Weighted Measurement Fusion White Noise Deconvolution Filter with Correlated Noise for Multisensor Stochastic Systems

Figure 1

𝑤(𝑡) and optimal fusion white noise filter 𝑤(𝑡∣𝑡), 𝑤^(𝑖)(𝑡∣𝑡), 𝑖=𝐼,𝐼𝐼.