An Introduction to Bayesian and Dempster-Shafer Data Fusion

@inproceedings{Koks2003AnIT,
  title={An Introduction to Bayesian and Dempster-Shafer Data Fusion},
  author={Don Koks and Subhash Challa},
  year={2003}
}
The Kalman Filter is traditionally viewed as a Prediction-Correction Filtering Algorithm. In this report we show that it can be viewed as a Bayesian Fusion algorithm and derive it using Bayesian arguments. We begin with an outline of Bayes theory, using it to discuss well-known quantities such as priors, likelihood and posteriors, and we provide the basic Bayesian fusion equation. We derive the Kalman Filter from this equation using a novel method to evaluate the Chapman-Kolmogorov prediction… CONTINUE READING
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