Asynchronous fusion of correlated tracks

Consider two sensors tracking a single target and the two tracks of this target, one from each sensor, that are generated For some time, it has been recognized that these two tracks are correlated and that this correlation is due to the common process noise of the target. A MMSE solution has been derived that accounts for this correlation between tracks when fusing tracks from synchronous sensors. Here, synchronous means that the sensors take measurements of the target's position at the same time and that they arrive at the fusion center with no communications delays. This paper extends the previous work in correlated track fusion to include asynchronous sensors, i.e., the sensors do not measure the target's position at the same time, and the possibility of communications delays.