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

Table 2

Comparison of error variance for the local and fused estimators.

𝑡=50	𝑃^1𝑤(𝑡∣𝑡+𝑁)	𝑃^2𝑤(𝑡∣𝑡+𝑁)	𝑃^3𝑤(𝑡∣𝑡+𝑁)	𝑃𝑤(𝑡∣𝑡+𝑁)	𝑃𝑤^(𝐼)(𝑡∣𝑡+𝑁)	𝑃𝑤^(𝐼𝐼)(𝑡∣𝑡+𝑁)
𝑁=0	0.280 86	0.277 50	0.323 76	0.141 17	0.141 17	0.141 17
𝑁=1	0.245 02	0.242 37	0.240 57	0.130 67	0.130 67	0.130 67
𝑁=2	0.233 21	0.230 71	0.219 24	0.126 07	0.126 07	0.126 07
𝑁=3	0.232 14	0.229 63	0.219 13	0.125 09	0.125 09	0.125 09