Multisensor triplet Markov chains and theory of evidence Original Research Article

Hidden Markov chains (HMC) are widely applied in various problems occurring in different areas like Biosciences, Climatology, Communications, Ecology, Econometrics and Finances, Image or Signal processing. In such models, the hidden process of interest X is a Markov chain, which must be estimated from an observable Y, interpretable as being a noisy version of X. The success of HMC is mainly due to the fact that the conditional probability distribution of the hidden process with respect to the observed process remains Markov, which makes possible different processing strategies such as Bayesian restoration. HMC have been recently generalized to “Pairwise” Markov chains (PMC) and “Triplet” Markov chains (TMC), which offer similar processing advantages and superior modeling capabilities. In PMC, one directly assumes the Markovianity of the pair (X, Y) and in TMC, the distribution of the pair (X, Y) is the marginal distribution of a Markov process (X, U, Y), where U is an auxiliary process, possibly contrived. Otherwise, the Dempster–Shafer fusion can offer interesting extensions of the calculation of the “a posteriori” distribution of the hidden data.The aim of this paper is to present different possibilities of using the Dempster–Shafer fusion in the context of different multisensor Markov models. We show that the posterior distribution remains calculable in different general situations and present some examples of their applications in remote sensing area.