Title
Variational Learning Data Fusion With Unknown Correlation
Abstract
This article proposes the problem of joint state estimation and correlation identification for data fusion with unknown and time-varying correlation under the Bayesian learning framework. The considered data correlation is represented by the randomly weighted sum of positive semi-definite matrices, where the random weights depict at least three kinds of unknown correlation across single-sensor measurement components, multisensor measurements, and local estimates. Based on the variational Bayesian mechanism, the joint posterior distribution of the state and weights is derived in a closed-form iterative manner, through minimizing the Kullback–Leibler divergence. The three-case simulation shows the superiority of the proposed method in the root-mean-square error of estimation and identification.
Year
DOI
Venue
2022
10.1109/TCYB.2021.3049769
IEEE Transactions on Cybernetics
Keywords
DocType
Volume
Data fusion,joint estimation and identification,unknown correlation,variational Bayesian
Journal
52
Issue
ISSN
Citations 
8
2168-2267
0
PageRank 
References 
Authors
0.34
27
4
Name
Order
Citations
PageRank
Wanying Zhang100.34
Yan Liang215814.45
Henry Leung31309151.88
Feng Yang4184.42