I'm getting two error variance values from two third-party sensors, and need to multiply these variances with the position state estimates of the target they're tracking. Once that's done, the combined variance has to be sent back to the sensors.
The problem here is, how to get a combined variance? Obviously
(variance1 + variance2)/2 won't work. Is there no practical way to calculate the combined variance if the mean and sample values aren't known?