一个协方差交集的matlab函数,可以直接调用的函数-Matlab code on intersection of a covariance.The function can be directly called

covariance intersection algorithm

用于分布式数据融合时，两局部估计部分相关时的协方差交叉融合算法，称为分离协方差交叉融合算法。-For distributed data fusion, two local estimated covariance in part related to cross-integration algorithm, called the separation of covariance cross-fusion algorithm.

CI信息融合的算法的经典文献，适合做导航和信息融合的人士参考-Distributed data fusion using iterative covariance intersection