Preface |
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xiii | |
Acknowledgment |
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xix | |
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1 | (28) |
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2 | (1) |
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1.2 Core of Fundamental Theory and General Mathematical Ideas |
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3 | (1) |
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1.3 Classical Statistical Decision |
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4 | (7) |
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5 | (3) |
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1.3.2 Neyman-Pearson Decision |
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8 | (1) |
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1.3.2.1 Neyman-Pearson Criterion |
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8 | (2) |
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10 | (1) |
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1.4 Linear Estimation and Kalman Filtering |
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11 | (6) |
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1.5 Basics of Convex Optimization |
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17 | (12) |
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1.5.1 Convex Optimization |
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17 | (1) |
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1.5.1.1 Basic Terminology of Optimization |
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17 | (5) |
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22 | (2) |
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24 | (1) |
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1.5.3.1 5-Procedure Relaxation |
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24 | (2) |
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26 | (3) |
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2 Parallel Statistical Binary Decision Fusion |
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29 | (30) |
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2.1 Optimal Sensor Rules for Binary Decision Given Fusion Rule |
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30 | (15) |
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2.1.1 Formulation for Bayes Binary Decision |
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30 | (1) |
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2.1.2 Formulation of Fusion Rules via Polynomials of Sensor Rules |
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31 | (2) |
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2.1.3 Fixed-Point Type Necessary Condition for the Optimal Sensor Rules |
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33 | (4) |
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2.1.4 Finite Convergence of the Discretized Algorithm |
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37 | (8) |
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45 | (8) |
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2.2.1 Expression of the Unified Fusion Rule |
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45 | (3) |
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48 | (1) |
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48 | (2) |
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50 | (2) |
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52 | (1) |
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2.3 Extension to Neyman---Pearson Decision |
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53 | (6) |
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2.3.1 Algorithm Searching for Optimal Sensor Rules |
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56 | (1) |
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57 | (2) |
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3 General Network Statistical Decision Fusion |
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59 | (104) |
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3.1 Elementary Network Structures |
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60 | (4) |
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60 | (2) |
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62 | (2) |
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3.1.3 Hybrid (Tree) Network |
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64 | (1) |
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3.2 Formulation of Fusion Rule via Polynomials of Sensor Rules |
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64 | (5) |
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3.3 Fixed-Point Type Necessary Condition for Optimal Sensor Rules |
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69 | (2) |
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3.4 Iterative Algorithm and Convergence |
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71 | (3) |
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74 | (10) |
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3.5.1 Unified Fusion Rule for Parallel Networks |
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75 | (3) |
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3.5.2 Unified Fusion Rule for Tandem and Hybrid Networks |
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78 | (1) |
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79 | (1) |
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3.5.3.1 Three-Sensor System |
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80 | (2) |
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3.5.3.2 Four-Sensor System |
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82 | (2) |
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3.6 Optimal Decision Fusion with Given Sensor Rules |
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84 | (12) |
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3.6.1 Problem Formulation |
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85 | (2) |
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3.6.2 Computation of Likelihood Ratios |
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87 | (1) |
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3.6.3 Locally Optimal Sensor Decision Rules with Communications among Sensors |
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88 | (2) |
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90 | (1) |
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3.6.4.1 Two-Sensor Neyman---Pearson Decision System |
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91 | (1) |
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3.6.4.2 Three-Sensor Bayesian Decision System |
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91 | (5) |
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3.7 Simultaneous Search for Optimal Sensor Rules and Fusion Rule |
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96 | (24) |
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3.7.1 Problem Formulation |
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96 | (3) |
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3.7.2 Necessary Conditions for Optimal Sensor Rules and an Optimal Fusion Rule |
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99 | (4) |
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3.7.3 Iterative Algorithm and Its Convergence |
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103 | (7) |
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3.7.4 Extensions to Multiple-Bit Compression and Network Decision Systems |
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110 | (1) |
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3.7.4.1 Extensions to the Multiple-Bit Compression |
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110 | (2) |
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3.7.4.2 Extensions to Hybrid Parallel Decision System and Tree Network Decision System |
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112 | (4) |
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116 | (1) |
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3.7.5.1 Two Examples for Algorithm 3.2 |
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116 | (3) |
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3.7.5.2 An Example for Algorithm 3.3 |
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119 | (1) |
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3.8 Performance Analysis of Communication Direction for Two-Sensor Tandem Binary Decision System |
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120 | (23) |
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3.8.1 Problem Formulation |
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122 | (1) |
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122 | (1) |
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3.8.1.2 Bayes Decision Region of Sensor 2 |
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122 | (5) |
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3.8.1.3 Bayes Decision Region of Sensor 1 (Fusion Center) |
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127 | (1) |
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3.8.2 Bayes Cost Function |
