FUSION OF CORRELATED LOCAL ESTIMATES UNDER NON-GAUSSIAN CHANNEL NOISE

N.-V. Nguyen, G. Shevlyakov, and V. Shin

Keywords

Multisensor data fusion, robust estimation, outliers

Abstract

In distributed multisensor fusion, local estimates are communicated to a distant central processor via noisy communication channels. Under Gaussian noise assumption, there exist optimal linear methods solving the problem. In practise, channel noises are often heavytailed non-Gaussian, hence alternative methods should be used to make the fusion estimation robust to outliers. M-estimates are wellknown robust tools, however with considerable correlation of local estimates, fusion accuracy may decrease. A two-stage robust method is proposed to fuse local estimates after a trimming procedure. In experiment, the proposed method outperforms conventional Mestimates, especially with correlation of local estimates.

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