The Effect of the Common Process Noise on the Two-Sensor Fused-Track Covariance

This note deals with the effect of the common process noise on the fusion (combination) of the state estimates of a target based on measurements obtained by two different sensors. This problem arises in a multisensor environment where each sensor has its information processing (tracking) subsystem. In the case of an ?-? tracking filter the effect of the process noise is that, over a wide range of its variance, the uncertainty area corresponding to the fused estimates is about 70 percent of the single-sensor uncertainty area as opposed to 50 percent obtained if the dependence is ignored.