An automatic analyzer for sports video databases using visual cues and real-world modeling

With the advent of hard-disk video recording, video databases gradually emerge for consumer applications. The large capacity of disks requires the need for fast storage and retrieval functions. We propose a semantic analyzer for sports video, which is able to automatically extract and analyze key events, such as player behavior. The analyzer employs several visual cues and a model for real-world coordinates, so that speed and position of a player can be determined with sufficient accuracy. It consists of four processing steps: (1) playing event detection, (2) court and player segmentation, as well as a 3-D camera model, (3) player tracking, and (4) event-based high-level analysis exploiting visual cues extracted in the real-world. We show attractive experimental results remarking the system efficiency and classification skills

An automatic analyzer for sports video databases using visual cues and real-world modeling

With the advent of hard-disk video recording, video databases gradually emerge for consumer applications. The large capacity of disks requires the need for fast storage and retrieval functions. We propose a semantic analyzer for sports video, which is able to automatically extract and analyze key events, such as player behavior. The analyzer employs several visual cues and a model for real-world coordinates, so that speed and position of a player can be determined with sufficient accuracy. It consists of four processing steps: (1) playing event detection, (2) court and player segmentation, as well as a 3-D camera model, (3) player tracking, and (4) event-based high-level analysis exploiting visual cues extracted in the real-world. We show attractive experimental results remarking the system efficiency and classification skills

Decentralized High Level Controller for Formation Flight Control of UAVs

International audienceThe main contribution of this paper is the design of a decentralized and tuning-less high level controller able to maintain without tracking errors a Leader-Follower (LF) configuration in case of lack or degraded communications (latencies, loss…) between the leader and followers UAVs. The high level controller only requires simple tunings and rests on a predictive filtering algorithm and a first order dynamic model to recover an estimation of the leader UAV velocities and avoid the tracking errors

Event-Based Noise Filtration with Point-of-Interest Detection and Tracking for Space Situational Awareness

This thesis explores an asynchronous noise-suppression technique to be used in conjunction with asynchronous, Gaussian-blob tracking on dynamic vision sensor (DVS) data. This type of sensor is a member of a relatively new class of neuromorphic sensing devices that emulate the change-based detection properties of the human eye. By leveraging a biologically inspired mode of operation, these sensors can achieve significantly higher sampling rates as compared to conventional cameras, while also eliminating redundant data generated by static backgrounds. The resulting high dynamic range and fast acquisition time of DVS recordings enables the imaging of high-velocity targets despite ordinarily problematic lighting conditions. The technique presented here relies on treating each pixel of the sensor as a spiking cell keeping track of its own activity over time, which in turn can be filtered out of the resulting sensor event stream by user-configurable threshold values that form a temporal bandpass filter. In addition, asynchronous blob-tracking is supplemented with double-exponential smoothing prediction and Bezier curve-fitting in order to smooth tracker movement and interpolate target trajectory respectively. This overall scheme is intended to achieve asynchronous point-source tracking using a DVS for space-based applications, particularly in tracking distant, dim satellites. In the space environment, radiation effects are expected to introduce transient, and possibly persistent, noise into the asynchronous event-stream of the DVS. Given the large distances between objects in space, targets of interest may be no larger than a single pixel and can therefore appear similar to such noise-induced events. In this thesis, the asynchronous approach is experimentally compared to a more traditional approach applied to reconstructed frame data for both performance and accuracy metrics. The results of this research show that the asynchronous approach can produce comparable or even better tracking accuracy, while also drastically reducing the execution time of the process by seven times on average

Sequential Modelling and Inference of High-frequency Limit Order Book with State-space Models and Monte Carlo Algorithms

