Showing papers on "Particle filter published in 2010"

Particle Markov chain Monte Carlo methods

Abstract: Summary. Markov chain Monte Carlo and sequential Monte Carlo methods have emerged as the two main tools to sample from high dimensional probability distributions. Although asymptotic convergence of Markov chain Monte Carlo algorithms is ensured under weak assumptions, the performance of these algorithms is unreliable when the proposal distributions that are used to explore the space are poorly chosen and/or if highly correlated variables are updated independently. We show here how it is possible to build efficient high dimensional proposal distributions by using sequential Monte Carlo methods. This allows us not only to improve over standard Markov chain Monte Carlo schemes but also to make Bayesian inference feasible for a large class of statistical models where this was not previously so. We demonstrate these algorithms on a non-linear state space model and a Levy-driven stochastic volatility model.

HumanEva: Synchronized Video and Motion Capture Dataset and Baseline Algorithm for Evaluation of Articulated Human Motion

Abstract: While research on articulated human motion and pose estimation has progressed rapidly in the last few years, there has been no systematic quantitative evaluation of competing methods to establish the current state of the art. We present data obtained using a hardware system that is able to capture synchronized video and ground-truth 3D motion. The resulting HumanEva datasets contain multiple subjects performing a set of predefined actions with a number of repetitions. On the order of 40,000 frames of synchronized motion capture and multi-view video (resulting in over one quarter million image frames in total) were collected at 60 Hz with an additional 37,000 time instants of pure motion capture data. A standard set of error measures is defined for evaluating both 2D and 3D pose estimation and tracking algorithms. We also describe a baseline algorithm for 3D articulated tracking that uses a relatively standard Bayesian framework with optimization in the form of Sequential Importance Resampling and Annealed Particle Filtering. In the context of this baseline algorithm we explore a variety of likelihood functions, prior models of human motion and the effects of algorithm parameters. Our experiments suggest that image observation models and motion priors play important roles in performance, and that in a multi-view laboratory environment, where initialization is available, Bayesian filtering tends to perform well. The datasets and the software are made available to the research community. This infrastructure will support the development of new articulated motion and pose estimation algorithms, will provide a baseline for the evaluation and comparison of new methods, and will help establish the current state of the art in human pose estimation and tracking.

Particle filter theory and practice with positioning applications

Abstract: The particle filter (PF) was introduced in 1993 as a numerical approximation to the nonlinear Bayesian filtering problem, and there is today a rather mature theory as well as a number of successful applications described in literature. This tutorial serves two purposes: to survey the part of the theory that is most important for applications and to survey a number of illustrative positioning applications from which conclusions relevant for the theory can be drawn. The theory part first surveys the nonlinear filtering problem and then describes the general PF algorithm in relation to classical solutions based on the extended Kalman filter (EKF) and the point mass filter (PMF). Tuning options, design alternatives, and user guidelines are described, and potential computational bottlenecks are identified and remedies suggested. Finally, the marginalized (or Rao-Blackwellized) PF is overviewed as a general framework for applying the PF to complex systems. The application part is more or less a stand-alone tutorial without equations that does not require any background knowledge in statistics or nonlinear filtering. It describes a number of related positioning applications where geographical information systems provide a nonlinear measurement and where it should be obvious that classical approaches based on Kalman filters (KFs) would have poor performance. All applications are based on real data and several of them come from real-time implementations. This part also provides complete code examples.

Nonlinear data assimilation in geosciences: an extremely efficient particle filter

Abstract: Almost all research fields in geosciences use numerical models and observations and combine these using data-assimilation techniques. With ever-increasing resolution and complexity, the numerical models tend to be highly nonlinear and also observations become more complicated and their relation to the models more nonlinear. Standard data-assimilation techniques like (ensemble) Kalman filters and variational methods like 4D-Var rely on linearizations and are likely to fail in one way or another. Nonlinear data-assimilation techniques are available, but are only efficient for small-dimensional problems, hampered by the so-called ‘curse of dimensionality’. Here we present a fully nonlinear particle filter that can be applied to higher dimensional problems by exploiting the freedom of the proposal density inherent in particle filtering. The method is illustrated for the three-dimensional Lorenz model using three particles and the much more complex 40-dimensional Lorenz model using 20 particles. By also applying the method to the 1000-dimensional Lorenz model, again using only 20 particles, we demonstrate the strong scale-invariance of the method, leading to the optimistic conjecture that the method is applicable to realistic geophysical problems. Copyright c � 2010 Royal

