Hierarchical fusion robust Kalman filter for clustering sensor network time‐varying systems with uncertain noise variances

For the clustering time‐varying sensor network systems with uncertain noise variances, according to the minimax robust estimation principle, based on the worst‐case conservative system with conservative upper bounds of noise variances, applying the optimal Kalman filtering, the two‐level hierarchical fusion time‐varying robust Kalman filter is presented, where the first‐level fusers consist of the local decentralized robust fusers for the clusters, and the second‐level fuser is a global decentralized robust fuser for the cluster heads. It can reduce the communication load and save energy resources of sensors. Its robustness is proved by the proposed Lyapunov equation method. The concept of robust accuracy is presented, and the robust accuracy relations of the local, decentralized, and centralized fused robust Kalman filters are proved. Specially, the corresponding steady‐state robust local and fused Kalman filters are also presented, and the convergence in a realization between the time‐varying and steady‐state robust Kalman filters is proved by the dynamic error system analysis method. A simulation example shows correctness and effectiveness. Copyright © 2013 John Wiley & Sons, Ltd.