In this review, we provide a detailed coverage of multi-sensor fusion techniques that use RGB stereo images and a sparse LiDAR-projected depth map as input data to output a dense depth map prediction. We cover state-of-the-art fusion techniques which, in recent years, have been deep learning-based methods that are end-to-end trainable. We then conduct a comparative evaluation of the state-of-the-art techniques and provide a detailed analysis of their strengths and limitations as well as the applications they are best suited for.