Fig 2 - uploaded by Kostas Daniilidis
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Illustration of the second numerical example. Initial confidence ellipse (black), Maximum likelihood Estimate (MLE) confidence ellipse (gray dashed) for various values of correlation, CI confidence ellipse (green) and RF confidence ellipse (red).
Source publication
This work addresses the problem of fusing two random vectors with unknown cross-correlations. We present a formulation and a numerical method for computing the optimal estimate in the minimax sense. We extend our formulation to linear measurement models that depend on two random vectors with unknown cross-correlations. As an application we consider...
