When Decision Meets Estimation: Theory and Applications

In many practical problems, both decision and estimation are involved. This dissertation intends to study the relationship between decision and estimation in these problems, so that more accurate inference methods can be developed. Hybrid estimation is an important formulation that deals with state estimation and model structure identification simultaneously. Multiple-model (MM) methods are the most widelyused tool for hybrid estimation. A novel approach to predict the Internet end-to-end delay using MM methods is proposed. Based on preliminary analysis of the collected end-to-end delay data, we propose an off-line model set design procedure using vector quantization (VQ) and short-term time series analysis so that MM methods can be applied to predict on-line measurement data. Experimental results show that the proposed MM predictor outperforms two widely used adaptive filters in terms of prediction accuracy and robustness. Although hybrid estimation can identify model structure, it mainly focuses on the estimation part. When decision and estimation are of (nearly) equal importance, a joint solution is preferred. By noticing the resemblance, a new Bayes risk is generalized from those of decision and estimation, respectively. Based on this generalized Bayes risk, a novel, integrated solution to decision and estimation is introduced. Our study tries to give a more systematic view on the joint decision and estimation (JDE) problem, which we believe the work in various fields, such as target tracking, communications, time series modeling, will benefit greatly from. We apply this integrated Bayes solution to joint target tracking and classification, a very important topic in target inference, with simplified measurement models. The results of this new approach are compared with two conventional strategies. At last, a surveillance testbed is being built for such purposes as algorithm development and performance evaluation. We try to use the testbed to bridge the gap between theory and practice. In the dissertation, an overview as well as the architecture of the testbed is given and one case study is presented. The testbed is capable to serve the tasks with decision and/or estimation aspects, and is helpful for the development of the JDE algorithms

When Decision Meets Estimation: Theory and Applications

In many practical problems, both decision and estimation are involved. This dissertation intends to study the relationship between decision and estimation in these problems, so that more accurate inference methods can be developed. Hybrid estimation is an important formulation that deals with state estimation and model structure identification simultaneously. Multiple-model (MM) methods are the most widelyused tool for hybrid estimation. A novel approach to predict the Internet end-to-end delay using MM methods is proposed. Based on preliminary analysis of the collected end-to-end delay data, we propose an off-line model set design procedure using vector quantization (VQ) and short-term time series analysis so that MM methods can be applied to predict on-line measurement data. Experimental results show that the proposed MM predictor outperforms two widely used adaptive filters in terms of prediction accuracy and robustness. Although hybrid estimation can identify model structure, it mainly focuses on the estimation part. When decision and estimation are of (nearly) equal importance, a joint solution is preferred. By noticing the resemblance, a new Bayes risk is generalized from those of decision and estimation, respectively. Based on this generalized Bayes risk, a novel, integrated solution to decision and estimation is introduced. Our study tries to give a more systematic view on the joint decision and estimation (JDE) problem, which we believe the work in various fields, such as target tracking, communications, time series modeling, will benefit greatly from. We apply this integrated Bayes solution to joint target tracking and classification, a very important topic in target inference, with simplified measurement models. The results of this new approach are compared with two conventional strategies. At last, a surveillance testbed is being built for such purposes as algorithm development and performance evaluation. We try to use the testbed to bridge the gap between theory and practice. In the dissertation, an overview as well as the architecture of the testbed is given and one case study is presented. The testbed is capable to serve the tasks with decision and/or estimation aspects, and is helpful for the development of the JDE algorithms

Robust recursive estimation in the presence of heavy-tailed observation noise

Includes bibliographical references (p. 33-41).Supported by the U.S. Army Research Office fellowship. ARO-DAAL03-86-G-0017 Supported by the U.S. Air Force Office of Scientific Research. AFOSR-85-0227 AFOSR-89-0276Irvin C. Schick and Sanjoy K. Mitter

