Performance Evaluation of Distributed Linear Regression Kalman Filtering Fusion

This article studies the performance evaluation of distributed linear regression Kalman filtering fusion for nonlinear systems. Sufficient conditions are established for the convergence of the centralized fusion (CF) under the assumption of bounded estimation error covariance, and a measure of performance is derived from the convergence conditions. By the performance analysis, it can be found that the CF has a better performance than the distributed fusion with feedback, especially at the beginning of the estimation. Moreover, the performance of the local estimator can be improved by receiving the fused estimate from the fusion center, which is different from the fusion estimation in linear systems. Finally, by simulations of a target tacking example, the comparisons of the centralized fusion and the distributed fusion with and without feedback are presented to show the accuracy of the performance analysis.