An Optimal Data Fusion Algorithm in the Presence of Unknown Cross Covariances
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DOI: 10.1109/tac.2019.2925500
Abstract: This paper presents an optimal data fusion formulation and algorithm in the sense of minimum mean-square error when some or all cross covariances are unknown. This algorithm is generic in that it is capable of… read more here.
Keywords: data fusion; optimal data; unknown cross; cross ... See more keywords