A General Active-Learning Framework for On-Road Vehicle Recognition and Tracking

Abstract: This paper introduces a general active-learning framework for robust on-road vehicle recognition and tracking. This framework takes a novel active-learning approach to building vehicle-recognition and tracking systems. A passively trained recognition system is built using conventional supervised learning. Using the query and archiving interface for active learning (QUAIL), the passively trained vehicle-recognition system is evaluated on an independent real-world data set, and informative samples are queried and archived to perform selective sampling. A second round of learning is then performed to build an active-learning-based vehicle recognizer. Particle filter tracking is integrated to build a complete multiple-vehicle tracking system. The active-learning-based vehicle-recognition and tracking (ALVeRT) system has been thoroughly evaluated on static images and roadway video data captured in a variety of traffic, illumination, and weather conditions. Experimental results show that this framework yields a robust efficient on-board vehicle recognition and tracking system with high precision, high recall, and good localization.

Rational approximations to rational models: Alternative algorithms for category learning

Abstract: Rational models of cognition typically consider the abstract computational problems posed by the environment, assuming that people are capable of optimally solving those problems. This differs from more traditional formal models of cognition, which focus on the psychological processes responsible for behavior. A basic challenge for rational models is thus explaining how optimal solutions can be approximated by psychological processes. We outline a general strategy for answering this question, namely to explore the psychological plausibility of approximation algorithms developed in computer science and statistics. In particular, we argue that Monte Carlo methods provide a source of rational process models that connect optimal solutions to psychological processes. We support this argument through a detailed example, applying this approach to Anderson's (1990, 1991) rational model of categorization (RMC), which involves a particularly challenging computational problem. Drawing on a connection between the RMC and ideas from nonparametric Bayesian statistics, we propose 2 alternative algorithms for approximate inference in this model. The algorithms we consider include Gibbs sampling, a procedure appropriate when all stimuli are presented simultaneously, and particle filters, which sequentially approximate the posterior distribution with a small number of samples that are updated as new data become available. Applying these algorithms to several existing datasets shows that a particle filter with a single particle provides a good description of human inferences.

Smoothing algorithms for state–space models

Abstract: Two-filter smoothing is a principled approach for performing optimal smoothing in non-linear non-Gaussian state-space models where the smoothing dis- tributions are computed through the combination of 'forward' and 'backward' time filters. The 'forward' filter is the standard Bayesian filter but the 'backward' filter, generally referred to as the backward information filter, is not a probability measure on the space of the hidden Markov process. In cases where the backward information filter can be computed in closed form, this technical point is not important. However, forgeneralstate-spacemodelswherethereisnoclosedformexpression,thisprohibits the use of flexible numerical techniques such as Sequential Monte Carlo (SMC) to approximate the two-filter smoothing formula. We propose here a generalised two- filter smoothing formula which only requires approximating probability distributions and applies to any state-space model, removing the need to make restrictive assump- tions used in previous approaches to this problem. SMC algorithms are developed to implement this generalised recursion and we illustrate their performance on various problems.

Mobile Sensor Network Control Using Mutual Information Methods and Particle Filters

