  The problem of distributed dynamic state estimation in wireless sensor
networks is studied. Two important properties of local estimates, namely, the
consistency and confidence, are emphasized. On one hand, the consistency, which
means that the approximated error covariance is lower bounded by the true
unknown one, has to be guaranteed so that the estimate is not over-confident.
On the other hand, since the confidence indicates the accuracy of the estimate,
the estimate should be as confident as possible. We first analyze two different
information fusion strategies used in the case of information sources with,
respectively, uncorrelated errors and unknown but correlated errors. Then a
distributed hybrid information fusion algorithm is proposed, where each agent
uses the information obtained not only by itself, but also from its neighbors
through communication. The proposed algorithm not only guarantees the
consistency of the estimates, but also utilizes the available information
sources in a more efficient manner and hence improves the confidence. Besides,
the proposed algorithm is fully distributed and guarantees convergence with the
sufficient condition formulated. The comparisons with existing algorithms are
shown.
