Covariance intersection

Covariance intersection is a method used to combine information from different sources. It's like combining two puzzle pieces to create a better picture. That's because when you look at a puzzle, the more pieces you add, the better the picture looks! For example, if you have two different measurements of the same thing, like a temperature taken by two different thermometers, the more measurements you add, the more accurate the final result will be. Covariance intersection takes the pieces of information from different sources and combines them to create a better, more accurate result.