Abstract: This paper develops a set of methods enabling an information-theoretic distributed control architecture to facilitate search by a mobile sensor network. Given a particular configuration of sensors, this technique exploits the structure of the probability distributions of the target state and of the sensor measurements to control the mobile sensors such that future observations minimize the expected future uncertainty of the target state. The mutual information between the sensors and the target state is computed using a particle filter representation of the posterior probability distribution, making it possible to directly use nonlinear and non-Gaussian target state and sensor models. To make the approach scalable to increasing network sizes, single-node and pairwise-node approximations to the mutual information are derived for general probability density models, with analytically bounded error. The pairwise-node approximation is proven to be a more accurate objective function than the single-node approximation. The mobile sensors are cooperatively controlled using a distributed optimization, yielding coordinated motion of the network. These methods are explored for various sensing modalities, including bearings-only sensing, range-only sensing, and magnetic field sensing, all with potential for search and rescue applications. For each sensing modality, the behavior of this non-parametric method is compared and contrasted with the results of linearized methods, and simulations are performed of a target search using the dynamics of actual vehicles. Monte Carlo results demonstrate that as network size increases, the sensors more quickly localize the target, and the pairwise-node approximation provides superior performance to the single-node approximation. The proposed methods are shown to produce similar results to linearized methods in particular scenarios, yet they capture effects in more general scenarios that are not possible with linearized methods.

Particle Learning and Smoothing

Abstract: Particle learning (PL) provides state filtering, sequential parameter learning and smoothing in a general class of state space models. Our approach extends existing particle methods by incorporating the estimation of static parameters via a fully-adapted filter that utilizes conditional sufficient statistics for parameters and/or states as particles. State smoothing in the presence of parameter uncertainty is also solved as a by-product of PL. In a number of examples, we show that PL outperforms existing particle filtering alternatives and proves to be a competitor to MCMC.

Particle Learning and Smoothing

Abstract: Particle learning (PL) provides state filtering, sequential parameter learning and smoothing in a general class of state space models. Our approach extends existing particle methods by incorporating the estimation of static parameters via a fully-adapted filter that utilizes conditional sufficient statistics for parameters and/or states as particles. State smoothing in the presence of parameter uncertainty is also solved as a by-product of PL. In a number of examples, we show that PL outperforms existing particle filtering alternatives and proves to be a competitor to MCMC.

Simulation-based model selection for dynamical systems in systems and population biology

Abstract: Motivation: Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not straightforward. We therefore require suitable statistical tools that allow us to choose rationally between different mechanistic models of, e.g. signal transduction or gene regulation networks. This is particularly challenging in systems biology where only a small number of molecular species can be assayed at any given time and all measurements are subject to measurement uncertainty. Results: Here, we develop such a model selection framework based on approximate Bayesian computation and employing sequential Monte Carlo sampling. We show that our approach can be applied across a wide range of biological scenarios, and we illustrate its use on real data describing influenza dynamics and the JAK-STAT signalling pathway. Bayesian model selection strikes a balance between the complexity of the simulation models and their ability to describe observed data. The present approach enables us to employ the whole formal apparatus to any system that can be (efficiently) simulated, even when exact likelihoods are computationally intractable. Contact:ttoni@imperial.ac.uk; m.stumpf@imperial.ac.uk Supplementary information: Supplementary data are available at Bioinformatics online.

Optimization and Filtering for Human Motion Capture

Abstract: Local optimization and filtering have been widely applied to model-based 3D human motion capture. Global stochastic optimization has recently been proposed as promising alternative solution for tracking and initialization. In order to benefit from optimization and filtering, we introduce a multi-layer framework that combines stochastic optimization, filtering, and local optimization. While the first layer relies on interacting simulated annealing and some weak prior information on physical constraints, the second layer refines the estimates by filtering and local optimization such that the accuracy is increased and ambiguities are resolved over time without imposing restrictions on the dynamics. In our experimental evaluation, we demonstrate the significant improvements of the multi-layer framework and provide quantitative 3D pose tracking results for the complete HumanEva-II dataset. The paper further comprises a comparison of global stochastic optimization with particle filtering, annealed particle filtering, and local optimization.

Nonparametric belief propagation

Abstract: Continuous quantities are ubiquitous in models of real-world phenomena, but are surprisingly difficult to reason about automatically. Probabilistic graphical models such as Bayesian networks and Markov random fields, and algorithms for approximate inference such as belief propagation (BP), have proven to be powerful tools in a wide range of applications in statistics and artificial intelligence. However, applying these methods to models with continuous variables remains a challenging task. In this work we describe an extension of BP to continuous variable models, generalizing particle filtering, and Gaussian mixture filtering techniques for time series to more complex models. We illustrate the power of the resulting nonparametric BP algorithm via two applications: kinematic tracking of visual motion and distributed localization in sensor networks.

