Sensor Fusion Methods for Gaussian Mixture Models

Consensus is a popular technique for distributed state estimation. This formulation allows networks of connected agents or sensors to exchange information about the distribution of a set of targets with their immediate neighbors without the need of a centralized node or layer. We present decentralized consensus-based fusion techniques for a system whose target prior estimates are a weighted mixture of Gaussian probability density functions (PDFs) for the following cases: 1) in which all agents have the same a priori Gaussian mixture estimate of the target, and 2) in which agents have different a priori Gaussian mixture estimates of the target. For the second case, we present a formulation that fuses each agent's a priori estimate without using local observations such that each agent's posterior estimate is the same across the network.