Estimation fusion of nonlinear cost functions with application to multisensory Kalman filtering

This paper focuses on four fusion algorithms for the estimation of nonlinear cost function (NCF) in a multisensory environment. In multisensory filtering and control problems, NCF represents a nonlinear multivariate functional of state variables, which can indicate useful information of the target systems for automatic control. To estimate the NCF using multisensory information, we propose one centralized and three decentralized estimation fusion algorithms. For multivariate polynomial NCFs, we propose a simple closed-form computation procedure. For general NCFs, the most popular procedure for the evaluation of their estimates is based on the unscented transformation. The effectiveness and estimation accuracy of the proposed fusion algorithms are demonstrated with theoretical and numerical examples.