Evaluating hierarchical track fusion with information matrix filter

This paper examines track fusion performance under various degrees of non-deterministicity of the target dynamics, i.e., process noises. There are three approaches to state vector fusion: weighted covariance, information matrix and pseudo-measurement. This paper focuses on performance evaluation of the information matrix form of state vector fusion. Closed form analytical solution of steady state fused covariance for the hierarchical fusion architecture both with and without feedback have been derived. These results provide interesting insight into the mechanism of track fusion and greatly simplify the evaluation of fusion performance. In addition, availability of such a solution facilitates the trade-off studies for designing fusion systems under various operating conditions.