Adaptive federated filter for multi-sensor nonlinear system with cross-correlated noises

This paper presents an adaptive approach to the federated filter for multi-sensor nonlinear systems with cross-correlations between process noise and local measurement noise. The adaptive Gaussian filter is used as the local filter of the federated filter for the first time, which overcomes the performance degradation caused by the cross-correlated noises. Two kinds of adaptive federated filters are proposed, one uses a de-correlation framework as local filter, and the subfilter of the other one is defined as a Gaussian filter with correlated noises at the same-epoch, and much effort is made to verify the theoretical equivalence of the two algorithms in the nonlinear fusion system. Simulation results show that the proposed algorithms are superior to the traditional federated filter and Gaussian filter with same-paced correlated noises, and the equivalence between the proposed algorithms and high degree cubature federated filter is also demonstrated.