论文标题

在高斯情况下,用于多个差异测量重中心的固定点迭代

Fixed-point iterations for several dissimilarity measure barycenters in the Gaussian case

论文作者

D'Ortenzio, Alessandro, Manes, Costanzo, Orguner, Umut

论文摘要

在目标跟踪和传感器融合上下文中,处理大量编码可用信息的高斯密度(多个假设),就像许多传感器受到混乱或多模式噪声的影响一样,请在同一场景上进行测量。在这种情况下,必须实施减少程序,以限制计算负载。在某些情况下,需要将所有可用信息融合到单个假设中,这通常是通过计算集合的barycenter来完成的。但是,这样的计算在很大程度上取决于所选的差异度量,并且通常必须使用数值方法来执行它,因为在少数情况下,可以通过分析计算Barycenter。某些问题,例如对协方差的约束,必须是对称和积极的确定性,使其很难对一组高斯人的重中心进行数值计算。在这项工作中,根据几种差异措施提出了固定点迭代(FPI),以计算重中心,构成了需要特定差异度量的应用中融合/降低高斯集合的有用工具箱。

In target tracking and sensor fusion contexts it is not unusual to deal with a large number of Gaussian densities that encode the available information (multiple hypotheses), as in applications where many sensors, affected by clutter or multimodal noise, take measurements on the same scene. In such cases reduction procedures must be implemented, with the purpose of limiting the computational load. In some situations it is required to fuse all available information into a single hypothesis, and this is usually done by computing the barycenter of the set. However, such computation strongly depends on the chosen dissimilarity measure, and most often it must be performed making use of numerical methods, since in very few cases the barycenter can be computed analytically. Some issues, like the constraint on the covariance, that must be symmetric and positive definite, make it hard the numerical computation of the barycenter of a set of Gaussians. In this work, Fixed-Point Iterations (FPI) are presented for the computation of barycenters according to several dissimilarity measures, making up a useful toolbox for fusion/reduction of Gaussian sets in applications where specific dissimilarity measures are required.

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