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128 | (1) |
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129 | (11) |
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140 | (3) |
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3.9 Network Decision Systems with Channel Errors |
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143 | (20) |
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3.9.1 Some Formulations about Channel Error |
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144 | (1) |
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3.9.2 Necessary Condition for Optimal Sensor Rules Given a Fusion Rule |
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145 | (4) |
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3.9.3 Special Case: Mutually Independent Sensor Observations |
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149 | (2) |
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3.9.4 Unified Fusion Rules for Network Decision Systems |
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151 | (1) |
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3.9.4.1 Network Decision Structures with Channel Errors |
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151 | (3) |
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3.9.4.2 Unified Fusion Rule in Parallel Bayesian Binary Decision System |
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154 | (1) |
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3.9.4.3 Unified Fusion rules for General Network Decision Systems with Channel Errors |
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155 | (2) |
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157 | (1) |
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3.9.5.1 Parallel Bayesian Binary Decision System |
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157 | (2) |
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3.9.5.2 Three-Sensor Decision System |
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159 | (4) |
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4 Some Uncertain Decision Combinations |
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163 | (28) |
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4.1 Representation of Uncertainties |
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164 | (1) |
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4.2 Dempster Combination Rule Based on Random Set Formulation |
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165 | (12) |
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4.2.1 Dempster's Combination Rule |
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167 | (1) |
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4.2.2 Mutual Conversion of the Basic Probability Assignment and the Random Set |
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167 | (1) |
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4.2.3 Combination Rules of the Dempster---Shafer Evidences via Random Set Formulation |
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168 | (1) |
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4.2.4 All Possible Random Set Combination Rules |
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169 | (2) |
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4.2.5 Correlated Sensor Basic Probabilistic Assignments |
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171 | (1) |
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4.2.6 Optimal Bayesian Combination Rule |
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172 | (2) |
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4.2.7 Examples of Optimal Combination Rule |
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174 | (3) |
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4.3 Fuzzy Set Combination Rule Based on Random Set Formulation |
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177 | (11) |
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4.3.1 Mutual Conversion of the Fuzzy Set and the Random Set |
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178 | (1) |
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4.3.2 Some Popular Combination Rules of Fuzzy Sets |
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179 | (2) |
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4.3.3 General Combination Rules |
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181 | (1) |
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4.3.3.1 Using the Operations of Sets Only |
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182 | (1) |
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4.3.3.2 Using the More General Correlation of the Random Variables |
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183 | (1) |
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4.3.4 Relationship between the t-Norm and Two-Dimensional Distribution Function |
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184 | (2) |
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186 | (2) |
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4.4 Hybrid Combination Rule Based on Random Set Formulation |
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188 | (3) |
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5 Convex Linear Estimation Fusion |
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191 | (50) |
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5.1 LMSE Estimation Fusion |
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192 | (8) |
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5.1.1 Formulation of LMSE Fusion |
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192 | (3) |
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5.1.2 Optimal Fusion Weights |
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195 | (5) |
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5.2 Efficient Iterative Algorithm for Optimal Fusion |
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200 | (12) |
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5.2.1 Appropriate Weighting Matrix |
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201 | (3) |
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5.2.2 Iterative Formula of Optimal Weighting Matrix |
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204 | (1) |
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5.2.3 Iterative Algorithm for Optimal Estimation Fusion |
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205 | (5) |
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210 | (2) |
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5.3 Recursion of Estimation Error Covariance in Dynamic Systems |
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212 | (2) |
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5.4 Optimal Dimensionality Compression for Sensor Data in Estimation Fusion |
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214 | (10) |
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5.4.1 Problem Formulation |
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215 | (1) |
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216 | (2) |
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5.4.3 Analytic Solution for Single-Sensor Case |
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218 | (2) |
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5.4.4 Search for Optimal Solution in the Multisensor Case |
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220 | (1) |
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5.4.4.1 Existence of the Optimal Solution |
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220 | (1) |
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5.4.4.2 Optimal Solution at a Sensor While Other Sensor Compression Matrices Are Given |
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221 | (2) |
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223 | (1) |
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5.5 Quantization of Sensor Data |
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224 | (17) |
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5.5.1 Problem Formulation |
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227 | (2) |
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5.5.2 Necessary Conditions for Optimal Sensor Quantization Rules and Optimal Linear Estimation Fusion |
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229 | (6) |
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5.5.3 Gauss---Seidel Iterative Algorithm for Optimal Sensor Quantization Rules and Linear Estimation Fusion |
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235 | (2) |
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237 | (4) |
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6 Kalman Filtering Fusion |
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241 | (82) |
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6.1 Distributed Kalman Filtering Fusion with Cross-Correlated Sensor Noises |
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243 | (11) |
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6.1.1 Problem Formulation |
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244 | (2) |
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6.1.2 Distributed Kalman Filtering Fusion without Feedback |
