Optimal fusion of H_∞ filtering in distributed system

For distributed multi-sensor system,it is critical to optimally fuse the local estimates in the central processor.Distributed Kalman filtering attracts wide attention because it has many advantages of distributed estimation and can reach the performance of central estimation.The optimal fusion formulation for H ∞ filtering in distributed uncertain system is presented,and the performance of the distributed estimation fusion can attain the optimality as same as that of the central estimation is proved.The simulation example shows the effectiveness of the optimal fusion.