Time Series: Modeling, Computation, and Inference

Abstract: Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, Time Series: Modeling, Computation, and Inference integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling and analysis, a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis, and emerging topics at research frontiers. The book presents overviews of several classes of models and related methodology for inference, statistical computation for model fitting and assessment, and forecasting. The authors also explore the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian tools, such as Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. They illustrate the models and methods with examples and case studies from a variety of fields, including signal processing, biomedicine, and finance. Data sets, R and MATLAB code, and other material are available on the authors websites. Along with core models and methods, this text offers sophisticated tools for analyzing challenging time series problems. It also demonstrates the growth of time series analysis into new application areas.

Beyond Gaussian Statistical Modeling in Geophysical Data Assimilation

Abstract: This review discusses recent advances in geophysical data assimilation beyond Gaussian statistical modeling, in the fields of meteorology, oceanography, as well as atmospheric chemistry. The non-Gaussian features are stressed rather than the nonlinearity of the dynamical models, although both aspects are entangled. Ideas recently proposed to deal with these non-Gaussian issues, in order to improve the state or parameter estimation, are emphasized. The general Bayesian solution to the estimation problem and the techniques to solve it are first presented, as well as the obstacles that hinder their use in high-dimensional and complex systems. Approximations to the Bayesian solution relying on Gaussian, or on second-order moment closure, have been wholly adopted in geophysical data assimilation (e.g., Kalman filters and quadratic variational solutions). Yet, nonlinear and non-Gaussian effects remain. They essentially originate in the nonlinear models and in the non-Gaussian priors. How these effects are handled within algorithms based on Gaussian assumptions is then described. Statistical tools that can diagnose them and measure deviations from Gaussianity are recalled. The following advanced techniques that seek to handle the estimation problem beyond Gaussianity are reviewed: maximum entropy filter, Gaussian anamorphosis, non-Gaussian priors, particle filter with an ensemble Kalman filter as a proposal distribution, maximum entropy on the mean, or strictly Bayesian inferences for large linear models, etc. Several ideas are illustrated with recent or original examples that possess some features of high-dimensional systems. Many of the new approaches are well understood only in special cases and have difficulties that remain to be circumvented. Some of the suggested approaches are quite promising, and sometimes already successful for moderately large though specific geophysical applications. Hints are given as to where progress might come from.

Fingerprinting Localization in Wireless Networks Based on Received-Signal-Strength Measurements: A Case Study on WiMAX Networks

Abstract: This paper considers the problem of fingerprinting localization in wireless networks based on received-signal-strength (RSS) observations. First, the performance of static localization using power maps (PMs) is improved with a new approach called the base-station-strict (BS-strict) methodology, which emphasizes the effect of BS identities in the classical fingerprinting. Second, dynamic motion models with and without road network information are used to further improve the accuracy via particle filters. The likelihood-calculation mechanism proposed for the particle filters is interpreted as a soft version (called BS-soft) of the BS-strict approach applied in the static case. The results of the proposed approaches are illustrated and compared with an example whose data were collected from a WiMAX network in a challenging urban area in the capitol city of Brussels, Belgium.

Improved SMC implementation of the PHD filter

Abstract: The paper makes two contributions. First, a new formulation of the PHD filter which distinguishes between persistent and newborn objects is presented. This formulation results in an efficient sequential Monte Carlo (SMC) implementation of the PHD filter, where the placement of newborn object particles is determined by the measurements. The second contribution is a novel method for the state and error estimation from an SMC implementation of the PHD filter. Instead of clustering the particles in an ad-hoc manner after the update step (which is the current approach), we perform state estimation and, if required, particle clustering, within the update step in an exact and principled manner. Numerical simulations indicate a significant improvement in the estimation accuracy of the proposed SMC-PHD filter.

