Performance evaluation for MAP state estimate fusion

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This paper presents a quantitative performance evaluation method for the maximum a posteriori (MAP) state estimate fusion algorithm. Under ideal conditions where data association is assumed to be perfect, it has been shown that the MAP or best linear unbiased estimate (BLUE) fusion formula provides the best linear minimum mean squared estimate (LMMSE) given local estimates under the linear Gaussian assumption for a static system. However, for a dynamic system where fusion is recursively performed by the fusion center on local estimates generated from local measurements, it is not obvious how the MAP algorithm will perform. In the past, several performance evaluation methods have been proposed for various fusion algorithms, including simple convex combination, cross-covariance combination, information matrix, and MAP fusion. However, not much has been done to quantify the steady state behavior of these fusion methods for a dynamic system. The goal of this work is to present analytical fusion performance results for MAP state estimate fusion without extensive Monte Carlo simulations, using an approach developed for steady state performance evaluation for track fusion. Two different communication strategies are considered: fusion with and without feedback to the sensors. Analytic curves for the steady state performance of the fusion algorithm for various communication patterns are presented under different operating conditions. © 2004 IEEE.

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IEEE Transactions on Aerospace and Electronic Systems