Some Statistic and Information-theoretic Results On Arithmetic Average Fusion

10/01/2021
by   Tiancheng Li, et al.
0

Finite mixture such as the Gaussian mixture is a flexible and powerful probabilistic modeling tool for representing the multimodal distribution widely involved in many estimation and learning problems. The core of it is representing the target distribution by the arithmetic average (AA) of a finite number of sub-distributions which constitute the mixture. The AA fusion has demonstrated compelling performance for both single-sensor and multi-sensor estimator design. In this paper, some statistic and information-theoretic results are given on the AA fusion approach, including its covariance consistency, mean square error, mode-preservation capacity, mixture information divergence and principles for fusing/mixing weight design. In particular, based on the concept of conservative fusion, the relationship of the AA fusion with the existing covariance union, covariance intersection and diffusion combination approaches is exposed. Linear Gaussian models are considered for illustration.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
11/29/2017

Partial Consensus and Conservative Fusion of Gaussian Mixtures for Distributed PHD Fusion

We propose a novel consensus notion, called "partial consensus", for dis...
research
01/23/2019

Second Order Statistics Analysis and Comparison between Arithmetic and Geometric Average Fusion

Two fundamental approaches to information averaging are based on linear ...
research
02/17/2018

Fusion of finite set distributions: Pointwise consistency and global cardinality

A recent trend in distributed multi-sensor fusion is to use random finit...
research
02/23/2022

Fusion of Probability Density Functions

Fusing probabilistic information is a fundamental task in signal and dat...
research
04/30/2019

Incrementally Learned Mixture Models for GNSS Localization

GNSS localization is an important part of today's autonomous systems, al...
research
07/09/2019

Decentralized Gaussian Mixture Fusion through Unified Quotient Approximations

This work examines the problem of using finite Gaussian mixtures (GM) pr...
research
06/15/2021

Heterogeneous Multi-sensor Fusion with Random Finite Set Multi-object Densities

This paper addresses the density based multi-sensor cooperative fusion u...

Please sign up or login with your details

Forgot password? Click here to reset