Decision based uncertainty propagation using adaptive gaussian mixtures

Gabriel Terejanu, Puneet Singla, Tarunraj Singh, Peter D. Scott

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

Given a decision process based on the approximate probability density function returned by a data assimilation algorithm, an interaction level between the decision making level and the data assimilation level is designed to incorporate the information held by the decision maker into the data assimilation process. Here the information held by the decision maker is a loss function at a decision time which maps the state space onto real numbers which represent the threat associated with different possible outcomes or states. The new probability density function obtained will address the region of interest, the area in the state space with the highest threat, and will provide overall a better approximation to the true conditional probability density function within it. The approximation used for the probability density function is a Gaussian mixture and a numerical example is presented to illustrate the concept.

Original languageEnglish (US)
Title of host publication2009 12th International Conference on Information Fusion, FUSION 2009
Pages702-709
Number of pages8
Publication statusPublished - Nov 18 2009
Event2009 12th International Conference on Information Fusion, FUSION 2009 - Seattle, WA, United States
Duration: Jul 6 2009Jul 9 2009

Publication series

Name2009 12th International Conference on Information Fusion, FUSION 2009

Other

Other2009 12th International Conference on Information Fusion, FUSION 2009
CountryUnited States
CitySeattle, WA
Period7/6/097/9/09

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All Science Journal Classification (ASJC) codes

  • Computational Theory and Mathematics
  • Computer Networks and Communications
  • Information Systems
  • Software

Cite this

Terejanu, G., Singla, P., Singh, T., & Scott, P. D. (2009). Decision based uncertainty propagation using adaptive gaussian mixtures. In 2009 12th International Conference on Information Fusion, FUSION 2009 (pp. 702-709). [5203762] (2009 12th International Conference on Information Fusion, FUSION 2009).