In this paper

an iterative asymptotic unbiased heteroscedastic variance estimation method

suitable for the measurement noise with arbitrary possibility distributions

is presented.The method can estimate the variances of several different measurement noises at the same time.Unlike traditional heteroscedastic variances estimation algorithms

the proposed iterative estimation method can capture and track the vary variances of the measurement noises with less computation while its estimation accuracy is kept.Its application results on multisensor data fusion show that the presented algorithm is advantageous to the estimation stability

computation simplicity

and good robustness.Both the simulation and experiment results verify the effectiveness of the proposed method.