Distributed estimation fusion with unavailable cross-correlation

The problem of distributed fusion for estimation when the cross-correlation of errors of local estimates is unavailable is addressed. We discuss a general estimation fusion approach for this problemgeneralized convex combination (GCC)and classify various GCC fusion approaches in three categories. We develop three GCC fusion algorithms for the problem under consideration. First, based on a set-theoretic formulation of the problem, we propose a relaxed Chebyshev center covariance intersection (RCC-CI) algorithm to fuse the local estimates. Second, based on an information-theoretic criterion, we develop a fast covariance intersection (IT-FCI) algorithm with weights in a closed form. The proposed RCC-CI and IT-FCI algorithms are characterized by both the local estimates and the mean-square error (MSE) matrices being taken into account. Third, to fuse incoherent local estimates, we propose a fault-tolerant GCC fusion algorithm by introducing an adaptive parameter, which can obtain robust fusion and the degree of robustness varies with that of incoherency between estimates to be fused.