Automatica, Vol.79, 35-41, 2017
Decentralized data fusion with inverse covariance intersection
In distributed and decentralized state estimation systems, fusion methods are employed to systematically combine multiple estimates of the state into a single, more accurate estimate. An often encountered problem in the fusion process relates to unknown common information that is shared by the estimates to be fused and is responsible for correlations. If the correlation structure is unknown to the fusion method, conservative strategies are typically pursued. As such, the parameterization introduced by the ellipsoidal intersection method has been a novel approach to describe unknown correlations, though suitable values for these parameters with proven consistency have not been identified yet. In this article, an extension of ellipsoidal intersection is proposed that guarantees consistent fusion results in the presence of unknown common information. The bound used by the novel approach corresponds to computing an outer ellipsoidal bound on the intersection of inverse covariance ellipsoids. As a major advantage of this inverse covariance intersection method, fusion results prove to be more accurate than those provided by the well-known covariance intersection method. (C) 2017 Elsevier Ltd. All rights reserved.