Sharif Digital Repository

This study deals with the problem of track-to-track fusion in a sensor network when the correlation terms between the estimates of the agents are unknown. The proposed method offers an upper bound for the optimal minimum variance fusion rule through construction of the correlation terms according to an optimisation scheme. In general, the upper bound filter provides an estimate that is more conservative than the optimal estimate generated by the minimum variance fusion rule, while at the same time is less conservative than one obtained by the widely used covariance intersection method. From the geometrical viewpoint, the upper bound filter results in the inscribed largest volume ellipsoid...