Given two estimates of a set of parameters 
and 
and their
covariances, 
, we can combine the two sets of data as follows
with
This method combines the data in the least squares sense, that is
the approximation to the 
stored in the covariance matrices
has been combined directly to give the minimum of the quadratic
form. The method can be rewritten slightly giving
where 
. In this form the method is directly
comparable to the information filter form of the Kalman filter.