There are disclosed techniques for performing data fusion. In one embodiment, the technique comprises: (a) receiving an input; (b) processing the input in accordance with parameters of a stochastic model to derive a state of a stochastic process of the stochastic model, the parameters of the stochastic model previously established during a training period; (c) obtaining a predicted next state of the stochastic process; (d) receiving a next input and processing the next input in accordance with the parameters of the stochastic model to derive a next state of the stochastic process; (e) comparing either (i) the next state and the predicted next state, or (ii) the next input and a predicted next input corresponding to the predicted next state; and (f) if there is a discrepancy between that compared in (e), then using the next input to modify the parameters of the stochastic model.