A Consistent Track-to-Track Fusion Method Based on Copula Theory

Kelin Lu, K. C. Chang and Rui Zhou

Mathematical Problems in Engineering, 2016, vol. 2016, 1-9

Abstract:

This paper addresses the problem of distributed fusion when the conditional independence assumptions on sensor measurements or local estimates are not met. A new data fusion algorithm called Copula fusion is presented. The proposed method is grounded on Copula statistical modeling and Bayesian analysis. The primary advantage of the Copula-based methodology is that it could reveal the unknown correlation that allows one to build joint probability distributions with potentially arbitrary underlying marginals and a desired intermodal dependence. The proposed fusion algorithm requires no a priori knowledge of communications patterns or network connectivity. The simulation results show that the Copula fusion brings a consistent estimate for a wide range of process noises.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:3751959

DOI: 10.1155/2016/3751959

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