Weighted fusion algorithms, which can be applied in the area of multi-sensor data fusion, are advanced based on weighted least square method. A weighted fusion algorithm, in which the relationship between weight coefficients and measurement noise is established, is proposed by giving attention to the correlation of measurement noise. Then a simplified weighted fusion algorithm is deduced on the assumption that measurement noise is uncorrelated. In addition, an algorithm, which can adjust the weight coefficients in the simplified algorithm by making estimations of measurement noise from measurements, is presented. It is proved by emulation and experiment that the precision performance of the multi-sensor system based on these algorithms is better than that of the multi-sensor system based on other algorithms. Weighted fusion algorithms, which can be applied in the area of ​​multi-sensor data fusion, are advanced based on weighted least square method. A weighted fusion algorithm, in which the relationship between weight coefficients and measurement noise is established, is proposed by giving attention to the correlation of measurement noise. Then a simplified weighted fusion algorithm is deduced on the assumption that measurement noise is uncorrelated. In addition, an algorithm, which can adjust the weight coefficients in the simplified algorithm by making estimations of measurement noise from measurements, is presented. It is proved by emulation and experiment that the precision performance of the multi-sensor system based on these algorithms is better than that of the multi-sensor system based on other algorithms.