Simon Maskell

Bio: Simon Maskell is an academic researcher from University of Liverpool. The author has contributed to research in topics: Particle filter & Kalman filter. The author has an hindex of 27, co-authored 128 publications receiving 14367 citations. Previous affiliations of Simon Maskell include Qinetiq & University of Cambridge.

Recursive track-before-detect with target amplitude fluctuations

Abstract: A particle-based track-before-detect filtering algorithm is presented. This algorithm incorporates the Swerling family of target amplitude fluctuation models in order to capture the effect of radar cross-section changes that a target would present to a sensor over time. The filter is designed with an existence variable, to determine the presence of a target in the data, and an efficient method of incorporating this variable in a particle filter scheme is developed. Results of the algorithm on simulated data show a significant gain in detection performance through accurately modelling the target amplitude fluctuations.

Comparison of EKF, pseudomeasurement, and particle filters for a bearing-only target tracking problem

Abstract: In this paper we consider a nonlinear bearing-only target tracking problem using three different methods and compare their performances. The study is motivated by a ground surveillance problem where a target is tracked from an airborne sensor at an approximately known altitude using depression angle observations. Two nonlinear suboptimal estimators, namely, the extended Kalman Filter (EKF) and the pseudomeasurement tracking filter are applied in a 2-D bearing-only tracking scenario. The EKF is based on the linearization of the nonlinearities in the dynamic and/or the measurement equations. The pseudomeasurement tracking filter manipulates the original nonlinear measurement algebraically to obtain the linear-like structures measurement. Finally, the particle filter, which is a Monte Carlo integration based optimal nonlinear filter and has been presented in the literature as a better alternative to linearization via EKF, is used on the same problem. The performances of these three different techniques in terms of accuracy and computational load are presented in this paper. The results demonstrate the limitations of these algorithms on this deceptively simple tracking problem.

Social media and pharmacovigilance: A review of the opportunities and challenges

Abstract: Adverse drug reactions come at a considerable cost on society. Social media are a potentially invaluable reservoir of information for pharmacovigilance, yet their true value remains to be fully understood. In order to realize the benefits social media holds, a number of technical, regulatory and ethical challenges remain to be addressed. We outline these key challenges identifying relevant current research and present possible solutions.

Efficient particle filters for joint tracking and classification

Abstract: Target tracking is usually performed using data from sensors such as radar, whilst the target identification task usually relies on information from sensors such as IFF, ESM or imagery. The differing nature of the data from these sensors has generally led to these two vital tasks being performed separately. However, it is clear that an experienced operator can observe behavior characteristics of targets and, in combination with knowledge and expectations of target type and likely activity, can more knowledgeably identify the target and robustly predict its track than any automatic process yet defined. Most trackers are designed to follow targets within a wide envelope of trajectories and are not designed to derive behavior characteristics or include them as part of their output. Thus, there is potential scope for both applying target type knowledge to improve the reliability of the tracking process, and to derive behavioral characteristics which may enhance knowledge about target identity and/or activity. In this paper we introduce a Bayesian framework for joint tracking and identification and give a robust and computationally efficient particle filter based algorithm for numerical implementation of the resulting recursions. Simulation results illustrating algorithm performance are presented.

Cramer-Rao bounds for non-linear filtering with measurement origin uncertainty

Abstract: We are concerned with the problem of tracking a single target using multiple sensors. At each stage the measurement number is uncertain and measurements can either be target generated or false alarms. The Cramer-Rao bound gives a lower bound on the performance of any unbiased estimator of the target state. In this paper we build on earlier research concerned with calculating Posterior Cramer-Rao bounds for the linear filtering problem with measurement origin uncertainty. We derive the Posterior Cramer-Rao bound for the multi-sensor, non-linear filtering problem. We show that under certain assumptions this measurement origin uncertainty again expresses itself as a constant information reduction factor. Moreover we discuss how these assumptions can be relaxed, and the complications that occur when they no longer hold. We present an example concerned with multi-sensor management. We show that by utilizing the Cramer-Rao bound we are able to determine the combination of sensors that will enable us to achieve the most accurate tracking performance. Simulation results, using a probabilistic data association filter confirm our predictions.

Machine Learning : A Probabilistic Perspective

Abstract: Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package--PMTK (probabilistic modeling toolkit)--that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.

Planning Algorithms: Introductory Material

Abstract: Planning algorithms are impacting technical disciplines and industries around the world, including robotics, computer-aided design, manufacturing, computer graphics, aerospace applications, drug design, and protein folding. This coherent and comprehensive book unifies material from several sources, including robotics, control theory, artificial intelligence, and algorithms. The treatment is centered on robot motion planning but integrates material on planning in discrete spaces. A major part of the book is devoted to planning under uncertainty, including decision theory, Markov decision processes, and information spaces, which are the “configuration spaces” of all sensor-based planning problems. The last part of the book delves into planning under differential constraints that arise when automating the motions of virtually any mechanical system. Developed from courses taught by the author, the book is intended for students, engineers, and researchers in robotics, artificial intelligence, and control theory as well as computer graphics, algorithms, and computational biology.

Kernel-based object tracking

Abstract: A new approach toward target representation and localization, the central component in visual tracking of nonrigid objects, is proposed. The feature histogram-based target representations are regularized by spatial masking with an isotropic kernel. The masking induces spatially-smooth similarity functions suitable for gradient-based optimization, hence, the target localization problem can be formulated using the basin of attraction of the local maxima. We employ a metric derived from the Bhattacharyya coefficient as similarity measure, and use the mean shift procedure to perform the optimization. In the presented tracking examples, the new method successfully coped with camera motion, partial occlusions, clutter, and target scale variations. Integration with motion filters and data association techniques is also discussed. We describe only a few of the potential applications: exploitation of background information, Kalman tracking using motion models, and face tracking.

Forecasting, Structural Time Series Models and the Kalman Filter

Abstract: In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Earthquake shakes Twitter users: real-time event detection by social sensors

Abstract: Twitter, a popular microblogging service, has received much attention recently. An important characteristic of Twitter is its real-time nature. For example, when an earthquake occurs, people make many Twitter posts (tweets) related to the earthquake, which enables detection of earthquake occurrence promptly, simply by observing the tweets. As described in this paper, we investigate the real-time interaction of events such as earthquakes in Twitter and propose an algorithm to monitor tweets and to detect a target event. To detect a target event, we devise a classifier of tweets based on features such as the keywords in a tweet, the number of words, and their context. Subsequently, we produce a probabilistic spatiotemporal model for the target event that can find the center and the trajectory of the event location. We consider each Twitter user as a sensor and apply Kalman filtering and particle filtering, which are widely used for location estimation in ubiquitous/pervasive computing. The particle filter works better than other comparable methods for estimating the centers of earthquakes and the trajectories of typhoons. As an application, we construct an earthquake reporting system in Japan. Because of the numerous earthquakes and the large number of Twitter users throughout the country, we can detect an earthquake with high probability (96% of earthquakes of Japan Meteorological Agency (JMA) seismic intensity scale 3 or more are detected) merely by monitoring tweets. Our system detects earthquakes promptly and sends e-mails to registered users. Notification is delivered much faster than the announcements that are broadcast by the JMA.