A federation of data warehouses is understood as a set of data warehouses, which can be processed as a whole in the logic level. Physically, the federation does not gather data into one place. This paper presents a formal framework for data and knowledge processing in data warehouse federations. The management system for a data warehouse federation consists of an user interface enabling presentation of user queries, a program for query decomposition and a program for integrating knowledge coming from different data warehouses as the answers to a user query. We propose a model for query decomposition process and knowledge integration. It contains also the algorithm for knowledge inconstancy processing. This kind of inconsistency often occurs since very often the knowledge extracted from different data warehouses refers to the same subject, but is not consistent.