Arithmetic Average Density Fusion -- Part II: Unified Derivation for Unlabeled and Labeled RFS Fusion

Abstract: As a fundamental information fusion approach, the arithmetic average (AA) fusion has recently been investigated for various random finite set (RFS) filter fusion in the context of multi-sensor multi-target tracking. It is not a straightforward extension of the ordinary density-AA fusion to the RFS distribution but has to preserve the form of the fusing multi-target density. In this work, we first propose a statistical concept, probability hypothesis density (PHD) consistency, and explain how it can be achieved by the PHD-AA fusion and lead to more accurate and robust detection and localization of the present targets. This forms a both theoretically sound and technically meaningful reason for performing inter-filter PHD AA-fusion/consensus, while preserving the form of the fusing RFS filter. Then, we derive and analyze the proper AA fusion formulations for most existing unlabeled/labeled RFS filters basing on the (labeled) PHD-AA/consistency. These derivations are theoretically unified, exact, need no approximation and greatly enable heterogenous unlabeled and labeled RFS density fusion which is separately demonstrated in two consequent companion papers.