A 4D-Var Method with Flow-Dependent Background Covariances for the Shallow-Water Equations

The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and propagating it forward to the current time via the model dynamics. This method forms the basis of most currently operational weather forecasting systems. In practice the optimization becomes infeasible if the time window is too long due to the non-convexity of the cost function, the effect of model errors, and the limited precision of the ODE solvers. Hence the window has to be kept sufficiently short, and the observations in the previous windows can be taken into account via a Gaussian background (prior) distribution. The choice of the background covariance matrix is an important question that has received much attention in the literature. In this paper, we define the background covariances in a principled manner, based on observations in the previous $b$ assimilation windows, for a parameter $b\ge 1$. The method is at most $b$ times more computationally expensive than using fixed background covariances, requires little tuning, and greatly improves the accuracy of 4D-Var. As a concrete example, we focus on the shallow-water equations. The proposed method is compared against state-of-the-art approaches in data assimilation and is shown to perform favourably on simulated data. We also illustrate our approach on data from the recent tsunami of 2011 in Fukushima, Japan.Comment: 32 pages, 5 figure

Real-Time Dense Stereo Matching With ELAS on FPGA Accelerated Embedded Devices

For many applications in low-power real-time robotics, stereo cameras are the sensors of choice for depth perception as they are typically cheaper and more versatile than their active counterparts. Their biggest drawback, however, is that they do not directly sense depth maps; instead, these must be estimated through data-intensive processes. Therefore, appropriate algorithm selection plays an important role in achieving the desired performance characteristics. Motivated by applications in space and mobile robotics, we implement and evaluate a FPGA-accelerated adaptation of the ELAS algorithm. Despite offering one of the best trade-offs between efficiency and accuracy, ELAS has only been shown to run at 1.5-3 fps on a high-end CPU. Our system preserves all intriguing properties of the original algorithm, such as the slanted plane priors, but can achieve a frame rate of 47fps whilst consuming under 4W of power. Unlike previous FPGA based designs, we take advantage of both components on the CPU/FPGA System-on-Chip to showcase the strategy necessary to accelerate more complex and computationally diverse algorithms for such low power, real-time systems.Comment: 8 pages, 7 figures, 2 table

Stochastic approximation of score functions for Gaussian processes

We discuss the statistical properties of a recently introduced unbiased stochastic approximation to the score equations for maximum likelihood calculation for Gaussian processes. Under certain conditions, including bounded condition number of the covariance matrix, the approach achieves $O(n)$ storage and nearly $O(n)$ computational effort per optimization step, where $n$ is the number of data sites. Here, we prove that if the condition number of the covariance matrix is bounded, then the approximate score equations are nearly optimal in a well-defined sense. Therefore, not only is the approximation efficient to compute, but it also has comparable statistical properties to the exact maximum likelihood estimates. We discuss a modification of the stochastic approximation in which design elements of the stochastic terms mimic patterns from a $2^n$ factorial design. We prove these designs are always at least as good as the unstructured design, and we demonstrate through simulation that they can produce a substantial improvement over random designs. Our findings are validated by numerical experiments on simulated data sets of up to 1 million observations. We apply the approach to fit a space-time model to over 80,000 observations of total column ozone contained in the latitude band $40^{\circ}$-$50^{\circ}$N during April 2012.Comment: Published in at http://dx.doi.org/10.1214/13-AOAS627 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

An Efficient Index for Visual Search in Appearance-based SLAM

Vector-quantization can be a computationally expensive step in visual bag-of-words (BoW) search when the vocabulary is large. A BoW-based appearance SLAM needs to tackle this problem for an efficient real-time operation. We propose an effective method to speed up the vector-quantization process in BoW-based visual SLAM. We employ a graph-based nearest neighbor search (GNNS) algorithm to this aim, and experimentally show that it can outperform the state-of-the-art. The graph-based search structure used in GNNS can efficiently be integrated into the BoW model and the SLAM framework. The graph-based index, which is a k-NN graph, is built over the vocabulary words and can be extracted from the BoW's vocabulary construction procedure, by adding one iteration to the k-means clustering, which adds small extra cost. Moreover, exploiting the fact that images acquired for appearance-based SLAM are sequential, GNNS search can be initiated judiciously which helps increase the speedup of the quantization process considerably