Kalman Fixed-Point Smoothing for Wireless Sensor Systems with Multiplicative Noises

The paper focuses on Kalman fixed-point smoothing problem for wireless sensor networks (WSN), where both the state equation and the observation equation are disturbed by multiplicative noises. In addition, there exists packet loss in the observation of the system. The proposed Kalman fixed-point smoother is compared with the other two kinds of smoother, i. e., Kalman fixed-interval smoother and Kalman fixed-lag smoother. The solution to Kalman fixed-point smoother is given by solving Riccati equation and Lyapunov equation based on the projection theorem and innovation analysis. The comparison is given to show the difference between the Kalman fixed-point smoother is compared with the other two kinds of smoother.