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The behavior of model probability in multiple model algorithms

  • University of New Orleans

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

14 Scopus citations

Abstract

The behavior of the model probability is closely related to the performance of multiple model algorithm. A clear view about the behavior of model probability will benefit the performance analysis and the model set design for multiple model algorithm. We investigate the behavior of the model probability of multiple model algorithm for parameter estimation and filtering. It turns out that the Kullback-Leibler information between the true model and the model in the model set plays an important role to determine the evolution of model probability. Most importantly, we draw a connection between multiple model algorithm and the comparison of multiple estimation algorithms through the view of multiple hypotheses. The behavior of the model probability suggests a feasible way to combine multiple algorithms to obtain a new method of better performance. An illustrative example is also presented.

Original languageEnglish
Title of host publication2005 7th International Conference on Information Fusion, FUSION
PublisherIEEE Computer Society
Pages331-336
Number of pages6
ISBN (Print)0780392868, 9780780392861
DOIs
StatePublished - 2005
Externally publishedYes
Event2005 8th International Conference on Information Fusion, FUSION - Philadelphia, PA, United States
Duration: 25 Jul 200528 Jul 2005

Publication series

Name2005 7th International Conference on Information Fusion, FUSION
Volume1

Conference

Conference2005 8th International Conference on Information Fusion, FUSION
Country/TerritoryUnited States
CityPhiladelphia, PA
Period25/07/0528/07/05

Keywords

  • Kullback-leibler information
  • Multiple hypotheses
  • Multiple model algorithm

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