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Covariance intersection information


Covariance intersection (CI) is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown.[1][2][3][4]

  1. ^ Uhlmann, Jeffrey (1995). Dynamic Map Building and Localization: New Theoretical Foundations (Ph.D. thesis). University of Oxford. S2CID 47808603.
  2. ^ Marques, Sonia (12 November 2007). Covariance intersection algorithm for formation flying spacecraft navigation from RF measurements (PDF). 4 ISLAB workshop.
  3. ^ Julier, Simon J.; Uhlmann, Jeffrey K. (2007). "Using covariance intersection for SLAM". Robotics and Autonomous Systems. 55 (7): 3–20. CiteSeerX 10.1.1.106.8515. doi:10.1016/j.robot.2006.06.011.
  4. ^ Chen, Lingji; Arambel, Pablo O.; Mehra, Raman K. (2002). Fusion under unknown correlation - Covariance intersection as a special case (PDF). International Conference on Information Fusion 2002.

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