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System bounds for multisensor fusion with intermittent observations
A closed form solution for an upper bound to the multi sensor Riccati equation with intermittent observations is derived. This solution is then used as a means to analyse system performance when the message loss process is a function of the number of sensors and to determine a simple analytic closed form method to determine when a message loss process causes a measure of the covariance to decrease as more sensors are added.
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