Multimodal Kalman Filtering - Archive ouverte HAL
Communication Dans Un Congrès Année : 2016

Multimodal Kalman Filtering

Résumé

A difficult aspect of multimodal estimation is the possible discrepancy between the sampling rates and/or the noise levels of the considered data. Many algorithms cope with these dissimilarities empirically. In this paper, we propose a conceptual analysis of multimodality where we try to find the “optimal” way of combining modalities. More specifically, we consider a simple Kalman filtering framework where several noisy sensors with different sampling frequences and noise variances regularly observe a hidden state. We experimentally underline some relationships between the sampling grids and the asymptotic variance of the maximum a posteriori (MAP) estimator. However, the explicit study of the asymptotic variance seems intractable even in the simplest cases. We describe a promising idea to circumvent this difficulty: exploiting a stochastic measurement model for which one can more easily study the average asymptotic behavior.
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Dates et versions

hal-01208195 , version 1 (02-10-2015)
hal-01208195 , version 2 (22-01-2016)

Identifiants

  • HAL Id : hal-01208195 , version 1

Citer

Anthony Bourrier, Pierre-Olivier Amblard, Olivier J.J. Michel, Christian Jutten. Multimodal Kalman Filtering. ICASSP 2016, Mar 2016, Shanghai, China. ⟨hal-01208195v1⟩
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