Sensor management for multi-target tracking via multi-Bernoulli filtering

In multi-object stochastic systems, the issue of sensor management is a theoretically and computationally challenging problem. In this paper, we present a novel random finite set (RFS) approach to the multi-target sensor management problem within the partially observed Markov decision process (POMDP) framework. The multi-target state is modelled as a multi-Bernoulli RFS, and the multi-Bernoulli filter is used in conjunction with two different control objectives: maximizing the expected Rényi divergence between the predicted and updated densities, and minimizing the expected posterior cardinality variance. Numerical studies are presented in two scenarios where a mobile sensor tracks five moving targets with different levels of observability.     

Optimal linear granulometric estimation for random sets

This paper addresses two pattern-recognition problems in the context of random sets. For the first, the random set law is known and the task is to estimate the observed pattern from a feature set calculated from the observation. For the second, the law is unknown and we wish to estimate the parameters of the law. Estimation is accomplished by an optimal linear system whose inputs are features based on morphological granulometries. In the first case these features are granulometric moments; in the second they are moments of the granulometric moments. For the latter, estimation is placed in a Bayesian context by assuming that there exists a prior distribution for the parameters determining the law. A disjoint random grain model is assumed and the optimal linear estimator is determined by using asymptotic expressions for the moments of the granulometric moments. In both cases, the linear approach serves as a practical alternative to previously proposed nonlinear methods. Granulometric pattern estimation has previously been accomplished by a nonlinear method using full distributional knowledge of the random variables determining the pattern and granulometric features. Granulometric estimation of the law of a random grain model has previously been accomplished by solving a system of nonlinear equations resulting from the granulometric asymptotic mixing theorem. Both methods are limited in application owing to the necessity of performing a nonlinear optimization. The new linear method avoids this. It makes estimation possible for more complex models.     

Particle filters for state and parameter estimation in batch processes

In process engineering, on-line state and parameter estimation is a key component in the modelling of batch processes. However, when state and/or measurement functions are highly non-linear and the posterior probability of the state is non-Gaussian, conventional filters, such as the extended Kalman filter, do not provide satisfactory results. This paper proposes an alternative approach whereby particle filters based on the sequential Monte Carlo method are used for the estimation task. Particle filters are initially described prior to discussing some implementation issues, including degeneracy, the selection of the importance density and the number of particles. A kernel smoothing approach is introduced for the robust estimation of unknown and time-varying model parameters. The effectiveness of particle filters is demonstrated through application to a benchmark batch polymerization process and the results are compared with the extended Kalman filter.     

Combining particle MCMC with Rao-Blackwellized Monte Carlo data association for parameter estimation in multiple target tracking

We consider state and parameter estimation in multiple target tracking problems with data association uncertainties and unknown number of targets. We show how the problem can be recast into a conditionally linear Gaussian state-space model with unknown parameters and present an algorithm for computationally efficient inference on the resulting model. The proposed algorithm is based on combining the Rao-Blackwellized Monte Carlo data association algorithm with particle Markov chain Monte Carlo algorithms to jointly estimate both parameters and data associations. Both particle marginal Metropolis–Hastings and particle Gibbs variants of particle MCMC are considered. We demonstrate the performance of the method both using simulated data and in a real-data case study of using multiple target tracking to estimate the brown bear population in Finland.     

Sensor selection for parameterized random field estimation in wireless sensor networks

We consider the random field estimation problem with parametric trend in wireless sensor networks where the field can be described by unknown parameters to be estimated. Due to the limited resources, the network selects only a subset of the sensors to perform the estimation task with a desired performance under the D-optimal criterion. We propose a greedy sampling scheme to select the sensor nodes according to the information gain of the sensors. A distributed algorithm is also developed by consensus-based ...     

A Bayesian inference approach to account for multiple sources of uncertainty in a macroalgae based integrated multi-trophic aquaculture model

A Bayesian inference method was employed to quantify uncertainty in an Integrated Multi-Trophic Aquaculture (IMTA) model. A deterministic model was reformulated as a Bayesian Hierarchical Model (BHM) with uncertainty in the parameters accounted for using “prior” distributions and unresolved time varying processes modelled using auto-regressive processes. Observations of kelp grown in 3 seeding densities around salmon pens were assimilated using a Sequential Monte Carlo method implemented within the LibBi package. This resulted in a considerable reduction in the variability in model output for both the observed and unobserved state variables. A reduction in variance between the prior and posterior was observed for a subset of model parameters which varied with seeding density. Kullback–Liebler (KL) divergence method showed the reduction in variability of the state and parameters was approximately 90%. A low to medium seeding density results in the most efficient removal of excess nutrients in this simple system.     

Simulation-based optimal sensor scheduling with application to observer trajectory planning

The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions.     

