Unified optimal linear estimation fusion. II. Discussions and examples

Abstract

For pt.I see ibid., p.MOC2 10-17. Several unified optimal estimation/track fusion rules in the sense of best linear unbiased estimation (BLUE) and weighted least squares (WLS) have been presented in pt.I for centralized, distributed, and hybrid fusion architectures. This paper discusses their pros and cons, verifies these rules, and demonstrate via simulation examples how these fusion rules can be used in cases with either complete, incomplete, or no prior information about the estimate (i.e., the quantity to be estimated).