A Hidden Markov model for Bayesian data fusion of multivariate signals

In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging processes. The objective of this work is then to propose a coherent approach to combine these data sets to obtain a segmented image which can be considered as the fusion result of these two images. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently, with common hidden classification label variables which is modeled by the Potts Markov Random Field. We propose then an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results and applications.