Weighted measurement fusion algorithm for nonlinear unscented Kalman filter

For nonlinear systems,based on the Unscented Kalman filter(UKF),the algorithm of the weighted mea-surement fusion UKF is presented by using the weighted least squares(WLS) method.It is proved that the weighted measurement fusion UKF is completely numerically identical to the centralized measurement fusion UKF algorithm;and thus,the measurement fusion UKF has global optimality.A simulation example for the nonlinear systems with two sensors shows the effectiveness of the two measurement fusion UKF and verifies the completely numerically equivalence.