⛳️ Overlapping Covariance Intersection

💡 Description

This repository is part of the work

L. Pedroso, P. Batista, and W.P.M.H. Heemels, "Overlapping Covariance Intersection: Fusion with Partial Structural Knowledge of Correlation from Multiple Sources", 2026, arXiv preprint arXiv:2603.16768. doi.org/10.48550/arXiv.2603.16768

If you use this repository, please reference the publication above.

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✍🏼 Authors

Leonardo Pedroso1,2
Pedro Batista2
W.P.M.H. (Maurice) Heemels1
1Control Systems Technology section, Department of Mechanical Engineering, Eindhoven University of Technology, The Netherlands
2Institute for Systems and Robotics, Instituto Superior Técnico, Universidade de Lisboa, Portugal

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🚀 Example

An illustrative example of the OCI method is available in the MATLAB live script illustrative_OCI.mlx.

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📞 Contact

This repository code is currently maintained by Leonardo Pedroso (l.pedroso@tue.nl).

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✨ Contributing

The community is encouraged to contribute with

• Suggestions
• Addition of tools

To contribute to this repository

• Open an issue (tutorial on how to create an issue)
• Make a pull request (tutorial on how to contribute to GitHub projects)
• Or, if you are not familiar with GitHub, contact the authors

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📄 License

MIT License

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💥 References

L. Pedroso, P. Batista, and W.P.M.H. Heemels, "Overlapping Covariance Intersection: Fusion with Partial Structural Knowledge of Correlation from Multiple Sources", 2026, arXiv preprint arXiv:2603.16768. doi.org/10.48550/arXiv.2603.16768

@misc{PedrosoBatistaEtAl2025OCI,
  author    = {L. Pedroso and P. Batista and W. P. M. H. Heemels},
  title     = {Overlapping Covariance Intersection: Fusion with Partial Structural Knowledge of Correlation from Multiple Sources},
  year      = {2026},
  note      = {arXiv preprint arXiv:2603.16768},
  doi       = {10.48550/arXiv.2603.16768},
}