The high-frequency limit order book (LOB) market has recently attracted increasing research attention from both the industry and the academia as a result of expanding algorithmic trading. However, the massive data throughput and the inherent complexity of high-frequency market dynamics also present challenges to some classic statistical modelling approaches. By adopting powerful state-space models from the field of signal processing as well as a number of Bayesian inference algorithms such as particle filtering, Markov chain Monte Carlo and variational inference algorithms, this thesis presents my extensive research into the high-frequency limit order book covering a wide scope of topics. Chapter 2 presents a novel construction of the non-homogeneous Poisson process to allow online intensity inference of limit order transactions arriving at a central exchange as point data. Chapter 3 extends a baseline jump diffusion model for market fair-price process to include three additional model features taken from real-world market intuitions. In Chapter 4, another price model is developed to account for both long-term and short-term diffusion behaviours of the price process. This is achieved by incorporating multiple jump-diffusion processes each exhibiting a unique characteristic. Chapter 5 observes the multi-regime nature of price diffusion processes as well as the non-Markovian switching behaviour between regimes. As such, a novel model is proposed which combines the continuous-time state-space model, the hidden semi-Markov switching model and the non-parametric Dirichlet process model. Additionally, building upon the general structure of the particle Markov chain Monte Carlo algorithm, I further propose an algorithm which achieves sequential state inference, regime identification and regime parameters learning requiring minimal prior assumptions. Chapter 6 focuses on the development of efficient parameter-learning algorithms for state-space models and presents three algorithms each demonstrating promising results in comparison to some well-established methods. The models and algorithms proposed in this thesis not only are practical tools for analysing high-frequency LOB markets, but can also be applied in various areas and disciplines beyond finance

Iterative State Estimation in Non-linear Dynamical Systems Using Approximate Expectation Propagation

Bayesian inference in non-linear dynamical systems seeks to find good posterior approximations of a latent state given a sequence of observations. Gaussian filters and smoothers, including the (extended/unscented) Kalman filter/smoother, which are commonly used in engineering applications, yield Gaussian posteriors on the latent state. While they are computationally efficient, they are often criticised for their crude approximation of the posterior state distribution. In this paper, we address this criticism by proposing a message passing scheme for iterative state estimation in non-linear dynamical systems, which yields more informative (Gaussian) posteriors on the latent states. Our message passing scheme is based on expectation propagation (EP). We prove that classical Rauch--Tung--Striebel (RTS) smoothers, such as the extended Kalman smoother (EKS) or the unscented Kalman smoother (UKS), are special cases of our message passing scheme. Running the message passing scheme more than once can lead to significant improvements of the classical RTS smoothers, so that more informative state estimates can be obtained. We address potential convergence issues of EP by generalising our state estimation framework to damped updates and the consideration of general alpha-divergences

Hybrid Architectures for Object Pose and Velocity Tracking at the Intersection of Kalman Filtering and Machine Learning

The study of object perception algorithms is fundamental for the development of robotic platforms capable of planning and executing actions involving objects with high precision, reliability and safety. Indeed, this topic has been vastly explored in both the robotic and computer vision research communities using diverse techniques, ranging from classical Bayesian filtering to more modern Machine Learning techniques, and complementary sensing modalities such as vision and touch. Recently, the ever-growing availability of tools for synthetic data generation has substantially increased the adoption of Deep Learning for both 2D tasks, as object detection and segmentation, and 6D tasks, such as object pose estimation and tracking. The proposed methods exhibit interesting performance on computer vision benchmarks and robotic tasks, e.g. using object pose estimation for grasp planning purposes. Nonetheless, they generally do not consider useful information connected with the physics of the object motion and the peculiarities and requirements of robotic systems. Examples are the necessity to provide well-behaved output signals for robot motion control, the possibility to integrate modelling priors on the motion of the object and algorithmic priors. These help exploit the temporal correlation of the object poses, handle the pose uncertainties and mitigate the effect of outliers. Most of these concepts are considered in classical approaches, e.g. from the Bayesian and Kalman filtering literature, which however are not as powerful as Deep Learning in handling visual data. As a consequence, the development of hybrid architectures that combine the best features from both worlds is particularly appealing in a robotic setting. Motivated by these considerations, in this Thesis, I aimed at devising hybrid architectures for object perception, focusing on the task of object pose and velocity tracking. The proposed architectures use Kalman filtering supported by state-of-the-art Deep Neural Networks to track the 6D pose and velocity of objects from images. The devised solutions exhibit state-of-the-art performance, increased modularity and do not require training to implement the actual tracking behaviors. Furthermore, they can track even fast object motions despite the possible non-negligible inference times of the adopted neural networks. Also, by relying on data-driven Kalman filtering, I explored a paradigm that enables to track the state of systems that cannot be easily modeled analytically. Specifically, I used this approach to learn the measurement model of soft 3D tactile sensors and address the problem of tracking the sliding motion of hand-held objects