A software framework for construction of process-based stochastic spatio-temporal models and data assimilation

Abstract: Process-based spatio-temporal models simulate changes over time using equations that represent real world processes. They are widely applied in geography and earth science. Software implementation of the model itself and integrating model results with observations through data assimilation are two important steps in the model development cycle. Unlike most software frameworks that provide tools for either implementation of the model or data assimilation, this paper describes a software framework that integrates both steps. The software framework includes generic operations on 2D map and 3D block data that can be combined in a Python script using a framework for time iterations and Monte Carlo simulation. In addition, the framework contains components for data assimilation with the Ensemble Kalman Filter and the Particle filter. Two case studies of distributed hydrological models show how the framework integrates model construction and data assimilation.

Towards the sequential assimilation of SAR-derived water stages into hydraulic models using the Particle Filter: proof of concept

Abstract: . With the onset of new satellite radar constellations (e.g. Sentinel-1) and advances in computational science (e.g. grid computing) enabling the supply and processing of multi-mission satellite data at a temporal frequency that is compatible with real-time flood forecasting requirements, this study presents a new concept for the sequential assimilation of Synthetic Aperture Radar (SAR)-derived water stages into coupled hydrologic-hydraulic models. The proposed methodology consists of adjusting storages and fluxes simulated by a coupled hydrologic-hydraulic model using a Particle Filter-based data assimilation scheme. Synthetic observations of water levels, representing satellite measurements, are assimilated into the coupled model in order to investigate the performance of the proposed assimilation scheme as a function of both accuracy and frequency of water level observations. The use of the Particle Filter provides flexibility regarding the form of the probability densities of both model simulations and remote sensing observations. We illustrate the potential of the proposed methodology using a twin experiment over a widely studied river reach located in the Grand-Duchy of Luxembourg. The study demonstrates that the Particle Filter algorithm leads to significant uncertainty reduction of water level and discharge at the time step of assimilation. However, updating the storages of the model only improves the model forecast over a very short time horizon. A more effective way of updating thus consists in adjusting both states and inputs. The proposed methodology, which consists in updating the biased forcing of the hydraulic model using information on model errors that is inferred from satellite observations, enables persistent model improvement. The present schedule of satellite radar missions is such that it is likely that there will be continuity for SAR-based operational water management services. This research contributes to evolve reactive flood management into systematic or quasi-systematic SAR-based flood monitoring services.

Accurate and Energy-Efficient Range-Free Localization for Mobile Sensor Networks

Abstract: Existing localization algorithms for mobile sensor networks are usually based on the Sequential Monte Carlo (SMC) method. They either suffer from low sampling efficiency or require high beacon density to achieve high localization accuracy. Although papers can be found for solving the above problems separately, there is no solution which addresses both issues. In this paper, we propose an energy efficient algorithm, called WMCL, which can achieve both high sampling efficiency and high localization accuracy in various scenarios. In existing algorithms, a technique called bounding-box is used to improve the sampling efficiency by reducing the scope from which the candidate samples are selected. WMCL can further reduce the size of a sensor node's bounding-box by a factor of up to 87 percent and, consequently, improve the sampling efficiency by a factor of up to 95 percent. The improvement in sampling efficiency dramatically reduces the computational cost. Our algorithm uses the estimated position information of sensor nodes to improve localization accuracy. Compared with algorithms adopting similar methods, WMCL can achieve similar localization accuracy with less communication cost and computational cost. Our work has additional advantages. First, most existing SMC-based localization algorithms cannot be used in static sensor networks but WMCL can work well, even without the need of experimentally tuning parameters as required in existing algorithms like MSL*. Second, existing algorithms have low localization accuracy when nodes move very fast. We propose a new algorithm in which WMCL is iteratively executed with different assumptions on nodes' speed. The new algorithm dramatically improves localization accuracy when nodes move very fast. We have evaluated the performance of our algorithm both theoretically and through extensive simulations. We have also validated the performance results of our algorithm by implementing it in real deployed static sensor networks. To the best of our knowledge, we are the first to implement SMC-based localization algorithms for wireless sensor networks in real environment.

