Joint Probability Distributions and Their Applications

2014 ◽  
pp. 287-427
Author(s):  
Matthew A. Carlton ◽  
Jay L. Devore
Keyword(s):  
Probability Distributions ◽  
Joint Probability ◽  
Joint Probability Distributions

scholarly journals A Consistent Track-to-Track Fusion Method Based on Copula Theory

2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
Kelin Lu ◽  
K. C. Chang ◽  
Rui Zhou
Keyword(s):  
Probability Distributions ◽  
A Priori ◽  
Joint Probability ◽  
Network Connectivity ◽  
Consistent Estimate ◽  
Fusion Algorithm ◽  
Copula Theory ◽  
Wide Range ◽  
Primary Advantage ◽  
Joint Probability Distributions

This paper addresses the problem of distributed fusion when the conditional independence assumptions on sensor measurements or local estimates are not met. A new data fusion algorithm called Copula fusion is presented. The proposed method is grounded on Copula statistical modeling and Bayesian analysis. The primary advantage of the Copula-based methodology is that it could reveal the unknown correlation that allows one to build joint probability distributions with potentially arbitrary underlying marginals and a desired intermodal dependence. The proposed fusion algorithm requires no a priori knowledge of communications patterns or network connectivity. The simulation results show that the Copula fusion brings a consistent estimate for a wide range of process noises.

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