Networked Multisensor Decision and Estimation Fusion

Chapter 7

Robust Estimation Fusion

In Chapters 5 and 6, although various extensions to ideal estimation fusion models have been investigated, the model knowledge required for the estimation and fusion can be always known exactly, and the MSE is still an appropriate optimization criterion. If the uncertainty of model knowledge is ignored, many conventinal estimation results given precise model knowledge may lead to poor performance (see, for instance, Ben-Tal et al. (2009)). However, in many practical applications, the model knowledge may not be ...