Data fusion for several Kalman filters tracking a single target
D.P. Atherton, J. A. Bather, Asa Briggs · IEE Proceedings - Radar Sonar and Navigation · 2005
The work described in the paper examines the accuracy of the Bar-Shalom formula for computing the fused estimate from two filters tracking a single target and compares it with the optimal least squares estimator. It is shown that the increase in mean square error is small and that the simplicity of the Bar-Shalom formula makes it appropriate to use. Simulation results on its use for fusing estimates from two and three filters are presented.