Optimal dimensionality reduction of sensor data in multisensor estimation fusion

When there exists the limitation of communication bandwidth between sensors and a fusion center, one needs to optimally precompress sensor outputs-sensor observations or estimates before the sensors´ transmission in order 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 dimension of sensor data. This paper will answer the above questions by using the matrix decomposition, pseudo-inverse, and eigenvalue techniques.