Box particle filtering for nonlinear state estimation using interval analysis

In recent years particle filters have been applied to a variety of state estimation problems. A particle filter is a sequential Monte Carlo Bayesian estimator of the posterior density of the state using weighted particles. The efficiency and accuracy of the filter depend mostly on the number of particles used in the estimation and on the propagation function used to re-allocate weights to these particles at each iteration. If the imprecision, i.e. bias and noise, in the available information is high, the number of particles needs to be very large in order to obtain good performances. This may give rise to complexity problems for a real-time implementation. This kind of imprecision can easily be represented by interval data if the maximum error is known. Handling interval data is a new approach successfully applied to different real applications. In this paper, we propose an extension of the particle filter algorithm able to handle interval data and using interval analysis and constraint satisfaction techniques. In standard particle filtering, particles are punctual states associated with weights whose likelihoods are defined by a statistical model of the observation error. In the box particle filter, particles are boxes associated with weights whose likelihood is defined by a bounded model of the observation error. Experiments using actual data for global localization of a vehicle show the usefulness and the efficiency of the proposed approach.     

Multi-target tracking with PHD filter using Doppler-only measurements

In this paper, we address the problem of multi-target detection and tracking over a network of separately located Doppler-shift measuring sensors. For this challenging problem, we propose to use the probability hypothesis density (PHD) filter and present two implementations of the PHD filter, namely the sequential Monte Carlo PHD (SMC-PHD) and the Gaussian mixture PHD (GM-PHD) filters. Performances of both filters are carefully studied and compared for the considered challenging tracking problem. Simulation results show that both PHD filter implementations successfully track multiple targets using only Doppler shift measurements. Moreover, as a proof-of-concept, an experimental setup consisting of a network of microphones and a loudspeaker was prepared. Experimental study results reveal that it is possible to track multiple ground targets using acoustic Doppler shift measurements in a passive multi-static scenario. We observed that the GM-PHD is more effective, efficient and easy to implement than the SMC-PHD filter.     

Joint state and parameter estimation in particle filtering and stochastic optimization

In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approximation (SPSA) technique. The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework, and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function. The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systems. Simulation result demonstrates the feasibility and efficiency of the proposed algorithm.     

Joint state and parameter estimation in particle filtering and stochastic optimization

In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- mation （SPSA） technique. The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework, and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function. The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systems. Simulation result demonstrates the feasibilitv and efficiency of the proposed algorithm     

粒子滤波算法研究进展与展望

粒子滤波是一种通过非参数化的Monte Carlo模拟方法实现递推贝叶斯估计的算法。本文对粒子滤波的发展和研究现状进行了阐述,详细介绍和分析了粒子滤波的基本原理、存在的几个关键问题及解决方法,总结归纳出11种主要改进粒子滤波器,同时论述了粒子滤波应用领域。最后对未来发展提出了展望。     

PF-MPC: Particle filter-model predictive control

In this article, a new model predictive control approach to nonlinear stochastic systems will be presented. The new approach is based on particle filters, which are usually used for estimating states or parameters. Here, two particle filters will be combined, the first one giving an estimate for the actual state based on the actual output of the system; the second one gives an estimate of a control input for the system. This is basically done by adopting the basic model predictive control strategies for the second particle filter. Later in this paper, this new approach is applied to a CSTR (continuous stirred-tank reactor) example and to the inverted pendulum. These two examples show that our approach is also real-time-capable.     

Optimization of decentralized random field estimation networks under communication constraints through Monte Carlo methods

We propose a new methodology for designing decentralized random field estimation schemes that takes the tradeoff between the estimation accuracy and the cost of communications into account. We consider a sensor network in which nodes perform bandwidth limited two-way communications with other nodes located in a certain range. The in-network processing starts with each node measuring its local variable and sending messages to its immediate neighbors followed by evaluating its local estimation rule based on the received messages and measurements. Local rule design for this two-stage strategy can be cast as a constrained optimization problem with a Bayesian risk capturing the cost of transmissions and penalty for the estimation errors. A similar problem has been previously studied for decentralized detection. We adopt that framework for estimation, however, the corresponding optimization schemes involve integral operators that are impossible to evaluate exactly, in general. We employ an approximation framework using Monte Carlo methods and obtain an optimization procedure based on particle representations and approximate computations. The procedure operates in a message-passing fashion and generates results for any distributions if samples can be produced from, e.g., the marginals. We demonstrate graceful degradation of the estimation accuracy as communication becomes more costly.     

Information-theoretic Approaches Based on Sequential Monte Carlo to Collaborative Distributed Sensors for Mobile Robot Localization

We consider the Sequential Monte Carlo (SMC) method for Bayesian inference applied to the problem of information-theoretic distributed sensor collaboration in complex environments. The robot kinematics and sensor observation under consideration are described by nonlinear models. The exact solution to this problem is prohibitively complex due to the nonlinear nature of the system. The SMC method is, therefore, employed to track the probabilistic kinematics of the robot and to make the corresponding Bayesian estimates and predictions. To meet the specific requirements inherent in distributed sensors, such as low-communication consumption and collaborative information processing, we propose a novel SMC solution that makes use of the particle filter technique for data fusion, and the density tree representation of the a posterior distribution for information exchange between sensor nodes. Meanwhile, an efficient numerical method is proposed for approximating the information utility in sensor selection. A further experiment, obtained with a real robot in an indoor environment, illustrates that under the SMC framework, the optimal sensor selection and collaboration can be implemented naturally, and significant improvement in localization accuracy is achieved when compared to conventional methods using all sensors.     

