Method and device for fusing a plurality of uncertain or correlated data

摘要

Provided is a method for fusing a plurality of data, this method comprising inputting a plurality of N-dimensional uncertain data where N is a natural number not being a zero, representing the inputted plurality of uncertain data in a first form of a data set in a 2N-dimensional extended space, generating a second form of a data set by applying whitening transform WT to the 2N-dimensional extended space, acquiring a first point or first vector through a linear projection to a transformed constraint manifold from the second form of the data set and generating a N-dimensional fused data by applying inverse-whitening transform to the first point or first vector.