Recursive filtering for discrete-time linear systems with fading measurement and time-correlated channel noise

This paper is concerned with the recursive filtering problem for discrete-time linear systems with fading measurement and time-correlated channel noise. The phenomenon of measurement fading appears in a random way and the fading phenomenon for each sensor is described by an individual random variable taking a value in a given interval. The time-correlated channel noise is depicted as a linear system model with white noise. Using the measurement differencing method and some results obtained in this paper, a recursive filtering algorithm for the system under consideration is proposed. The proposed algorithm is optimal in the sense of linear minimum mean-square error and does not increase computation and storage load with time. Computer simulations are carried out to evaluate the performance of the proposed algorithm. (C) 2015 Elsevier B.V. All rights reserved.