Best fit of mixture for multi-sensor poisson multi-Bernoulli mixture filtering

•We propose a general fusion principle, referred to as “best-fit-of-mixture” (BFoM).•BFoM reveals the relationship between the arithmetic average (AA) fusion and the optimal fusion.•The exact information divergence of the AA relative to the optimal density, as well as its upper bound, is analyzed.•We present a Bayesian model averaging interpretation of the AA fusion.•We propose and demonstrated a computationally efficient AA-fusion-based, the first ever, multi-sensor PMBM filter.