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

Figure 2

𝑤(𝑡) and optimal fusion white noise smoother 𝑤(𝑡∣𝑡+1), 𝑤^(𝑖)(𝑡∣𝑡+1), 𝑖=𝐼,𝐼𝐼.