Kullback-leibler averaging for multitarget density fusion

Abstract

This paper addresses the linear and log-linear fusion approaches to multitarget density fusion which yield arithmetic average (AA) and geometric average (GA), respectively. We reaffirm Abbas’s finding in 2009 that both AA and GA can be related to the minimization of the Kullback-Leibler divergence (KLD) between the fusing densities and the fused result, which differ from each other in the reference used to measure the KLD: the AA uses the fusing densities while the GA uses the fused density. We derive the explicit AA expressions for fusing some known multitarget densities and discuss the implementation issues. The results serve as the theoretical basis for designing distributed random finite set filters for distributed multitarget tracking.