A study of cognitive strategies for an autonomous search

Cognitive search is a collective term for search strategies based on information theoretic rewards required in sequential decision making under uncertainty. The paper presents a comparative study of cognitive search strategies for finding an emitting source of unknown strength using sparse sensing cues in the form of occasional non-zero sensor measurements. The study is cast in the context of an emitting source of particles transported by turbulent flow. The search algorithm, which sequentially estimates the source parameters and the reward function for motion control, has been implemented using the sequential Monte Carlo method. The distribution of the search time has been explained by the inverse Gaussian distribution.     

Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method

A new approach to nonlinear state estimation and object tracking from indirect observations of a continuous time process is examined. Stochastic differential equations (SDEs) are employed to model the dynamics of the unobservable state. Tracking problems in the plane subject to boundaries on the state-space do not in general provide analytical solutions. A widely used numerical approach is the sequential Monte Carlo (SMC) method which relies on stochastic simulations to approximate state densities. For off-line analysis, however, accurate smoothed state density and parameter estimation can become complicated using SMC because Monte Carlo randomness is introduced. The finite element (FE) method solves the Kolmogorov equations of the SDE numerically on a triangular unstructured mesh for which boundary conditions to the state-space are simple to incorporate. The FE approach to nonlinear state estimation is suited for off-line data analysis because the computed smoothed state densities, maximum a posteriori parameter estimates and state sequence are deterministic conditional on the finite element mesh and the observations. The proposed method is conceptually similar to existing point-mass filtering methods, but is computationally more advanced and generally applicable. The performance of the FE estimators in relation to SMC and to the resolution of the spatial discretization is examined empirically through simulation. A real-data case study involving fish tracking is also analysed.     

Joint attack detection and secure state estimation of cyber‐physical systems

This paper deals with secure state estimation of cyber‐physical systems subject to switching (on/off) attack signals and injection of fake packets (via either packet substitution or insertion of extra packets). The random set paradigm is adopted in order to model, via random finite sets (RFSs), the switching nature of both system attacks and the injection of fake measurements. The problem of detecting an attack on the system and jointly estimating its state, possibly in the presence of fake measurements, is then formulated and solved in the Bayesian framework for systems with and without direct feedthrough of the attack input to the output. This leads to the analytical derivation of a hybrid Bernoulli filter (HBF) that updates in real time the joint posterior density of a Bernoulli attack RFS and of the state vector. A closed‐form Gaussian mixture implementation of the proposed HBF is fully derived in the case of invertible direct feedthrough. Finally, the effectiveness of the developed tools for joint attack detection and secure state estimation is tested on two case studies concerning a benchmark system for unknown input estimation and a standard IEEE power network application.     

Neumann dynamic stochastic finite element method of vibration for structures with stochastic parameters to random excitation

This paper presents a method for the dynamic analysis of structures with stochastic parameters to random excitation. A procedure to derive the statistical characteristics of the dynamic response for structure is proposed by using dynamic Neumann stochastic finite element method presented herein. Random equation of motion for structure is transformed into a quasi-static equilibrium equation for the solution of displacement in time domain. Neumann expansion method is developed and applied to the equation for deriving the statistical solution of the dynamic response of such a random structure system, within the framework of Monte Carlo simulation. Then, the results from Neumann dynamic stochastic finite element method are compared with those from the first- and second-order perturbation stochastic finite element methods and the direct Monte Carlo simulation with respect to accuracy, convergence and computational efficiency. Numerical examples are examined to show that the approach proposed in this paper has a very high accuracy and efficiency in the analysis of compound random vibration.     

Tuning of evolutionary particle filtering approach for estimation of trajectory deviation

An autonomous vehicle launched from moving platform is subjected to flexure‐like disturbance and needs to stabilize itself before embarking on the target tracking phase. Control and guidance remains inactive during stabilization phase. Hence, estimating the deviation from the intended trajectory is important in the absence of control and guidance commands for trajectory correction. This estimation problem is here mapped to the misalignment estimation problem, with the intended trajectory data resembling mother data and the followed trajectory data resembling daughter data. The main requirement is fast convergence for early commencement of target tracking phase. Kalman filter and its variants fail to converge due to the inability to model time varying nonlinearities and flexure in the system model. Conventional particle filter converges, but computation time is high. This work explores evolutionary particle filter variants that may provide faster convergence through adaptive tuning of the range from where particle support points are selected. Such heuristics is based on the observed residual trend. Monte Carlo simulation results underline the importance of designing estimator based on adaptive tuned evolutionary particle filter algorithm.