Static 1D Fusion: Optimal Inverse-Variance Weighting and Fused Variance
hardnumerical
General
Two independent, unbiased sensors each measure the same constant scalar quantity (e.g., the distance to a wall). Sensor A reports with variance . Sensor B reports with variance . Using the optimal (minimum-variance / maximum-likelihood, inverse-variance-weighted) static fusion of two independent Gaussian estimates, compute the variance of the fused estimate. Give the answer in .
For reference, the fused mean is and the fused variance satisfies .
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