For a new 'common noise' model of fused estimates, the derived bounds show the optimal single fused bound equals Covariance Intersection's, while the whole family of bounds is improved.
Simon, Optimal State Estimation: Kalman, H-infinity, and nonlinear approaches
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Dual Approach to Inverse Covariance Intersection Fusion
For a new 'common noise' model of fused estimates, the derived bounds show the optimal single fused bound equals Covariance Intersection's, while the whole family of bounds is improved.