Optimal sensor data linear compression in multisensor estimation fusion

When there exists the limitation of communication bandwidth between sensors and a fusion center, one needs to optimally pre-compress sensor outputs -sensor observations or estimates before sensors´ transmission to obtain a constrained optimal estimation at the fusion center in terms of the linear minimum error variance criterion, or when an allowed performance loss constraint exists, one needs to design the minimum communications between sensors and the fusion center, which satisfies some performance loss constraints. This paper answers the above questions by using the matrix decomposition, pseudo-inverse, and eigenvalue techniques.