Distributed track‐to‐track fusion for non‐linear systems with Gaussian mixture noise

Abstract

The authors propose a distributed state estimation algorithm based on optimal track-to-track fusion for local posteriors in terms of Gaussian mixtures. The track-to-track fusion system is implemented with both parallel and sequential structure based on generalised covariance intersection rule. They obtain the optimal fusion coefficients in a computationally efficient manner via Monte Carlo importance sampling method. The Dirac mixture approximation method is proposed for the computation of arbitrary power of a Gaussian mixture density. The resulting Gaussian mixture fusion rule is analytical and applicable to the multi-sensor case. Numerical examples are presented to demonstrate the performance advantages of the proposed method in comparison with existing track-to-track fusion algorithms.