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There are two approaches to the two-sensor track-fusion problem. Y Bar-Shalom and L. Campo (ibid., vol.AES-22, 803-5, Nov. 1986) presented the state vector fusion method, which combines state vectors from the two sensors to form a new estimate while taking into account the correlated process noise. The measurement fusion method or data compression of D. Willner et al. (1976) combines the measurements from the two sensors first and then uses this fused measurement to estimate the state vector. The two methods are compared and an example shows the amount of improvement in the uncertainty of the resulting estimate of the state vector with the measurement fusion method.>
Roecker et al. (Fri,) studied this question.