Latent parameter estimation in fusion networks using separable likelihoods

Üney, Murat, Mulgrew, Bernard and Clark, Daniel E. (2018) Latent parameter estimation in fusion networks using separable likelihoods. IEEE Transactions on Signal and Information Processing over Networks, 4 (4), 752-768. (doi:10.1109/TSIPN.2018.2825599).

Abstract

Multisensor state-space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional solutions to the problem pose difficulties in scaling with the number of sensors due to the joint multisensor filtering involved when evaluating the parameter likelihood. In this paper, we propose a separable pseudo-likelihood which is a more accurate approximation compared to a previously proposed alternative under typical operating conditions. In addition, we consider using separable likelihoods in the presence of many objects and ambiguity in associating measurements with objects that originated them. To this end, we use a state-space model with a hypothesis-based parameterization, and develop an empirical Bayesian perspective in order to evaluate separable likelihoods on this model using local filtering. Bayesian inference with this likelihood is carried out using belief propagation on the associated pairwise Markov random field. We specify a particle algorithm for latent parameter estimation in a linear Gaussian state-space model and demonstrate its efficacy for network self-calibration using measurements from noncooperative targets in comparison with alternatives

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