Exact update formulae for distributed Kalman filtering and retrodiction at arbitrary communication rates
Wolfgang Koch · 2009
Abstract – Track-to-track fusion aims at combining lo-cally preprocessed information of individual sensors opti-mally, i.e. in a way that is equivalent to fusing all measure-ments of all sensors directly. It is well known that this can be achieved for deterministically moving targets or if the lo-cal sensor tracks produced at all individual scan times are available in the fusion center. Full-rate communication in this sense, however, is impractical in many applications. We thus propose a distributed Kalman-type processing scheme for maneuvering targets, which provides optimal track-to-track fusion results at arbitrarily chosen instants of time by communicating and combining the local sensor ‘tracks ’ re-ferring to this time. Applications can be found in situations with a highly fluctuating connectivity.