Classification Filtering

We consider a streaming signal in which each sample is linked to a latent class. We assume that multiple classifiers are available, each providing class probabilities with varying degrees of accuracy. These classifiers are employed following a straightforward and fixed policy. In this setting, we consider the problem of fusing the output of the classifiers while incorporating the temporal aspect to improve classification accuracy. We propose a state-space model and develop a filter tailored for realtime execution. We demonstrate the effectiveness of the proposed filter in an activity classification application based on inertial measurement unit (IMU) data from a wearable device.