Derivation of centralized and distributed filters using covariance information

  • Authors:
  • M. J. García-Ligero;A. Hermoso-Carazo;J. Linares-Pérez

  • Affiliations:
  • Dpto. Estadística e I.O., Universidad de Granada, Granada, Spain;Dpto. Estadística e I.O., Universidad de Granada, Granada, Spain;Dpto. Estadística e I.O., Universidad de Granada, Granada, Spain

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2011

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Abstract

The problem of estimating a degraded image using observations acquired from multiple sensors is addressed when the image degradation is modelled by white multiplicative and additive noise. Assuming the state-space model is unknown, the centralized and distributed filtering algorithms are derived using the information provided by the covariance functions of the processes involved in the measurement equation. The filters obtained are applied to an image affected by multiplicative and additive noise, and the goodness of the centralized and distributed filters is compared by examining the respective filtering error variances.