Abstract: A federated fusion algorithm of joint multi-Gaussian mixture multi-Bernoulli (JMGM-MB) filters is proposed to achieve optimal fusion tracking of multiple uncertain maneuvering targets in a hierarchical structure. The JMGM-MB filter achieves a higher level of accuracy than the multi-model Gaussian mixture MB (MM-GM-MB) filter by propagating the state density of each potential target in the interactive multi-model (IMM) filtering manner. Within the hierarchical structure, each sensor node performs a local JMGM-MB filter to capture survival, newborn, and vanishing targets. A notable characteristic of our algorithm is a master filter running on the fusion node, which can help identify the origins of state estimates and supplement missed detections. The outputs of all filters are associated into multiple groups of single-target estimates. We rigorously derive the optimal fusion of IMM filters and apply it to merge associated single-target estimates. This optimality is guaranteed by the covariance upper-bounding technique, which can truly eliminate correlations among filters. Simulation results demonstrate that the proposed algorithm outperforms the existing centralized and distributed fusion algorithms in linear and heterogeneous scenarios, and the relative weights of the master and local filters can be adjusted flexibly.

Key words: Uncertain maneuvering targets; Joint multi-Gaussian mixture multi-Bernoulli (JMGM-MB) filter; Hierarchical structure; Optimal fusion; Correlations

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