A centralized track fusion algorithm that incorporates crosscorrelatio
n between tracks originating from multiple platforms at remote sites i
s described. Remote stations transmit the information contained in the
se track updates to a central station where the tracks are kinematical
ly fused to create composite tracks. It has been established that the
probability distribution of correct track-to-track association can be
improved ii the cross-covariance matrix between the candidate tracks f
or fusion is positive, Necessary and sufficient conditions for positiv
ity were derived and the steady state solution of the cross-covariance
matrix was obtained in terms of the parameters of the candidate track
s to be fused. However, system-theoretic implications of these constra
ints were unclear. We obtain the steady state solution of the cross-co
variance matrix in terms of a line integral. It is shown that evaluati
on of this integral involves inversion of an asymmetric matrix, For fu
sion of tracks created by similar sensors, this matrix is reduced to t
hat of the Schur matrix, which arises in the analysis of steady state
stability of the tracker associated with each sensor. However, for fus
ion of tracks created by dissimilar sensors, the structure of the matr
ix to be inverted is complicated and can not readily be partitioned in
terms of the Schur matrices associated with each tracker. An efficien
t algorithm for the inversion of this matrix is also presented. (C) 19
98 Society of Photo-Optical Instrumentation Engineers.