Optimal Batch Distributed Asynchronous Multisensor Fusion With Feedback

Asynchronous multisensor systems have been widely equipped on various host platforms to meet the requirements of modern navigation campaigns. However, the existing asynchronous fusion algorithms are not efficient in many challenged environments, due to the limitations of communication condition, out-of-sequence observation, and computation affordance. To solve these problems, this paper proposes a batch state asynchronous fusion algorithm with feedback for distributed architecture systems. It is optimal in the sense of minimum mean-squared estimation and its fusion solution is rigorously derived by fully considering the correlations of sequential/cross channels and one-step prediction information. The final fusion solution is straightforward expressed with the combinations of multiple local Kalman filtering estimates outputs during one fusion period. Moreover, no additional interpolation, extrapolation or synchronization procedures are required. Furthermore, to alleviate the computational burden of our proposed algorithm, its approximation form is also given by replacing the weighting matrix by the weighting scalar. Simulations are carried out to illustrate the efficiency and the performance of the proposed algorithm.