Exact particle flow for nonlinear filters

Abstract: We have invented a new theory of exact particle flow for nonlinear filters. This generalizes our theory of particle flow that is already many orders of magnitude faster than standard particle filters and which is several orders of magnitude more accurate than the extended Kalman filter for difficult nonlinear problems. The new theory generalizes our recent log-homotopy particle flow filters in three ways: (1) the particle flow corresponds to the exact flow of the conditional probability density; (2) roughly speaking, the old theory was based on incompressible flow (like subsonic flight in air), whereas the new theory allows compressible flow (like supersonic flight in air); (3) the old theory suffers from obstruction of particle flow as well as singularities in the equations for flow, whereas the new theory has no obstructions and no singularities. Moreover, our basic filter theory is a radical departure from all other particle filters in three ways: (a) we do not use any proposal density; (b) we never resample; and (c) we compute Bayes' rule by particle flow rather than as a point wise multiplication.

Implicit particle filters for data assimilation

Abstract: Implicit particle filters for data assimilation update the particles by first choosing probabilities and then looking for particle locations that assume them, guiding the particles one by one to the high probability domain. We provide a detailed description of these filters, with illustrative examples, together with new, more general, methods for solving the algebraic equations and with a new algorithm for parameter identification.

Adaptive Signal Processing: Next Generation Solutions

Abstract: Preface. Contributors. Chapter 1 Complex-Valued Adaptive Signal Processing. 1.1 Introduction. 1.2 Preliminaries. 1.3 Optimization in the Complex Domain. 1.4 Widely Linear Adaptive Filtering. 1.5 Nonlinear Adaptive Filtering with Multilayer Perceptrons. 1.6 Complex Independent Component Analysis. 1.7 Summary. 1.8 Acknowledgment. 1.9 Problems. References. Chapter 2 Robust Estimation Techniques for Complex-Valued Random Vectors. 2.1 Introduction. 2.2 Statistical Characterization of Complex Random Vectors. 2.3 Complex Elliptically Symmetric (CES) Distributions. 2.4 Tools to Compare Estimators. 2.5 Scatter and Pseudo-Scatter Matrices. 2.6 Array Processing Examples. 2.7 MVDR Beamformers Based on M -Estimators. 2.8 Robust ICA. 2.9 Conclusion. 2.10 Problems. References. Chapter 3 Turbo Equalization. 3.1 Introduction. 3.2 Context. 3.3 Communication Chain. 3.4 Turbo Decoder: Overview. 3.5 Forward-Backward Algorithm. 3.6 Simplified Algorithm: Interference Canceler. 3.7 Capacity Analysis. 3.8 Blind Turbo Equalization. 3.9 Convergence. 3.10 Multichannel and Multiuser Settings. 3.11 Concluding Remarks. 3.12 Problems. References. Chapter 4 Subspace Tracking for Signal Processing. 4.1 Introduction. 4.2 Linear Algebra Review. 4.3 Observation Model and Problem Statement. 4.4 Preliminary Example: Oja s Neuron. 4.5 Subspace Tracking. 4.6 Eigenvectors Tracking. 4.7 Convergence and Performance Analysis Issues. 4.8 Illustrative Examples. 4.9 Concluding Remarks. 4.10 Problems. References. Chapter 5 Particle Filtering. 5.1 Introduction. 5.2 Motivation for Use of Particle Filtering. 5.3 The Basic Idea. 5.4 The Choice of Proposal Distribution and Resampling. 5.5 Some Particle Filtering Methods. 5.6 Handling Constant Parameters. 5.7 Rao Blackwellization. 5.8 Prediction. 5.9 Smoothing. 5.10 Convergence Issues. 5.11 Computational Issues and Hardware Implementation. 5.12 Acknowledgments. 5.13 Exercises. References. Chapter 6 Nonlinear Sequential State Estimation for Solving Pattern-Classification Problems. 6.1 Introduction. 6.2 Back-Propagation and Support Vector Machine-Learning Algorithms: Review. 6.3 Supervised Training Framework of MLPs Using Nonlinear Sequential State Estimation. 6.4 The Extended Kalman Filter. 6.5 Experimental Comparison of the Extended Kalman Filtering Algorithm with the Back-Propagation and Support Vector Machine Learning Algorithms. 6.6 Concluding Remarks. 6.7 Problems. References. Chapter 7 Bandwidth Extension of Telephony Speech. 7.1 Introduction. 7.2 Organization of the Chapter. 7.3 Nonmodel-Based Algorithms for Bandwidth Extension. 7.4 Basics. 7.5 Model-Based Algorithms for Bandwidth Extension. 7.6 Evaluation of Bandwidth Extension Algorithms. 7.7 Conclusion. 7.8 Problems. References. Index.

