Kalman filter update with multiple measurements

Hi.
I have a system which I track using a Kalman filter. In the update step I, however, have multiple measurements from different sensors available with
their respective covariances. Any input on how to take advantage of this in a Kalman filter?
Thanks in advance.
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On Mon, 30 Nov 2009 19:21:47 +0100, Edward Jensen wrote:

If this is the usual Kalman construction and you just follow the normal recipe for it, you should "automatically" get the right weighting for your various sensors -- even if you have redundant sensors each with a different linear combination of the the variables you're measuring.
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On Mon, 30 Nov 2009 13:05:08 -0600, Tim Wescott wrote:

BTW: Telling us what you're up to may help get your more directed answers.
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