Track to Track Fusion incorporating Out of Sequence Track based on Information Matrix Fusion

This paper presents the problem of information fusion in a multi-sensor setup of asynchronous sensors with different latencies. This leads to the problem of tracks that have arbitrary arrival time at the fusion center. A solution for the integration of tracks that are temporally out of order is proposed. The proposed algorithm is quite suitable for the track to-track fusion requirements. This solution avoids the complex calculation involved in negating the effect of process noise that influences the estimation accuracy in a track-to-track fusion and also the correlated process noise problem that arises during the integration of out of order track with the global track. Monte Carlo simulations are carried out with different sensor characteristics to study the performance of the algorithm. The result of the algorithm is compared with an optimal filtering benchmark.