Performance analysis for distributed track fusion with feedback

A rigorous performance analysis is dedicated to track fusion with feedback for distributed recursive state estimators of dynamic systems It is shown that the track fusion formula with feedback is, as the track fusion without feedback, exactly equivalent to the corresponding centralized track fusion formula. Moreover, the so called P matrices in the feedback Kalman filtering at both local trackers and fusion center are still the covariance matrices of tracking errors. Although the feedback here cannot improve the performance at the fusion center, the feedback does reduce the covariance of each local tracking error. The above results can be extended to a hybrid track fusion with feedback received by partial local trackers.