Covariance intersection in track-to-track fusion with memory

In several practical applications, an economical processing of multi-sensor data is realised by the fusion of estimates. A very cheap solution, which is also very conservative, is the Covariance Intersection (CI) fusion. Basic information configurations of the estimation system have been inspected by the authors in a preceding paper [1]. This paper provides an extension of the previous discussion to the fusion with memory. It shows that the adding of memory cannot improve the fusions without memory given by partial or full information feedback. Conversely, it shows that the fusion without memory and no information feedback can be in some cases improved by the adding of memory.