Probabilistic models for data efficient reinforcement learning

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the standard deep learning methods often overlook the progress made in control theory by treating systems as black-box. We propose a model-based RL framework based on probabilistic Model Predictive Control (MPC). In particular, we propose to learn a probabilistic transition model using Gaussian Processes (GPs) to incorporate model uncertainty into long-term predictions, thereby, reducing the impact of model errors. We provide theoretical guarantees for first-order optimality in the GP-based transition models with deterministic approximate inference for long-term planning. We demonstrate that our approach not only achieves the state-of-the-art data efficiency, but also is a principled way for RL in constrained environments. When the true state of the dynamical system cannot be fully observed the standard model based methods cannot be directly applied. For these systems an additional step of state estimation is needed. We propose distributed message passing for state estimation in non-linear dynamical systems. In particular, we propose to use expectation propagation (EP) to iteratively refine the state estimate, i.e., the Gaussian posterior distribution on the latent state. We show two things: (a) Classical Rauch-Tung-Striebel (RTS) smoothers, such as the extended Kalman smoother (EKS) or the unscented Kalman smoother (UKS), are special cases of our message passing scheme; (b) running the message passing scheme more than once can lead to significant improvements over the classical RTS smoothers. We show the explicit connection between message passing with EP and well-known RTS smoothers and provide a practical implementation of the suggested algorithm. Furthermore, we address convergence issues of EP by generalising this framework to damped updates and the consideration of general -divergences. Probabilistic models can also be used to generate synthetic data. In model based RL we use ’synthetic’ data as a proxy to real environments and in order to achieve high data efficiency. The ability to generate high-fidelity synthetic data is crucial when available (real) data is limited as in RL or where privacy and data protection standards allow only for limited use of the given data, e.g., in medical and financial data-sets. Current state-of-the-art methods for synthetic data generation are based on generative models, such as Generative Adversarial Networks (GANs). Even though GANs have achieved remarkable results in synthetic data generation, they are often challenging to interpret. Furthermore, GAN-based methods can suffer when used with mixed real and categorical variables. Moreover, the loss function (discriminator loss) design itself is problem specific, i.e., the generative model may not be useful for tasks it was not explicitly trained for. In this paper, we propose to use a probabilistic model as a synthetic data generator. Learning the probabilistic model for the data is equivalent to estimating the density of the data. Based on the copula theory, we divide the density estimation task into two parts, i.e., estimating univariate marginals and estimating the multivariate copula density over the univariate marginals. We use normalising flows to learn both the copula density and univariate marginals. We benchmark our method on both simulated and real data-sets in terms of density estimation as well as the ability to generate high-fidelity synthetic data.Open Acces

A system for learning statistical motion patterns

Analysis of motion patterns is an effective approach for anomaly detection and behavior prediction. Current approaches for the analysis of motion patterns depend on known scenes, where objects move in predefined ways. It is highly desirable to automatically construct object motion patterns which reflect the knowledge of the scene. In this paper, we present a system for automatically learning motion patterns for anomaly detection and behavior prediction based on a proposed algorithm for robustly tracking multiple objects. In the tracking algorithm, foreground pixels are clustered using a fast accurate fuzzy k-means algorithm. Growing and prediction of the cluster centroids of foreground pixels ensure that each cluster centroid is associated with a moving object in the scene. In the algorithm for learning motion patterns, trajectories are clustered hierarchically using spatial and temporal information and then each motion pattern is represented with a chain of Gaussian distributions. Based on the learned statistical motion patterns, statistical methods are used to detect anomalies and predict behaviors. Our system is tested using image sequences acquired, respectively, from a crowded real traffic scene and a model traffic scene. Experimental results show the robustness of the tracking algorithm, the efficiency of the algorithm for learning motion patterns, and the encouraging performance of algorithms for anomaly detection and behavior prediction