The cost function of the data fusion process and its application

When the complete data fusion method is used to fuse inconsistent measurements, it is necessary to add to the measurement covariance matrix of each fusing profile a covariance matrix that takes into account the inconsistencies. A realistic estimate of these inconsistency covariance matrices is required for effectual fused products. We evaluate the possibility of assisting the estimate of the inconsistency covariance matrices using the value of the cost function minimized in the complete data fusion. The analytical expressions of expected value and variance of the cost function are derived. Modelling the inconsistency covariance matrix with one parameter, we determine the value of the parameter that makes the reduced cost function equal to its expected value and use the variance to assign an error to this determination. The quality of the inconsistency covariance matrix determined in this way is tested for simulated measurements of ozone profiles obtained in the thermal infrared in the framework of the Sentinel-4 mission of the Copernicus programme. As expected, the method requires sufficient statistics and poor results are obtained when a small number of profiles are being fused together, but very good results are obtained when the fusion involves a large number of profiles.