I. Introduction
In recent years, the distributed filtering problem over sensor networks (SNs) has received extensive attention [1]. Generally speaking, according to the different performance indexes, the relevant research results can be roughly classified into the distributed recursive filtering method [2], distributed H∞ filtering method [3] and distributed set-membership filtering method [4] and so on. Among them, the distributed recursive filtering method has attracted the increasing interest of scholars due to its wide range of applicability, simplicity in operation and real-time implementation. Notice that a single sensor may be affected by environmental conditions and its own limitations, which degrades the resulting estimation accuracy. In order to compensate for this limitation, the multi-sensor fusion technique has been proposed [5]. In particular, the covariance intersection (CI) fusion has attracted much attention with wider range of applications due to the that there is no need to calculate the filtering error cross-covariance [6].