Abstract:
This letter deals with the problem of track-totrack fusion under unknown correlations. We propose a novel method to construct the correlation terms between tracks from tw...Show MoreMetadata
Abstract:
This letter deals with the problem of track-totrack fusion under unknown correlations. We propose a novel method to construct the correlation terms between tracks from two sensors. We start by showing that the cross-covariance matrix of any two tracks can be expressed as the product of square roots of the tracks' covariance matrices and a contraction matrix. Then, we propose an optimization problem that obtains an estimate of this contraction matrix in a way that the fused track is less conservative than the one obtained by the well-known covariance intersection method but, at the same time, it is conservative in comparison with the optimal track obtained using the exact cross-covariance between the tracks. Through rigorous analysis we demonstrate our new fusion algorithm's properties. We also cast our design optimization problem as a difference of convex (DC) programming problem, which can be solved in an efficient manner using DC programming software solutions. We demonstrate our results through Monte Carlo simulations.
Published in: IEEE Control Systems Letters ( Volume: 2, Issue: 2, April 2018)
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- IEEE Keywords
- Index Terms
- Fusion Method ,
- Unknown Correlation ,
- Optimization Problem ,
- Monte Carlo Simulation ,
- Square Root ,
- Covariance Matrix ,
- Efficient Management ,
- Fusion Algorithm ,
- Optimal Design Problem ,
- Intersection Method ,
- Unbiased ,
- Optimism ,
- Process Model ,
- Numerical Examples ,
- Kalman Filter ,
- Sensor Networks ,
- True State ,
- Positive Definite Matrix ,
- Local Estimates ,
- Unscented Kalman Filter ,
- Matrix Square Root ,
- Local Tracking ,
- Schur Complement ,
- Error Covariance ,
- Fusion Center ,
- Wireless Sensor ,
- Fusion Results ,
- Concave Function ,
- Square Matrix
- Author Keywords
Keywords assist with retrieval of results and provide a means to discovering other relevant content. Learn more.
- IEEE Keywords
- Index Terms
- Fusion Method ,
- Unknown Correlation ,
- Optimization Problem ,
- Monte Carlo Simulation ,
- Square Root ,
- Covariance Matrix ,
- Efficient Management ,
- Fusion Algorithm ,
- Optimal Design Problem ,
- Intersection Method ,
- Unbiased ,
- Optimism ,
- Process Model ,
- Numerical Examples ,
- Kalman Filter ,
- Sensor Networks ,
- True State ,
- Positive Definite Matrix ,
- Local Estimates ,
- Unscented Kalman Filter ,
- Matrix Square Root ,
- Local Tracking ,
- Schur Complement ,
- Error Covariance ,
- Fusion Center ,
- Wireless Sensor ,
- Fusion Results ,
- Concave Function ,
- Square Matrix
- Author Keywords