Reduced-complexity fusion of multiscale topography and bathymetry data over the Florida coast

The multiscale Kalman smoother (MKS) is a globally optimal estimator for fusing remotely sensed data. The MKS algorithm can be readily parallelized because it operates on a Markov tree data structure. However, such an implementation requires a large amount of memory to store the parameters and estimates at each scale in the tree. This becomes particularly problematic in applications where the observations have very different resolutions and the finest scale data are sparse or aggregated. Such cases commonly arise when fusing data to capture both regional and local structure. In this work, we develop a reduced-complexity MKS algorithm and apply it to the fusion of topographic and bathymetric elevations on the Florida coast.