Set-Membership Information Fusion for Multisensor Nonlinear Dynamic Systems

Abstract: The set-membership information fusion problem is investigated for general multisensor nonlinear dynamic systems. Compared with linear dynamic systems and point estimation fusion in mean squared error sense, it is a more challenging nonconvex optimization problem. Usually, to solve this problem, people try to find an efficient or heuristic fusion algorithm. It is no doubt that an analytical fusion formula should be much significant for rasing accuracy and reducing computational burden. However, since it is a more complicated than the convex quadratic optimization problem for linear point estimation fusion, it is not easy to get the analytical fusion formula. In order to overcome the difficulty of this problem, two popular fusion architectures are considered: centralized and distributed set-membership information fusion. Firstly, both of them can be converted into a semidefinite programming problem which can be efficiently computed, respectively. Secondly, their analytical solutions can be derived surprisingly by using decoupling technique. It is very interesting that they are quite similar in form to the classic information filter. In the two analytical fusion formulae, the information of each sensor can be clearly characterized, and the knowledge of the correlation among measurement noises across sensors are not required. Finally, multi-algorithm fusion is used to minimize the size of the state bounding ellipsoid by complementary advantages of multiple parallel algorithms. A typical numerical example in target tracking demonstrates the effectiveness of the centralized, distributed, and multi-algorithm set-membership fusion algorithms. In particular, it shows that multi-algorithm fusion performs better than the centralized and distributed fusion.