Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements

In this paper, centralized and distributed fusion estimation problems in linear discrete-time stochastic systems with missing observations coming from multiple sensors are addressed. At each sensor, the Bernoulli random variables describing the phenomenon of missing observations are assumed to be correlated at instants that differ m units of time. By using an innovation approach, recursive linear filtering and fixed-point smoothing algorithms for the centralized fusion problem are derived in the least-squares sense. The distributed fusion estimation problem is addressed based on the distributed fusion criterion weighted by matrices in the linear minimum variance sense. For each sensor subsystem, local least-squares linear filtering and fixed-point smoothing estimators are given and the estimation error cross-covariance matrices between any two sensors are derived to obtain the distributed fusion estimators. The performance of the proposed estimators is illustrated by numerical simulation examples where scalar and two-dimensional signals are estimated from missing observations coming from two sensors, and the estimation accuracy is analyzed for different missing probabilities and different values of m.Ministerio de Ciencia e Innovación (Programa FPU and Grant No. MTM2011-24718

Neural Network Based Uncertainty Prediction for Autonomous Vehicle Application

This paper proposes a framework for uncertainty prediction in complex fusion networks, where signals become available sporadically. Assuming there is no information of the sensor characteristics available, a surrogated model of the sensor uncertainty is yielded directly from data through artificial neural networks. The strategy developed is applied to autonomous vehicle localization through odometry sensors (speed and orientation), so as to determine the location uncertainty in the trajectory. The results obtained allow for fusion of autonomous vehicle location measurements, and effective correction of the accumulated odometry error in most scenarios. The neural networks applicability and generalization capacity are proven, evidencing the suitability of the presented methodology for uncertainty estimation in non-linear and intractable processes