Fusion of Gaussian Mixture Models for Maneuvering Target Tracking in the Presence of Unknown Cross‐correlation

The paper addresses the problem of estimation fusion for maneuvering target tracking in the presence of unknown cross‐correlation. To improve the fusion accuracy, two major points are concerned. Firstly, the Interacting multiple model (IMM) estimator is performed for each sensor, and the local estimate is represented by a Gaussian mixture model instead of a Gaussian density to keep more details of the local tracker. Next, a close‐formed solution of fusing two Gaussian mixtures in the Covariance intersection (CI) framework is derived to cope with the unknown cross‐correlation of local estimation errors. Experimental results demonstrate that the proposed approach provides some improvements in the fusion accuracy over the competitive methods.