Bayesian Nonparametric Inference of Switching Linear Dynamical Systems

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector autoregressive (VAR) process. Our Bayesian nonparametric approach utilizes a hierarchical Dirichlet process prior to learn an unknown number of persistent, smooth dynamical modes. We additionally employ automatic relevance determination to infer a sparse set of dynamic dependencies allowing us to learn SLDS with varying state dimension or switching VAR processes with varying autoregressive order. We develop a sampling algorithm that combines a truncated approximation to the Dirichlet process with efficient joint sampling of the mode and state sequences. The utility and flexibility of our model are demonstrated on synthetic data, sequences of dancing honey bees, the IBOVESPA stock index, and a maneuvering target tracking application.Comment: 50 pages, 7 figure

A Gaussian Process Regression based Dynamical Models Learning Algorithm for Target Tracking

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target. Non-parametric Gaussian process regression (GPR) is used to learn a target's naturally shift invariant motion (NSIM) behavior, which is translationally invariant and does not need to be constantly updated as the target moves. The learned Gaussian processes (GPs) can be applied to track targets within different surveillance regions from the surveillance region of the training data by being incorporated into the particle filter (PF) implementation. The performance of our proposed approach is evaluated over different maneuvering scenarios by being compared with commonly used interacting multiple model (IMM)-PF methods and provides around $90\%$ performance improvement for a multi-target tracking (MTT) highly maneuvering scenario.Comment: 11 pages, 10 figure

PPF - A Parallel Particle Filtering Library

We present the parallel particle filtering (PPF) software library, which enables hybrid shared-memory/distributed-memory parallelization of particle filtering (PF) algorithms combining the Message Passing Interface (MPI) with multithreading for multi-level parallelism. The library is implemented in Java and relies on OpenMPI's Java bindings for inter-process communication. It includes dynamic load balancing, multi-thread balancing, and several algorithmic improvements for PF, such as input-space domain decomposition. The PPF library hides the difficulties of efficient parallel programming of PF algorithms and provides application developers with the necessary tools for parallel implementation of PF methods. We demonstrate the capabilities of the PPF library using two distributed PF algorithms in two scenarios with different numbers of particles. The PPF library runs a 38 million particle problem, corresponding to more than 1.86 GB of particle data, on 192 cores with 67% parallel efficiency. To the best of our knowledge, the PPF library is the first open-source software that offers a parallel framework for PF applications.Comment: 8 pages, 8 figures; will appear in the proceedings of the IET Data Fusion & Target Tracking Conference 201

Pilots' use of a traffic alert and collision-avoidance system (TCAS 2) in simulated air carrier operations. Volume 2: Appendices

Pilots' use of and responses to a traffic alert and collision-avoidance system (TCAS 2) in simulated air carrier line operations are discribed in Volume 1. TCAS 2 monitors the positions of nearby aircraft by means of transponder interrogation, and it commands a climb or descent which conflicting aircraft are projected to reach an unsafe closest point-of-approach within 20 to 25 seconds. A different level of information about the location of other air traffic was presented to each of three groups of flight crews during their execution of eight simulated air carrier flights. A fourth group of pilots flew the same segments without TCAS 2 equipment. Traffic conflicts were generated at intervals during the flights; many of the conflict aircraft were visible to the flight crews. The TCAS equipment successfully ameliorated the seriousness of all conflicts; three of four non-TCAS crews had hazardous encounters. Response times to TCAS maneuver commands did not differ as a function of the amount of information provided, nor did response accuracy. Differences in flight experience did not appear to contribute to the small performance differences observed. Pilots used the displays of conflicting traffic to maneuver to avoid unseen traffic before maneuver advisories were issued by the TCAS equipment. The results indicate: (1) that pilots utilize TCAS effectively within the response times allocated by the TCAS logic, and (2) that TCAS 2 is an effective collision avoidance device. Volume 2 contains the appendices referenced in Volume 1, providing details of the experiment and the results, and the text of two reports written in support of the program

Distributed Estimation with Information-Seeking Control in Agent Network

We introduce a distributed, cooperative framework and method for Bayesian estimation and control in decentralized agent networks. Our framework combines joint estimation of time-varying global and local states with information-seeking control optimizing the behavior of the agents. It is suited to nonlinear and non-Gaussian problems and, in particular, to location-aware networks. For cooperative estimation, a combination of belief propagation message passing and consensus is used. For cooperative control, the negative posterior joint entropy of all states is maximized via a gradient ascent. The estimation layer provides the control layer with probabilistic information in the form of sample representations of probability distributions. Simulation results demonstrate intelligent behavior of the agents and excellent estimation performance for a simultaneous self-localization and target tracking problem. In a cooperative localization scenario with only one anchor, mobile agents can localize themselves after a short time with an accuracy that is higher than the accuracy of the performed distance measurements.Comment: 17 pages, 10 figure

Safe2Ditch Steer-To-Clear Development and Flight Testing

This paper describes a series of small unmanned aerial system (sUAS) flights performed at NASA Langley Research Center in April and May of 2019 to test a newly added Steer-to-Clear feature for the Safe2Ditch (S2D) prototype system. S2D is an autonomous crash management system for sUAS. Its function is to detect the onset of an emergency for an autonomous vehicle, and to enable that vehicle in distress to execute safe landings to avoid injuring people on the ground or damaging property. Flight tests were conducted at the City Environment Range for Testing Autonomous Integrated Navigation (CERTAIN) range at NASA Langley. Prior testing of S2D focused on rerouting to an alternate ditch site when an occupant was detected in the primary ditch site. For Steer-to-Clear testing, S2D was limited to a single ditch site option to force engagement of the Steer-to-Clear mode. The implementation of Steer-to-Clear for the flight prototype used a simple method to divide the target ditch site into four quadrants. An RC car was driven in circles in one quadrant to simulate an occupant in that ditch site. A simple implementation of Steer-to- Clear was programmed to land in the opposite quadrant to maximize distance to the occupants quadrant. A successful mission was tallied when this occurred. Out of nineteen flights, thirteen resulted in successful missions. Data logs from the flight vehicle and the RC car indicated that unsuccessful missions were due to geolocation error between the actual location of the RC car and the derived location of it by the Vision Assisted Landing component of S2D on the flight vehicle. Video data indicated that while the Vision Assisted Landing component reliably identified the location of the ditch site occupant in the image frame, the conversion of the occupants location to earth coordinates was sometimes adversely impacted by errors in sensor data needed to perform the transformation. Logged sensor data was analyzed to attempt to identify the primary error sources and their impact on the geolocation accuracy. Three trends were observed in the data evaluation phase. In one trend, errors in geolocation were relatively large at the flight vehicles cruise altitude, but reduced as the vehicle descended. This was the expected behavior and was attributed to sensor errors of the inertial measurement unit (IMU). The second trend showed distinct sinusoidal error for the entire descent that did not always reduce with altitude. The third trend showed high scatter in the data, which did not correlate well with altitude. Possible sources of observed error and compensation techniques are discussed