Sensor fusion with irregular sampling and varying measurement delays

In multi-sensor fusion, several sources of information are combined in order to increase the estimation quality for the quantity of interest. This activity finds many applications from tactical missile defense to self-driving cars and the estimation of variables difficult to measure such as analyte concentrations in chemical processes. In industrial applications, it is common to employ laboratory analysis that provide more accurate measurements, but usually at slower rates than software sensors and online analyzers, with significant delays and requiring high involvement of highly skilled personnel as well as involving considerable capital and operational costs. In this context, soft sensors and online analyzers are often introduced in the process to provide more frequent and updated measurements, as additional sources of information for the variables of interest. To take advantage of all these sources, they need to be properly fused. In this article, two fusion schemes are proposed and tested: one version...