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The work presented here deals with estimation fusion of smoothed state estimates. Two problems of fusion for smoothing are considered: fixed point and fixed interval. Optimal linear fusion rules in the sense of the optimal weighted least squares (OWLS) and the linear minimum mean-square error (LMMSE) are obtained. These rules are in recursive forms convenient for implementation. We also propose a more practical method for real-time smoothing, which in essence is fusing smoothed and filtered estimates. Illustrative numerical results are provided to verify the performance and credibility of the fusion rules.
Aerospace and Electronic Systems, IEEE Transactions on (Volume:48 , Issue: 2 )
Date of Publication: APRIL 2012