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246 | (3) |
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6.1.3 Optimality of Kalman Filtering Fusion with Feedback |
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249 | (1) |
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6.1.3.1 Global Optimality of the Feedback Filtering Fusion |
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250 | (1) |
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6.1.3.2 Local Estimate Errors |
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251 | (1) |
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6.1.3.3 The Advantages of the Feedback |
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252 | (2) |
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6.2 Distributed Kalman Filtering Fusion with Singular Covariances of Filtering Error and Measurement Noises |
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254 | (7) |
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6.2.1 Equivalence Fusion Algorithm |
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255 | (1) |
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6.2.2 LMSE Fusion Algorithm |
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255 | (2) |
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257 | (4) |
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6.3 Optimal Kalman Filtering Trajectory Update with Unideal Sensor Messages |
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261 | (15) |
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6.3.1 Optimal Local-Processor Trajectory Update with Unideal Measurements |
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262 | (1) |
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6.3.1.1 Optimal Local-Processor Trajectory Update with Addition of OOSMs |
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263 | (4) |
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6.3.1.2 Optimal Local-Processor Trajectory Update with Removal of Earlier Measurement |
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267 | (1) |
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6.3.1.3 Optimal Local-Processor Trajectory Update with Sequentially Processing Unideal Measurements |
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268 | (1) |
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6.3.1.4 Numerical Examples |
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269 | (2) |
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6.3.2 Optimal Distributed Fusion Trajectory Update with Local-Processor Unideal Updates |
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271 | (1) |
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6.3.2.1 Optimal Distributed Fusion Trajectory Update with Addition of Local OOSM Update |
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272 | (2) |
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6.3.2.2 Optimal Distributed State Trajectory Update with Removal of Earlier Local Estimate |
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274 | (1) |
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6.3.2.3 Optimal Distributed Fusion Trajectory Update with Sequential Processing of Local Unideal Updates |
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275 | (1) |
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6.4 Random Parameter Matrices Kalman Filtering Fusion |
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276 | (9) |
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6.4.1 Random Parameter Matrices Kalman Filtering |
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276 | (2) |
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6.4.2 Random Parameter Matrices Kalman Filtering with Multisensor Fusion |
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278 | (3) |
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281 | (1) |
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6.4.3.1 Application to Dynamic Process with False Alarm |
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281 | (1) |
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6.4.3.2 Application to Multiple-Model Dynamic Process |
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282 | (3) |
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6.5 Novel Data Association Method Based on the Integrated Random Parameter Matrices Kalman Filtering |
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285 | (18) |
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6.5.1 Some Traditional Data Association Algorithms |
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285 | (2) |
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6.5.2 Single-Sensor DAIRKF |
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287 | (5) |
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292 | (3) |
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295 | (8) |
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6.6 Distributed Kalman Filtering Fusion with Packet Loss/Intermittent Communications |
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303 | (20) |
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6.6.1 Traditional Fusion Algorithms with Packet Loss |
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303 | (1) |
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6.6.1.1 Sensors Send Raw Measurements to Fusion Center |
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304 | (1) |
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6.6.1.2 Sensors Send Partial Estimates to Fusion Center |
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304 | (1) |
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6.6.1.3 Sensors Send Optimal Local Estimates to Fusion Center |
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305 | (1) |
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6.6.2 Remodeled Multisensor System |
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306 | (4) |
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6.6.3 Distributed Kalman Filtering Fusion with Sensor Noises Cross-Correlated and Correlated to Process Noise |
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310 | (3) |
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6.6.4 Optimal Distributed Kalman Filtering Fusion with Intermittent Sensor Transmissions or Packet Loss |
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313 | (4) |
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6.6.5 Suboptimal Distributed Kalman Filtering Fusion with Intermittent Sensor Transmissions or Packet Loss |
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317 | (6) |
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7 Robust Estimation Fusion |
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323 | (72) |
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7.1 Robust Linear MSE Estimation Fusion |
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324 | (6) |
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7.2 Minimizing Euclidean Error Estimation Fusion for Uncertain Dynamic System |
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330 | (35) |
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333 | (1) |
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7.2.1.1 Problem Formulation of Centralized Fusion |
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333 | (2) |
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7.2.1.2 State Bounding Box Estimation Based on Centralized Fusion |
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335 | (1) |
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7.2.1.3 State Bounding Box Estimation Based on Distributed Fusion |
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336 | (1) |
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7.2.1.4 Measures of Size of an Ellipsoid or a Box |
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337 | (1) |
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338 | (13) |
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351 | (5) |
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7.2.4 Fusion of Multiple Algorithms |
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356 | (1) |
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357 | (1) |
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7.2.5.1 Figures 7.4 through 7.7 for Comparisons between Algorithms 7.1 and 7.2 |
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358 | (5) |
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7.2.5.2 Figures 7.8 through 7.10 for Fusion of Multiple Algorithms |
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363 | (2) |
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7.3 Minimized Euclidean Error Data Association for Uncertain Dynamic System |
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365 | (30) |
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7.3.1 Formulation of Data Association |
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368 | (1) |
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368 | (10) |
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378 | (17) |
References |
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395 | (12) |
Index |
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407 | |