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For the general nonlinear systems, a universal weighted measurement fusion (WMF) algorithm is presented via the Taylor series expansion method. Based on the proposed fusion algorithm and the well-known Unscented Kalman Filter (UKF), the WMF-UKF is presented. It is proven that the proposed WMF-UKF asymptotically approaches to the centralized measurement fusion UKF (CMF-UKF) with the increase of the...
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