Second Order Statistics Analysis and Comparison between Arithmetic and Geometric Average Fusion

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Hauptverfasser: Li, Tiancheng, Fan, Hongqi, Herrero, Jesús G., Corchado, Juan M
Format: Preprint
Veröffentlicht: 2019
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author Li, Tiancheng
Fan, Hongqi
Herrero, Jesús G.
Corchado, Juan M
author_facet Li, Tiancheng
Fan, Hongqi
Herrero, Jesús G.
Corchado, Juan M
contents Two fundamental approaches to information averaging are based on linear and logarithmic combination, yielding the arithmetic average (AA) and geometric average (GA) of the fusing initials, respectively. In the context of target tracking, the two most common formats of data to be fused are random variables and probability density functions, namely $v$-fusion and $f$-fusion, respectively. In this work, we analyze and compare the second order statistics (including variance and mean square error) of AA and GA in terms of both $v$-fusion and $f$-fusion. The case of weighted Gaussian mixtures representing multitarget densities in the presence of false alarms and misdetection (whose weight sums are not necessarily unit) is also considered, the result of which appears significantly different from that for a single target. In addition to exact derivation, exemplifying analysis and illustrations are provided.
format Preprint
id arxiv_https___arxiv_org_abs_1901_08015
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle Second Order Statistics Analysis and Comparison between Arithmetic and Geometric Average Fusion
Li, Tiancheng
Fan, Hongqi
Herrero, Jesús G.
Corchado, Juan M
Systems and Control
Multiagent Systems
Statistics Theory
Two fundamental approaches to information averaging are based on linear and logarithmic combination, yielding the arithmetic average (AA) and geometric average (GA) of the fusing initials, respectively. In the context of target tracking, the two most common formats of data to be fused are random variables and probability density functions, namely $v$-fusion and $f$-fusion, respectively. In this work, we analyze and compare the second order statistics (including variance and mean square error) of AA and GA in terms of both $v$-fusion and $f$-fusion. The case of weighted Gaussian mixtures representing multitarget densities in the presence of false alarms and misdetection (whose weight sums are not necessarily unit) is also considered, the result of which appears significantly different from that for a single target. In addition to exact derivation, exemplifying analysis and illustrations are provided.
title Second Order Statistics Analysis and Comparison between Arithmetic and Geometric Average Fusion
topic Systems and Control
Multiagent Systems
Statistics Theory
url https://arxiv.org/abs/1901.08015