Patent Document ID: 20030204382
Application ID: 10132309
Patent Flag: 0

Claim One:
1. A method for producing a fused signal from a set of n>1 signals, each element i, 1&lE;i&lE;n, of which contains information defining a vector a i representing the estimated mean state of a physical system and a covariance matrix A i &equals; 52 1 ω i &it; A i1 + A i2 i between 0 and 1, inclusive, where the covariance matrix A i2 underestimates the expected squared error in the said vector that is known to be statistically independent of the errors in the remaining n−1 signals, comprising: forming a fused signal that can be represented as a mean vector c and covariance C defined mathematically by: 53 C - 1 = &Sum; i = 1 n &it; &it; H i T &af; ( 1 ω i &it; A i1 + A i2 ) - 1 &it; H c = C &it; &Sum; i = 1 n &it; &it; H i T &af; ( 1 ω i &it; A i1 + A i2 ) - 1 &it; a i where any summand of the above summations containing &ohgr; i &equals;0 is defined to be zero and each matrix H i defines the transformation from the coordinate frame of signal i to the coordinate frame of the fused signal, and the set of real-valued numbers, &ohgr; 1,..., &ohgr; n, sum to one and are computed using an optimization algorithm to minimize some measure of the size of the fused covariance matrix C; transmitting a signal derived from the fused signal.