Some Results on Generalized Ellipsoid Intersection Fusion

Hanning Tang, Haiqi Liu, Bing Liu, Xiaojing Shen, Pramod K. Varshney

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper generalizes the ellipsoid intersection method to fuse the probability density functions. The generalized ellipsoid intersection method is the log-linear combination of regularized probability density functions and it is equivalent to the weighted Kullback-Leibler average of regularized probability density functions. In the Gaussian case, the generalized ellipsoid intersection method is equivalent to the ellipsoid intersection method and the determinant of the covariance of the probability density function fused by the generalized ellipsoid intersection method is smaller than that of the generalized covariance intersection method. Two optimization criteria for the choice of fusion weights have been suggested. One is the minimization of the Shannon information of the fused density function. Another criterion is the regularized Chernoff information. These two criteria have lower computation complexity than minimizing the determinant of the fused covariance. Numerical examples demonstrate that the generalized ellipsoid intersection method has lower Shannon information and higher Chernoff information than the generalized covariance intersection method.

Original languageEnglish (US)
Title of host publicationFUSION 2019 - 22nd International Conference on Information Fusion
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9780996452786
StatePublished - Jul 2019
Event22nd International Conference on Information Fusion, FUSION 2019 - Ottawa, Canada
Duration: Jul 2 2019Jul 5 2019

Publication series

NameFUSION 2019 - 22nd International Conference on Information Fusion

Conference

Conference22nd International Conference on Information Fusion, FUSION 2019
CountryCanada
CityOttawa
Period7/2/197/5/19

Keywords

  • Multisensor fusion
  • covariance intersection
  • ellipsoid intersection
  • generalized covariance intersection
  • generalized ellipsoid intersection

ASJC Scopus subject areas

  • Information Systems
  • Instrumentation

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  • Cite this

    Tang, H., Liu, H., Liu, B., Shen, X., & Varshney, P. K. (2019). Some Results on Generalized Ellipsoid Intersection Fusion. In FUSION 2019 - 22nd International Conference on Information Fusion [9011311] (FUSION 2019 - 22nd International Conference on Information Fusion). Institute of Electrical and Electronics Engineers Inc..