Table 3.

Kalman Filter Equations for Centralized Fusion.

Time Update Equations		Measurement Update Equations
${\widehat{x}}_k^{-}=A{\widehat{x}}_{k-1}$	(21)	$K_{k,i}=P_k{H}_i^T{R}_{k,i}^{-1}$	(23)
$P_k^{-}=A{P}_{k-1}{A}^T+Q_{k-1}$	(22)	${\widehat{x}}_k={\widehat{x}}_k^{-}+{\displaystyle {\displaystyle \sum }_{i=1}^2}{K}_{k,i}\left[z_{k,i}-H_i{\widehat{x}}_k^{-}\right]$	(24)
		$P_k={(P_k^{-}{}^{-1}+{\displaystyle {\displaystyle \sum }_{i=1}^2}{H}_i^T{R}_{k,i}^{-1}{H}_i)}^{-1}$	(25)