Sensor fusion in estimation algorithms

In a multimodal, system, the growth in the number of possible modal paths makes state estimation difficult. Practical algorithms bound complexity by merging estimates that are conditioned on different modal path fragments. Commonly, the weight given to these local estimates is inversely related to the normalized magnitude of the residuals generated by each local filter. This paper presents a novel dual-sensor estimator that uses a merging formula that is based upon a different function of the residuals. Its performance is contrasted with an estimator using a single sensor and with another dual-sensor algorithm that requires fewer on-line calculations.