Covariance intersection is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown.
Covariance intersection is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown. (en)
Covariance intersection is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown. (en)