This paper provides two computationally effective fusion estimation algorithms. The first algorithm is based on Cholesky factorization of a cross-covariance block matrix. This algorithm has low computational complexity and is equivalent to the standard composite fusion estimation algorithm as well. The second algorithm is based on a special approximation scheme for local cross-covariances. Such approximation is useful to compute matrix weights for fusion estimation in a multidimensional-multisensor environment. Subsequent computational analysis of the proposed fusion algorithms is presented with corresponding examples showing the low computational complexities of the new fusion estimation algorithms.
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.Copyright © 2010
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