Weighted Fusion Robust Steady-State Kalman Filters for Multisensor System with Uncertain Noise Variances

Table 2

The accuracy comparison of local and fused robust Kalman filters.

tr𝑃1	tr𝑃2	tr𝑃3	tr𝑃𝑚	tr𝑃𝑑	tr𝑃𝑠	tr𝑃^∗CI, tr𝑃CI
0.5538	0.5245	0.4952	0.1942	0.2212	0.2725	0.4022, 0.2360
tr𝑃1	tr𝑃2	tr𝑃3	tr𝑃𝑚	tr𝑃𝑑	tr𝑃𝑠	tr𝑃CI
0.4465	0.3815	0.4069	0.1485	0.1711	0.2131	0.1817
tr𝑃^(0)	tr𝑃^(0)	tr𝑃^(1)=tr𝑃^(2)	tr𝑃^(1)=tr𝑃^(2)
0.1795	0.1367	0.1795	0.1367