Intelligent Dynamic Radio Tracking in Indoor Wireless Local Area Networks

Abstract: Indoor positioning is an enabling technology for delivery of location-based services in mobile computing environments. This paper proposes a positioning solution using received signal strength in indoor wireless local area networks. In this application, an explicit measurement equation and the corresponding noise statistics are unknown because of the complexity of the indoor propagation channel. To address these challenges, we introduce a new state-space Bayesian filter: the nonparametric information (NI) filter. This filter effectively tracks motion in situations where the Kalman filter and its variants are inapplicable, while maintaining a computational complexity comparable to that of the Kalman filter. To deal with the noisy nature of the indoor propagation environment, the NI filter is used in the design of an intelligent dynamic WLAN tracking system. The system anticipates future position values and adapts its sensing and estimation parameters accordingly. Our experimental results conducted on measurements from a real office environment indicate that the combination of the intelligent design and the NI filter results in significant improvements over the Kalman and particle filters.

Point Set Registration via Particle Filtering and Stochastic Dynamics

Abstract: In this paper, we propose a particle filtering approach for the problem of registering two point sets that differ by a rigid body transformation. Typically, registration algorithms compute the transformation parameters by maximizing a metric given an estimate of the correspondence between points across the two sets of interest. This can be viewed as a posterior estimation problem, in which the corresponding distribution can naturally be estimated using a particle filter. In this work, we treat motion as a local variation in pose parameters obtained by running a few iterations of a certain local optimizer. Employing this idea, we introduce stochastic motion dynamics to widen the narrow band of convergence often found in local optimizer approaches for registration. Thus, the novelty of our method is threefold: First, we employ a particle filtering scheme to drive the point set registration process. Second, we present a local optimizer that is motivated by the correlation measure. Third, we increase the robustness of the registration performance by introducing a dynamic model of uncertainty for the transformation parameters. In contrast with other techniques, our approach requires no annealing schedule, which results in a reduction in computational complexity (with respect to particle size) as well as maintains the temporal coherency of the state (no loss of information). Also unlike some alternative approaches for point set registration, we make no geometric assumptions on the two data sets. Experimental results are provided that demonstrate the robustness of the algorithm to initialization, noise, missing structures, and/or differing point densities in each set, on several challenging 2D and 3D registration scenarios.

Auxiliary Particle Implementation of Probability Hypothesis Density Filter

Abstract: Optimal Bayesian multi-target filtering is, in general, computationally impractical owing to the high dimensionality of the multi-target state. The probability hypothesis density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed sequential Monte Carlo (SMC) implementations of the PHD filter. However these implementations are the equivalent of the bootstrap particle filter, and the latter is well known to be inefficient. Drawing on ideas from the auxiliary particle filter (APF), we present an SMC implementation of the PHD filter, which employs auxiliary variables to enhance its efficiency. Numerical examples are presented for two scenarios, including a challenging nonlinear observation model.

Road Extraction From Satellite Images Using Particle Filtering and Extended Kalman Filtering

Abstract: Extended Kalman filter (EKF) has previously been employed to extract road maps in satellite images. This filter traces a single road until a stopping criterion is satisfied. In our new approach, we have combined EKF with a special particle filter (PF) in order to regain the trace of the road beyond obstacles, as well as to find and follow different road branches after reaching to a road junction. In this approach, first, EKF traces a road until a stopping criterion is met. Then, instead of terminating the process, the results are passed to the PF algorithm which tries to find the continuation of the road after a possible obstacle or to identify all possible road branches that might exist on the other side of a road junction. For further improvement, we have modified the procedure for obtaining the measurements by decoupling this process from the current state prediction of the filter. Removing the dependence of the measurement data to the predicted state reduces the potential for instability of the road-tracing algorithm. Furthermore, we have constructed a method for dynamic clustering of the road profiles in order to maintain tracking when the road profile undergoes some variations due to changes in the road width and intensity.