IFNet: Data-driven multisensor estimate fusion with unknown correlation in sensor measurement noises

In recent years, multisensor fusion for state estimation has gained considerable attention. The effectiveness of the optimal fusion estimation method heavily relies on the correlation among sensor measurement noises. To enhance estimate fusion performance by mining unknown correlation in the data, this paper introduces a novel multisensor fusion approach using an information filtering neural network (IFNet) for discrete-time nonlinear state space models with cross-correlated measurement noises. The method presents three notable advantages: First, it offers a data-driven perspective to tackle uncertain correlation in multisensor estimate fusion while preserving the interpretability of the information filtering. Second, by harnessing the RNN’s capability to manage data streams, it can dynamically update the fusion weights between sensors to improve fusion accuracy. Third, this method has a lower complexity than the state-of-the-art KalmanNet measurement fusion method when dealing with the fusion problem involving a large number of sensors. Numerical simulations demonstrate that IFNet exhibits better fusion accuracy than traditional filtering methods and KalmanNet fusion filtering when correlation among measurement noises is unknown.