Weighted measurement fusion fractional order Kalman estimator

A weighted measurement fusion fractional order Kalman estimator is presented for the multisensor linear discrete fractional state-space systems with different measurement matrices and uncorrelated noises. It is rigorously proved that the weighted measurement fusion Kalman estimator is numerically identical to the centralized fusion Kalman estimator, so that it has the global optimality. The simulation example for a 3-sensors fractional order system shows its effectiveness.