an upper bound of the filtering error covariance is obtained, and the filter gain is then derived, which can minimize the upper bound of the error covariance. Finally, a simulation example is given to demonstrate the effectiveness of the proposed sequential fusion method for multirate sampling systems under outlier interference.