Abstract
The Kalman Filter is traditionally viewed as a prediction-correction filtering algorithm. In this work we show that it can be viewed as a Bayesian fusion algorithm and derive it using Bayesian arguments. We begin with an outline of Bayes theory, using it to discuss well-known quantities such as priors, likelihood and posteriors, and we provide the basic Bayesian fusion equation. We derive the Kalman Filter from this equation using a novel method to evaluate the Chapman-Kolmogorov prediction integral. We then use the theory to fuse data from multiple sensors. Vying with this approach is the Dempster-Shafer theory, which deals with measures of “belief”, and is based on the nonclassical idea of “mass” as opposed to probability. Although these two measures look very similar, there are some differences. We point them out through outlining the ideas of the Dempster-Shafer theory and presenting the basic Dempster-Shafer fusion equation. Finally we compare the two methods, and discuss the relative merits and demerits using an illustrative example.
Similar content being viewed by others
References
Blackman S, Popoli R 1999Design and analysis of modern tracking systems (Boston: Artech House)
Blasen E 1998 Decision making in multi-fiscal and multi-monetary policy measurements.Proc. Int. Conf. on Multisource-Multisensor Information Fusion (Fusion ’98) 1: 285–292
Braun J 2000 Dempster-Shafer theory and Bayesian reasoning in multisensor data fusion,Sensor Fusion: Architectures, Algorithms and Applications IV; Proc. SPIE 4051: 255–266
Cooper M, Miller M 1998 Information gain in object recognition via sensor fusion.Proc. Int. Conf. on Multisource-Multisensor Information Fusion (Fusion ’98) 1: 143–148
Cremer F, den Breejen E, Schutte K 1998 Sensor data fusion for anti-personnel land mine detection.Proc. EuroFusion 98 55–60
Debon R, Solaiman B, Cauvin J-M, Peyronny L, Roux C 1999 Aorta detection in ultrasound medical image sequences using Hough transform and data fusion.Proc. 2nd Int. Conf. on Information Fusion (Fusion ’99) 1: 59–66
Debon R, Solaiman B, Roux C, Cauvin J-M, Robazkiewicz M 2000 Fuzzy fusion and belief updating. Application to esophagus wall detection on ultrasound images.Proc. 3rd Int. Conf. on Information Fusion (Fusion 2000) 1: TuC5_17-TuC5_23
Dempster A P 1967 Upper and lower probabilities induced by a multivalued mapping.Ann. Math. Stat. 38: 325–339
Dempster A P 1968 A generalization of Bayesian inference,J. R. Stat. Soc. B 30: 205–247.
Hall D, Garga A 1999 Pitfalls in data fusion (and how to avoid them).Proc. 2nd Int. Conf. on Information Fusion (Fusion ’99) 1: 429–436
Hatch M, Jahn E, Kaina J 1999 Fusion of multi-sensor information from an autonomous undersea distributed field of sensors.Proc. 2nd Int. Conf. on Information Fusion (Fusion ’99) 1: 4–11
Haupt G, Kasdin N, Keiser G, Parkinson B 1996 Optimal recursive iterative algorithm for discrete nonlinear least-squares estimation.J. Guidance, Control Dynam. 19: 643–649
Heifetz M, Keiser G 1999 Data analysis in the gravity probe B relativity experiment.Proc. 2nd Int. Conf. on Information Fusion (Fusion ’99) 2: 1121–1125
Ho Y C 1964 A Bayesian approach to problems in stochastic estimation and control.IEEE Trans. Autom. Control AC-9: 333
Hush D, Horne B 1993 Progress in supervised neural networks: what’s new since Lippman?IEEE Signal Process. Mag. 10(1): 8–39
Kewley D J 1992 Notes on the use of Dempster-Shafer and fuzzy reasoning to fuse identity attribute data, Defence Science and Technology Organisation, Adelaide. Technical memorandum SRL-0094-TM
Kokar M, Bedworth M, Frankel C 2000 A reference model for data fusion systems.Sensor fusion: Architectures, algorithms and applications IV; Proc. SPIE 4051: 191–202
Krieg M L 2002 A Bayesian belief network approach to multi-sensor kinematic and attribute tracking.Proc. Conf. on Information, Decision and Control (IDC2002)
Myler H 2000 Characterization of disagreement in multiplatform and multisensor fusion analysis.Signal processing Sensor fusion, and target recognition IX; Proc. SPIE 4052: 240–248
Rodríguez F, Portas J, Herrero J, Corredera J 1998 Multisensor and ADS data integration for en-route and terminal area air surveillance.Proc. Int. Conf. on Multisource-Multisensor Information Fusion (Fusion ’98) 2: 827–834
Shafer G 1976A mathematical theory of evidence (Princeton, NJ: University Press)
Schwartz S 2000 Algorithm for automatic recognition of formations of moving targets.Sensor fusion: Architectures, algorithms and applications IV; Proc. SPIE 4051: 407–417
Simard M-A, Lefebvre E, Helleur C 2000 Multisource information fusion applied to ship identification for the recognised maritime picture.Sensor fusion: Architectures, algorithms and applications IV; Proc. SPIE 4051: 67–78
Strömberg D 2000 A multi-level approach to sensor management.Sensor fusion: Architectures, algorithms and applications IV; Proc. SPIE 4051: 456–61
Triesch J 2000 Self-organized integration of adaptive visual cues for face tracking.Sensor fusion: Architectures, algorithms and applications IV; Proc. SPIE 4051: 397–406
Viola P, Gilles S 1996 at: http://www-rocq.inria.fr/gilles/IMMMI/immmi.html The report is by Gilles who uses Viola’s work, and is entitled “Description and experimentation of image matching using mutual information”
Watson G, Rice T, Alouani A 2000 An IMM architecture for track fusion.Signal processing, sensor fusion, and target recognition IX; Proc. SPIE 4052: 2–13
Zachary J, Iyengar S 1999 Three dimensional data fusion for biomedical surface reconstruction.Proc. 2nd Int. Conf. on Information Fusion (Fusion ’99) 1: 39–45
Zou Y, Ho Y K, Chua C S, Zhou X W 2000 Multi-ultrasonic sensor fusion for autonomous mobile robots.Sensor fusion: Architectures, algorithms and applications IV; Proc. SPIE 4051: 314–321
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Challa, S., Koks, D. Bayesian and Dempster-Shafer fusion. Sadhana 29, 145–174 (2004). https://doi.org/10.1007/BF02703729
Issue Date:
DOI: https://doi.org/10.1007/BF02703729