Revisiting Split Covariance Intersection: Correlated Components and Optimality

Linear fusion is a cornerstone of estimation theory. Implementing optimal linear fusion requires knowledge of the covariance of the vector of errors associated with all the estimators. In distributed or cooperative systems, the cross-covariance terms cannot be computed, and to avoid underestimating the estimation error, conservative fusions must be performed. A conservative fusion provides a fused estimator with a covariance bound that is guaranteed to be larger than the true, but computationally intractable, covariance of the error. Previous research by Reinhardt \textit{et al.} proved that, if no additional assumption is made about the errors of the estimators, the minimal bound for fusing two estimators is given by a fusion called Covariance Intersection (CI). In distributed systems, the estimation errors contain independent and correlated terms induced by the measurement noises and the process noise. In this case, CI is no longer the optimal method. Split Covariance Intersection (SCI) has been developed to take advantage of the uncorrelated components. This paper extends SCI to also take advantage of the correlated components. Then, it is proved that the new fusion provides the optimal conservative fusion bounds for two estimators, generalizing the optimality of CI to a wider class of fusion schemes. The benefits of this extension are demonstrated in simulations.

Split Covariance Intersection with Correlated Components for Distributed Estimation

This paper introduces a new conservative fusion method to exploit the correlated components within the estimation errors. Fusion is the process of combining multiple estimates of a given state to produce a new estimate with a smaller MSE. To perform the optimal linear fusion, the (centralized) covariance associated with the errors of all estimates is required. If it is partially unknown, the optimal fusion cannot be computed. Instead, a solution is to perform a conservative fusion. A conservative fusion provides a gain and a bound on the resulting MSE matrix which guarantees that the error is not underestimated. A well-known conservative fusion is the Covariance Intersection fusion. It has been modified to exploit the uncorrelated components within the errors. In this paper, it is further extended to exploit the correlated components as well. The resulting fusion is integrated into standard distributed algorithms where it allows exploiting the process noise observed by all agents. The improvement is confirmed by simulations.

Pseudorange Rigidity and Solvability of Cooperative GNSS Positioning

Global Navigation Satellite Systems (GNSS) are a widely used technology for positioning and navigation. GNSS positioning relies on pseudorange measurements from satellites to receivers. A pseudorange is the apparent distance between two agents deduced from the time-of-flight of a signal sent from one agent to the other. Because of the lack of synchronization between the agents' clocks, it is a biased version of their distance. This paper introduces a new rigidity theory adapted to pseudorange measurements. The peculiarity of pseudoranges is that they are asymmetrical measurements. Therefore, unlike other usual rigidities, the graphs of pseudorange frameworks are directed. In this paper, pseudorange rigidity is proved to be a generic property of the underlying undirected graph of constraints. The main result is a characterization of rigid pseudorange graphs as combinations of rigid distance graphs and connected graphs. This new theory is adapted for GNSS. It provides new insights into the minimum number of satellites needed to locate a receiver, and is applied to the localization of GNSS cooperative networks of receivers. The interests of asymmetrical constraints in the context of formation control are also discussed.