Optimal multi-sensor Kalman smoothing fusion for discrete multichannel ARMA signals

Based on the multi-sensor optimal information fusion criterion weighted by matrice s in the linear minimum variance sense,using whi te noise estimators,an optimal fusion distributed Ka lman smoother is given for discrete multi-channel AR MA (autoregressive moving average) signals.The smoothing error cross-covariance matrices between any two sen sors are given for measurement noises.Furthermore,th e fusion smoother gives higher precision than any local smoother does.