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Nonlinear Fusion of Multi-Dimensional Densities in Joint State Space

Klumpp, Vesa; Hanebeck, Uwe D.

Abstract:
Nonlinear fusion of multi-dimensional densities is an important application in Bayesian state estimation. In the approach proposed here, a joint density over all considered densities is build, which is then approximated by means of a Dirac mixture density by partitioning the joint state space into regions that are represented by single Dirac components. This approximation procedure depends on the nonlinear fusion model and only areas relevant to this model are considered. The processing in joint state space has advantages, especially when fusing Dirac mixture densities. Within this approach, degeneration can be avoided and even densities without mutual support can be combined. Thus, this approach gives an alternative to multiplication of Dirac mixtures with a likelihood, as used in the particle filter. Furthermore, a nonlinear Bayesian estimator with filter and prediction step can be formulated, which is able to cope with both discrete and continuous densities.

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Volltext §
DOI: 10.5445/IR/1000029060
Seitenaufrufe: 2
seit 07.05.2018
Downloads: 61
seit 10.11.2012
Zugehörige Institution(en) am KIT Institut für Anthropomatik (IFA)
Publikationstyp Proceedingsbeitrag
Jahr 2009
Sprache Englisch
Identifikator urn:nbn:de:swb:90-290601
KITopen-ID: 1000029060
Erschienen in Proceedings of the 12th International Conference on Information Fusion (Fusion 2009). Seattle, Washington, USA, 06.- 09.07.2009
Seiten 2044-2051
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