On combining multidimensional target location ellipsoids

N.M. Blachman (1989) presented a method for combining the two-dimensional target location ellipses using the equation of an ellipse. A method is presented for combining N-dimensional location ellipsoids by using the location covariance matrix. The general result is formulated in simple matrix form. The results presented contain Blachman's results as a special case. Examples for both two and three dimensions are presented.<
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