QI Wen-Juan Ph.D. candidate in the Department of Automation, Heilongjiang University. Her research interest covers multisensor information fusion, covariance intersection fusion, and robust Kalman filtering. E-mail;dengzili887@163.com ZHANG Peng Ph.D. candidate in the Department of Automation, Heilongjiang University. Her research interest covers multisensor information fusion, self-tuning filtering, and robust Kalman filtering. E-mail:dengzili789@163.com DENG Zi-Li Professor in the Department of Automation, Heilongjiang University. His research interest covers optimal and self-tuning filtering, deconvolution, state estimation, signal processing, identification, modern time-series analysis, multisensor information fusion, and robust Kalman filtering. Corresponding author of this paper. E-mail: dzl@hlju.edu.cn