Dempster–Shafer fusion of multisensor signals in nonstationary Markovian context

Abstract

The latest developments in Markov models’ theory and their corresponding computational techniques have opened new rooms for image and signal modeling. In particular, the use of Dempster–Shafer theory of evidence within Markov models has brought some keys to several challenging difficulties that the conventional hidden Markov models cannot handle. These difficulties are concerned mainly with two situations: multisensor data, where the use of the Dempster–Shafer fusion is unworkable; and nonstationary data, due to the mismatch between the estimated stationary model and the actual data. For each of the two situations, the Dempster–Shafer combination rule has been applied, thanks to the triplet Markov models’ formalism, to overcome the drawbacks of the standard Bayesian models. However, so far, both situations have not been considered in the same time. In this article, we propose an evidential Markov chain that uses the Dempster–Shafer combination rule to bring the effect of contextual information into segmentation of multisensor nonstationary data. We also provide the Expectation–Maximization parameters’ estimation and the maximum posterior marginal’s restoration procedures. To validate the proposed model, experiments are conducted on some synthetic multisensor data and noised images. The obtained segmentation results are then compared to those obtained with conventional approaches to bring out the efficiency of the present model.