Robust multi-object sensor fusion with unknown correlations
Robust multi-object sensor fusion with unknown correlations
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DOI：
10.1049/ic.2010.0233
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发表时间：
2010
期刊：
影响因子：
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通讯作者：
Daniel E. Clark;S. Julier;R. Mahler;B. Ristic
中科院分区：
文献类型：
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作者：
Daniel E. Clark;S. Julier;R. Mahler;B. Ristic
融合操作的分布式和分散化是以网络为中心的操作(NCO)的关键，分布式数据融合算法(DDF)已经被开发出来支持它们。这些算法将本地收集的数据与从其他节点传播的状态估计进行融合。如果要实现NCO的全部优势，这些算法应该只利用本地信息：例如，任何单个节点都不应该是必须维护网络整个状态的先知。乌尔曼认为，如果使用次优解，其中许多问题都可以克服，并提出了一种称为协方差交集(CI)的原则性次优算法。CI已被证明是在任意网络中融合数据的一种非常强大和通用的方法，并已被用于无法保持完全相关结构的一系列分布式和其他应用中。然而，CI只利用估计的均值和协方差，而不能利用任何额外的分布信息，例如模式的数量。CI到一般概率分布的推广最先由Mahler提出，并由Hurley独立推导。我们通过考虑多目标后验的具体形式及其一阶矩密度、概率假设密度来研究多目标后验的广义协方差交集，作为确定可处理实现的先决条件。(5页)
Distribution and decentralisation of fusion operations are key to network centric operations (NCOs) and distributed data fusion algorithms (DDF) have been developed to support them. These algorithms fuse data collected locally with state estimates propagated from other nodes. If the full advantages of NCOs are to be realised, these algorithms should exploit local information only: no single node, for example, should be an oracle which must maintain the entire state of the network. Uhlmann argued that many of these could be overcome if suboptimal solutions were used and proposed a principled suboptimal algorithm known as Covariance Intersection (CI). CI has proved to be a very powerful and general method for fusing data in arbitrary networks and has been used in a range of distributed and other applications where full correlation structures cannot be maintained. However, CI only utilizes the mean and covariance of the estimates and cannot exploit any additional distribution information such as the number of modes. The generalisation of CI to general probability distributions was first proposed by Mahler and independently derived by Hurley. We investigate the generalisation Covariance Intersection for multi-object posteriors by considering specific forms of multi-object posterior and their first-order moment densities, Probability Hypothesis Densities, as a prerequisite study for determining tractable implementations. (5 pages)