Optimal Linear Fusion of Dimension-Reduced Estimates Using Eigenvalue Optimization
Robin Forsling, Zoran Sjanic, Fredrik Gustafsson, Gustaf Hendeby · 2022 25th International Conference on Information Fusion (FUSION) · 2022
Data fusion in a communication constrained sensor network is considered. The problem is to reduce the dimensionality of the joint state estimate without significantly decreasing the estimation performance. A method based on scalar subspace projections is derived for this purpose. We consider the cases where the estimates to be fused are: (i) uncorrelated, and (ii) correlated. It is shown how the subspaces can be derived using eigenvalue optimization. In the uncorrelated case guarantees on mean square error optimality are provided. In the correlated case an iterative algorithm based on alternating minimization is proposed. The methods are analyzed using parametrized examples. A simulation evaluation shows that the proposed method performs well both for uncorrelated and correlated estimates.