FEATURE FUSION WITH MEASUREMENT UNCERTAINTY

Embodiments regard feature fusion with uncertainty, such as for classification. A method includes altering, for each feature of features to be fused and based on a marginal uncertainty distribution corresponding to a feature of the features and the marginal uncertainty distribution accounting for uncertainty in measuring the feature, a marginal feature distribution of the feature resulting in respective marginal feature distributions that account for uncertainty, altering, based on a joint uncertainty covariance of the features, a joint feature covariance of the features resulting in a covariance that jointly accounts for feature covariance and uncertainty covariance, generating, based on the covariance that jointly accounts for feature covariance and uncertainty covariance and the respective marginal feature distributions that account for uncertainty, a joint density function that accounts for feature values and uncertainty, and classifying the features based on the joint density function that accounts for feature values and uncertainty.