Covariance intersection (CI) is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown. == Formulation == Items of information a and b are known and are to be fused into information item c.
Covariance intersection (CI) is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown. == Formulation == Items of information a and b are known and are to be fused into information item c.
Source: Wikipedia "Covariance intersection" · CC BY-SA 4.0
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