Computationally Efficient Multisensor Fusion Estimation Algorithms
Seokhyoung Lee, Vladimir I. Shin · Journal of Dynamic Systems Measurement and Control · 2010
This paper provides two computationally effective fusion estimation algorithms. The first algorithm is based on Cholesky factorization of a cross-covariance block matrix. This algorithm has low computational complexity and is equivalent to the standard composite fusion estimation algorithm as well. The second algorithm is based on a special approximation scheme for local cross-covariances. Such approximation is useful to compute matrix weights for fusion estimation in a multidimensional-multisensor environment. Subsequent computational analysis of the proposed fusion algorithms is presented with corresponding examples showing the low computational complexities of the new fusion estimation algorithms.