The mathematical and physical properties of an algorithm for hierarchical fusion proposed in [1] are studied in this paper. First
the concepts for innovation and gain of fusing tracks are proposed. Second
their mathematical and physical properties are analyzed and proved.Final
we show that the hierarchical fusion estimate is a linear
unbiased
minimum variance estimate based on filter and prediction of each sensor. These properties reveal the essence of the hierarchical fusion eseianate in [1] and have of great value for solving problem on multisensor multitarget.