Indoor Geo-location And Tracking Of Mobile Autonomous Robot

The field of robotics has always been one of fascination right from the day of Terminator. Even though we still do not have robots that can actually replicate human action and intelligence, progress is being made in the right direction. Robotic applications range from defense to civilian, in public safety and fire fighting. With the increase in urban-warfare robot tracking inside buildings and in cities form a very important application. The numerous applications range from munitions tracking to replacing soldiers for reconnaissance information. Fire fighters use robots for survey of the affected area. Tracking robots has been limited to the local area under consideration. Decision making is inhibited due to limited local knowledge and approximations have to be made. An effective decision making would involve tracking the robot in earth co-ordinates such as latitude and longitude. GPS signal provides us sufficient and reliable data for such decision making. The main drawback of using GPS is that it is unavailable indoors and also there is signal attenuation outdoors. Indoor geolocation forms the basis of tracking robots inside buildings and other places where GPS signals are unavailable. Indoor geolocation has traditionally been the field of wireless networks using techniques such as low frequency RF signals and ultra-wideband antennas. In this thesis we propose a novel method for achieving geolocation and enable tracking. Geolocation and tracking are achieved by a combination of Gyroscope and encoders together referred to as the Inertial Navigation System (INS). Gyroscopes have been widely used in aerospace applications for stabilizing aircrafts. In our case we use gyroscope as means of determining the heading of the robot. Further, commands can be sent to the robot when it is off balance or off-track. Sensors are inherently error prone; hence the process of geolocation is complicated and limited by the imperfect mathematical modeling of input noise. We make use of Kalman Filter for processing erroneous sensor data, as it provides us a robust and stable algorithm. The error characteristics of the sensors are input to the Kalman Filter and filtered data is obtained. We have performed a large set of experiments, both indoors and outdoors to test the reliability of the system. In outdoors we have used the GPS signal to aid the INS measurements. When indoors we utilize the last known position and extrapolate to obtain the GPS co-ordinates

Enabling Robust State Estimation through Covariance Adaptation

Several robust state estimation frameworks have been proposed over the previous decades. Underpinning all of these robust frameworks is one dubious assumption. Specifically, the assumption that an accurate a priori measurement uncertainty model can be provided. As systems become more autonomous, this assumption becomes less valid (i.e., as systems start operating in novel environments, there is no guarantee that the assumed a priori measurement uncertainty model characterizes the sensors current observation uncertainty). In an attempt to relax this assumption, a novel robust state estimation framework is proposed. The proposed framework enables robust state estimation through the iterative adaptation of the measurement uncertainty model. The adaptation of the measurement uncertainty model is granted through non-parametric clustering of the estimator\u27 s residuals, which enables the characterization of the measurement uncertainty via a Gaussian mixture model. This Gaussian mixture model based measurement uncertainty characterization can be incorporated into any non-linear least square optimization routine. Within this dissertation, the proposed framework is instantiated into three novel robust state estimation algorithms: batch covariance estimation (BCE), batch covariance estimation over an augmented data space (BCE-AD), and incremental covariance estimation (ICE). To verify the proposed framework, three global navigation satellite system (GNSS) data sets were collected. The collected data sets provide varying levels of observation degradation to enable the characterization of the proposed algorithm on a diverse data set. Utilizing these data sets, it is shown that the proposed framework exhibits improved state estimation accuracy when compared to other robust estimation techniques when confronted with degraded data quality

Guidance, Flight Mechanics and Trajectory Optimization. Volume 5 - State Determination And/or Estimation

Guidance, flight mechanics, and trajectory optimizatio

Context Exploitation in Data Fusion

Complex and dynamic environments constitute a challenge for existing tracking algorithms. For this reason, modern solutions are trying to utilize any available information which could help to constrain, improve or explain the measurements. So called Context Information (CI) is understood as information that surrounds an element of interest, whose knowledge may help understanding the (estimated) situation and also in reacting to that situation. However, context discovery and exploitation are still largely unexplored research topics. Until now, the context has been extensively exploited as a parameter in system and measurement models which led to the development of numerous approaches for the linear or non-linear constrained estimation and target tracking. More specifically, the spatial or static context is the most common source of the ambient information, i.e. features, utilized for recursive enhancement of the state variables either in the prediction or the measurement update of the filters. In the case of multiple model estimators, context can not only be related to the state but also to a certain mode of the filter. Common practice for multiple model scenarios is to represent states and context as a joint distribution of Gaussian mixtures. These approaches are commonly referred as the join tracking and classification. Alternatively, the usefulness of context was also demonstrated in aiding the measurement data association. Process of formulating a hypothesis, which assigns a particular measurement to the track, is traditionally governed by the empirical knowledge of the noise characteristics of sensors and operating environment, i.e. probability of detection, false alarm, clutter noise, which can be further enhanced by conditioning on context. We believe that interactions between the environment and the object could be classified into actions, activities and intents, and formed into structured graphs with contextual links translated into arcs. By learning the environment model we will be able to make prediction on the target\u2019s future actions based on its past observation. Probability of target future action could be utilized in the fusion process to adjust tracker confidence on measurements. By incorporating contextual knowledge of the environment, in the form of a likelihood function, in the filter measurement update step, we have been able to reduce uncertainties of the tracking solution and improve the consistency of the track. The promising results demonstrate that the fusion of CI brings a significant performance improvement in comparison to the regular tracking approaches

Dynamic Switching State Systems for Visual Tracking

This work addresses the problem of how to capture the dynamics of maneuvering objects for visual tracking. Towards this end, the perspective of recursive Bayesian filters and the perspective of deep learning approaches for state estimation are considered and their functional viewpoints are brought together