Recursive Estimation with Uncertain Observations in a Multisensor Environment

There is increasing interest in simultaneously employing multiple sensors in surveillance and search systems. The paper treats the recursive estimation problem with uncertain observations when multiple sensors are used. Discrete-time results are obtained when the observations contain the signal to be estimated with probability one. These results are then extended to the case when the observations may not contain the signal with probability one. The case of partially uncertain observations is also considered.