The optimality for the distributed Kalman filtering fusion with feedback

A rigorous performance analysis is dedicated to the distributed Kalman filt ering fusion with feedback for distributed recursive state estimators of dy namic systems, It is shown that the Kalman filtering track fusion formula w ith feedback is, like the track fusion without feedback, exactly equivalent to the corresponding centralized Kalman filtering formula. Moreover, the s o-called P matrices in the feedback Kalman filtering at both local trackers and fusion center are still the covariance matrices of tracking errors. Al though the feedback here cannot improve the performance at the fusion cente r, the feedback does reduce the covariance of each local tracking error. Th e above results can be extended to a hybrid track fusion with feedback rece ived by a part of the local trackers. (C) 2001 Elsevier Science Ltd. All ri ghts reserved.