Date Added: Oct 2012
A minimax estimation fusion in distributed multi-sensor systems is proposed, which aims to minimize the worst-case squared estimation error when the cross-covariances between local sensors are unknown and the normalized estimation errors of local sensors are norm bounded. The proposed estimation fusion is called as the Chebyshev Fusion Estimation (CFE) because its geometrical interpretation is in coincidence with the Chebyshev center, which is a nonlinear combination of local estimates. Theoretically, the CFE is better than any local estimator in the sense of the worst-case squared estimation error and is robust to the choice of the supporting bound. The simulation results illustrate that the proposed CFE is a robust fusion in localization and tracking and more accurate than the previous Covariance Intersection (CI) method.