Abstract
Techniques for optimally mixing the outputs from a pair of Kalman e lters are presented, generalizing previous results. These techniques are derived under the assumption that the designs of the e lters are e xed and cannot be modie ed to support fusion requirements. Conditions for using the optimally fused estimates to periodically reinitialize the Kalman e lters are described. The results are applied to an optimal spacecraft rendezvous problem, and simulated performance results indicate that use of the optimally fused data leads to signie cantly improved robustness to initial target vehicle state errors.
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