*2.4. Estimation Fusion*

$$\hat{\mathbf{X}}\_{i}(k+1) = \sum\_{i=1}^{m} \hat{\mathbf{X}}\_{i}(k+1)u\_{i}(k+1) \tag{17}$$

$$P(k+1) = \sum\_{i=1}^{m} u\_i(k+1) \left\{ \mathbf{P}\_{\hat{f}}(k+1) + \left[ \hat{\mathbf{X}}\_i(k+1) - \hat{\mathbf{X}}(k+1) \right] \left[ \hat{\mathbf{X}}\_i(k+1) - \hat{\mathbf{X}}(k+1) \right]^T \right\} \tag{18}$$
