An optimal information fusion criterion weighted by scalars is presented in the linear minimum variance sense. Based on this fusion criterion, a scalar weighting information fusion decentralized Kalman filter is given for discrete time-varying linear stochastic control systems measured by multiple sensors with colored measurement noises, which is equivalent to an information fusion Kalman predictor for systems with correlated noises. It has a two-layer fusion structure with fault tolerant and robust properties. Its precision is higher than that of each local filter. Compared with the fusion filter weighted by matrices and the centralized filter, it has lower precision when all sensors are faultless, but has reduced computational burden. Simulation researches show the effectiveness.
