Kalman filtering for wireless sensor network with multiple multiplicative noises

The paper is concerned with Kalman filtering for wireless sensor network (WSN) with multiple multiplicative noises. Two measurements which are received through two different channels are considered in this system, and some packets are lost independently. Kalman filter for the above system is presented by solving a Lyapunov equation and a Riccati equation. Moreover, the optimal filter for the case of the system with multiple multiplicative noises is also presented. Furthermore, some results for the Lyapunov equation and the Riccati equation are proposed to analyze the performances of the Kalman filters.