Data fusion for multi-structure and unequal-precision estimation

Data fusion for parameter estimation with multi-structure and unequal-precision is considered in this paper. Matrix tools e.g., congruent transformation, trace function and matrix differential, are used to analyze the estimation performance. Theoretical results reveal that: the single equipment estimate, the optimal fusion estimate, and the joint estimate are some special cases of the fusion estimate. Moreover, the precisions of different fusion estimation methods are compared, the relations among which are provided in the following theorems. The performance of the four estimates are validated by the simulation of trajectory calculation for the V-2 missile.