Multi-sensor Suboptimal Fusion Student's tt Filter

A multi-sensor fusion Student's $t$ filter is proposed for time-series recursive estimation in the presence of heavy-tailed process and measurement noises. Driven from an information-theoretic optimization, the approach extends the single sensor Student's $t$ Kalman filter based on the suboptimal arithmetic average (AA) fusion approach. To ensure computationally efficient, closed-form $t$ density recursion, reasonable approximation has been used in both local-sensor filtering and inter-sensor fusion calculation. The overall framework accommodates any Gaussian-oriented fusion approach such as the covariance intersection (CI). Simulation demonstrates the effectiveness of the proposed multi-sensor AA fusion-based $t$ filter in dealing with outliers as compared with the classic Gaussian estimator, and the advantage of the AA fusion in comparison with the CI approach and the augmented measurement fusion.Comment: 8 pages, 8 figure

Distributed Joint Attack Detection and Secure State Estimation

The joint task of detecting attacks and securely monitoring the state of a cyber-physical system is addressed over a cluster-based network wherein multiple fusion nodes collect data from sensors and cooperate in a neighborwise fashion in order to accomplish the task. The attack detection–state estimation problem is formulated in the context of random set theory by representing joint information on the attack presence/absence, on the system state, and on the attack signal in terms of a hybrid Bernoulli random set (HBRS) density. Then, combining previous results on HBRS recursive Bayesian filtering with novel results on Kullback–Leibler averaging of HBRSs, a novel distributed HBRS filter is developed and its effectiveness is tested on a case study concerning wide-area monitoring of a power network