REDUCED STATE ESTIMATION WITH MULTISENSOR FUSION AND OUT-OF-SEQUENCE MEASUREMENTS

This invention relates to state estimation after processing measurements with time delays from multiple sensors of systems characterized by state variables and by multidimensional parameters, for which the latter are unknown and may vary arbitrarily in time within known physical bounds. If a measurement is time-late, apply the measurement to an out-of-sequence filter that uses a mean square optimization criterion that accounts for measurement errors and said bounding values, as well as the delay time, to optimally produce estimates of the true states of the system. If the measurement is not time-late, apply the measurements to an in-sequence filter that uses a mean square optimization criterion that accounts for measurement errors and said bounding values, to produce estimates of the true states of the system. The estimates are applied to one of (a) making a decision relating to the system, (b) operating a control system, and (c) controlling a process.