Ellipsoidal Fusion Estimation for Multisensor Dynamic Systems With Bounded Noises

Abstract

This paper considers the set membership fusion estimation problem for the general multisensor dynamic systems with unknown but bounded noises. In order to achieve the ellipsoidal fusion formulae, we divide the set membership filter problem into two steps: the prediction step and the fusion update step. The proposed method has the following nice properties. First, each step can be converted into a semidefinite programming problem, which can be efficiently computed. Second, part-analytical formulae of the shape matrix and the center of the bounding ellipsoid can be derived by using a decoupled technique, which can significantly reduce the computational complexity. Moreover, the relationship between the fusion center and local sensors can be clearly revealed based on the ellipsoidal fusion formula. Finally, it is interesting that the ellipsoidal fusion formula is similar in form to the classic mean-squared error filter fusion, although they are of the different optimization frameworks. However, the fusion weights of the information matrix provided by the different sensors are different and the optimal fusion weights can be calculated by solving a convex optimization problem. A typical numerical example in target tracking demonstrates the effectiveness of the proposed centralized and distributed fusion formula.