Method and System for Combining Sensor Data

A method and system for combining data obtained by sensors, having particular application in the field of navigation systems, are disclosed. The techniques provide significant improvement over state-of-the-art Markovian methods that use statistical noise filters such as Kalman filters to filter data by comparing instantaneous data with the corresponding instantaneous estimates from a model. In contrast, the techniques disclosed herein use multiple time periods of various lengths to process multiple sensor data streams, in order to combine sensor measurements with motion models at a given time epoch with greater confidence and accuracy than is possible with traditional “single epoch” methods. The techniques provide particular benefit when the first and/or second sensors are low-cost sensors (for example as seen in smart phones) which are typically of low quality and have large inherent biases.