29,605 research outputs found
A distributed and iterative method for square root filtering in space-time estimation
Caption title.Includes bibliographical references.Supported by the Air Force Office of Scientific Research. F49620-92-J-002 Supported by the Office of Naval Research. N00014-91-J-1120 N00014-91-J-1004 Supported by the Army Research Office. DAAL03-92-G-0115Toshio M. Chin, William C. Karl, Alan S. Willsky
Multi-Step Knowledge-Aided Iterative ESPRIT for Direction Finding
In this work, we propose a subspace-based algorithm for DOA estimation which
iteratively reduces the disturbance factors of the estimated data covariance
matrix and incorporates prior knowledge which is gradually obtained on line. An
analysis of the MSE of the reshaped data covariance matrix is carried out along
with comparisons between computational complexities of the proposed and
existing algorithms. Simulations focusing on closely-spaced sources, where they
are uncorrelated and correlated, illustrate the improvements achieved.Comment: 7 figures. arXiv admin note: text overlap with arXiv:1703.1052
Likelihood Consensus and Its Application to Distributed Particle Filtering
We consider distributed state estimation in a wireless sensor network without
a fusion center. Each sensor performs a global estimation task---based on the
past and current measurements of all sensors---using only local processing and
local communications with its neighbors. In this estimation task, the joint
(all-sensors) likelihood function (JLF) plays a central role as it epitomizes
the measurements of all sensors. We propose a distributed method for computing,
at each sensor, an approximation of the JLF by means of consensus algorithms.
This "likelihood consensus" method is applicable if the local likelihood
functions of the various sensors (viewed as conditional probability density
functions of the local measurements) belong to the exponential family of
distributions. We then use the likelihood consensus method to implement a
distributed particle filter and a distributed Gaussian particle filter. Each
sensor runs a local particle filter, or a local Gaussian particle filter, that
computes a global state estimate. The weight update in each local (Gaussian)
particle filter employs the JLF, which is obtained through the likelihood
consensus scheme. For the distributed Gaussian particle filter, the number of
particles can be significantly reduced by means of an additional consensus
scheme. Simulation results are presented to assess the performance of the
proposed distributed particle filters for a multiple target tracking problem
On-Manifold Preintegration for Real-Time Visual-Inertial Odometry
Current approaches for visual-inertial odometry (VIO) are able to attain
highly accurate state estimation via nonlinear optimization. However, real-time
optimization quickly becomes infeasible as the trajectory grows over time, this
problem is further emphasized by the fact that inertial measurements come at
high rate, hence leading to fast growth of the number of variables in the
optimization. In this paper, we address this issue by preintegrating inertial
measurements between selected keyframes into single relative motion
constraints. Our first contribution is a \emph{preintegration theory} that
properly addresses the manifold structure of the rotation group. We formally
discuss the generative measurement model as well as the nature of the rotation
noise and derive the expression for the \emph{maximum a posteriori} state
estimator. Our theoretical development enables the computation of all necessary
Jacobians for the optimization and a-posteriori bias correction in analytic
form. The second contribution is to show that the preintegrated IMU model can
be seamlessly integrated into a visual-inertial pipeline under the unifying
framework of factor graphs. This enables the application of
incremental-smoothing algorithms and the use of a \emph{structureless} model
for visual measurements, which avoids optimizing over the 3D points, further
accelerating the computation. We perform an extensive evaluation of our
monocular \VIO pipeline on real and simulated datasets. The results confirm
that our modelling effort leads to accurate state estimation in real-time,
outperforming state-of-the-art approaches.Comment: 20 pages, 24 figures, accepted for publication in IEEE Transactions
on Robotics (TRO) 201
CMB map restoration
Estimating the cosmological microwave background is of utmost importance for
cosmology. However, its estimation from full-sky surveys such as WMAP or more
recently Planck is challenging: CMB maps are generally estimated via the
application of some source separation techniques which never prevent the final
map from being contaminated with noise and foreground residuals. These spurious
contaminations whether noise or foreground residuals are well-known to be a
plague for most cosmologically relevant tests or evaluations; this includes CMB
lensing reconstruction or non-Gaussian signatures search. Noise reduction is
generally performed by applying a simple Wiener filter in spherical harmonics;
however this does not account for the non-stationarity of the noise. Foreground
contamination is usually tackled by masking the most intense residuals detected
in the map, which makes CMB evaluation harder to perform. In this paper, we
introduce a novel noise reduction framework coined LIW-Filtering for Linear
Iterative Wavelet Filtering which is able to account for the noise spatial
variability thanks to a wavelet-based modeling while keeping the highly desired
linearity of the Wiener filter. We further show that the same filtering
technique can effectively perform foreground contamination reduction thus
providing a globally cleaner CMB map. Numerical results on simulated but
realistic Planck data are provided
A Distributed Tracking Algorithm for Reconstruction of Graph Signals
The rapid development of signal processing on graphs provides a new
perspective for processing large-scale data associated with irregular domains.
In many practical applications, it is necessary to handle massive data sets
through complex networks, in which most nodes have limited computing power.
Designing efficient distributed algorithms is critical for this task. This
paper focuses on the distributed reconstruction of a time-varying bandlimited
graph signal based on observations sampled at a subset of selected nodes. A
distributed least square reconstruction (DLSR) algorithm is proposed to recover
the unknown signal iteratively, by allowing neighboring nodes to communicate
with one another and make fast updates. DLSR uses a decay scheme to annihilate
the out-of-band energy occurring in the reconstruction process, which is
inevitably caused by the transmission delay in distributed systems. Proof of
convergence and error bounds for DLSR are provided in this paper, suggesting
that the algorithm is able to track time-varying graph signals and perfectly
reconstruct time-invariant signals. The DLSR algorithm is numerically
experimented with synthetic data and real-world sensor network data, which
verifies its ability in tracking slowly time-varying graph signals.Comment: 30 pages, 9 figures, 2 tables, journal pape
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