Conditional Posterior Cramer-Rao Lower Bound and Distributed Target Tracking in Sensor Networks

Sequential Bayesian estimation is the process of recursively estimating the state of a dynamical system observed in the presence of noise. Posterior Cramer-Rao lower bound (PCRLB) sets a performance limit onany Bayesian estimator for the given dynamical system. The PCRLBdoes not fully utilize the existing measurement information to give anindication of the mean squared error (MSE) of the estimator in the future. In many practical applications, we are more concerned with the value of the bound in the future than in the past. PCRLB is an offline bound, because it averages out the very useful measurement information, which makes it an off-line bound determined only by the system dynamical model, system measurement model and the prior knowledge of the system state at the initial time. This dissertation studies the sequential Bayesian estimation problem and then introduces the notation of conditional PCRLB, which utilizes the existing measurement information up to the current time, and sets the limit on the MSE of any Bayesian estimators at the next time step. This work has two emphases: firstly, we give the mathematically rigorous formulation of the conditional PCRLB as well as the approximate recursive version of conditional PCRLB for nonlinear, possibly non-Gaussian dynamical systems. Secondly, we apply particle filter techniques to compute the numerical values of the conditional PCRLB approximately, which overcomes the integration problems introduced by nonlinear/non-Gaussian systems. Further, we explore several possible applications of the proposed bound to find algorithms that provide improved performance. The primary problem of interest is the sensor selection problem for target tracking in sensor networks. Comparisons are also made between the performance of sensor selection algorithm based on the proposed bound and the existing approaches, such as information driven, nearest neighbor, and PCRLB with renewal strategy, to demonstrate the superior performances of the proposed approach. This dissertation also presents a bandwidth-efficient algorithm for tracking a target in sensor networks using distributed particle filters. This algorithm distributes the computation burden for target tracking over the sensor nodes. Each sensor node transmits a compressed local tracking result to the fusion center by a modified expectationmaximization (EM) algorithm to save the communication bandwidth. The fusion center incorporates the compressed tracking results to give the estimate of the target state. Finally, the target tracking problem in heterogeneous sensor networks is investigated extensively. Extended Kalman Filter and particle filter techniques are implemented and compared for tracking a maneuvering

Acoustical Ranging Techniques in Embedded Wireless Sensor Networked Devices

Location sensing provides endless opportunities for a wide range of applications in GPS-obstructed environments; where, typically, there is a need for higher degree of accuracy. In this article, we focus on robust range estimation, an important prerequisite for fine-grained localization. Motivated by the promise of acoustic in delivering high ranging accuracy, we present the design, implementation and evaluation of acoustic (both ultrasound and audible) ranging systems.We distill the limitations of acoustic ranging; and present efficient signal designs and detection algorithms to overcome the challenges of coverage, range, accuracy/resolution, tolerance to Doppler’s effect, and audible intensity. We evaluate our proposed techniques experimentally on TWEET, a low-power platform purpose-built for acoustic ranging applications. Our experiments demonstrate an operational range of 20 m (outdoor) and an average accuracy 2 cm in the ultrasound domain. Finally, we present the design of an audible-range acoustic tracking service that encompasses the benefits of a near-inaudible acoustic broadband chirp and approximately two times increase in Doppler tolerance to achieve better performance

PaFiR : Particle Filter Routing – a predictive relaying scheme for UAV-assisted IoT communications in future innovated networks

Increasing urbanization, smart cities and other cutting-edge technologies offer the prospect of providing more functions to benefit citizens by relying on the substantial data processing and exchange capabilities now possible. This can generate significant unpredictable and unbalanced data loads for the bearing IoT network to support its application and service demands. We thus propose a wireless routing scheme designed to use the Particle Filter algorithm to empower portable smart devices with intelligent capacities for the radio communication system. This facilitates the offloading of traffic from traditional wireless networks and enables the IoT system to adopt unmanned aerial vehicles, thus also offering further innovation to flying network platforms. The proposed PaFiR routing protocol offers the network more scalability, tolerance and resilience, to achieve the goal of smart relaying. Simulation results that demonstrate the routing algorithm designed offers excellent performance when compared with existing wireless relaying schemes. It provides delivery ratios that are improved by up to 40% without unmanageable increases in latency or overheads

Performance Analysis of Bearings-only Tracking Problems for Maneuvering Target and Heterogeneous Sensor Applications

State estimation, i.e. determining the trajectory, of a maneuvering target from noisy measurements collected by a single or multiple passive sensors (e.g. passive sonar and radar) has wide civil and military applications, for example underwater surveillance, air defence, wireless communications, and self-protection of military vehicles. These passive sensors are listening to target emitted signals without emitting signals themselves which give them concealing properties. Tactical scenarios exists where the own position shall not be revealed, e.g. for tracking submarines with passive sonar or tracking an aerial target by means of electro-optic image sensors like infrared sensors. This estimation process is widely known as bearings-only tracking. On the one hand, a challenge is the high degree of nonlinearity in the estimation process caused by the nonlinear relation of angular measurements to the Cartesian state. On the other hand, passive sensors cannot provide direct target location measurements, so bearings-only tracking suffers from poor target trajectory estimation accuracy due to marginal observability from sensor measurements. In order to achieve observability, that means to be able to estimate the complete target state, multiple passive sensor measurements must be fused. The measurements can be recorded spatially distributed by multiple dislocated sensor platforms or temporally distributed by a single, moving sensor platform. Furthermore, an extended case of bearings-only tracking is given if heterogeneous measurements from targets emitting different types of signals, are involved. With this, observability can also be achieved on a single, not necessarily moving platform. In this work, a performance bound for complex motion models, i.e. piecewisely maneuvering targets with unknown maneuver change times, by means of bearings-only measurements from a single, moving sensor platform is derived and an efficient estimator is implemented and analyzed. Furthermore, an observability analysis is carried out for targets emitting acoustic and electromagnetic signals. Here, the different signal propagation velocities can be exploited to ensure observability on a single, not necessarily moving platform. Based on the theoretical performance and observability analyses a distributed fusion system has been realized by means of heterogeneous sensors, which shall detect an event and localize a threat. This is performed by a microphone array to detect sound waves emitted by the threat as well as a radar detector that detects electromagnetic emissions from the threat. Since multiple platforms are involved to provide increased observability and also redundancy against possible breakdowns, a WiFi mobile ad hoc network is used for communications. In order to keep up the network in a breakdown OLSR (optimized link state routing) routing approach is employed

Consensus-based Networked Tracking in Presence of Heterogeneous Time-Delays

We propose a distributed (single) target tracking scheme based on networked estimation and consensus algorithms over static sensor networks. The tracking part is based on linear time-difference-of-arrival (TDOA) measurement proposed in our previous works. This paper, in particular, develops delay-tolerant distributed filtering solutions over sparse data-transmission networks. We assume general arbitrary heterogeneous delays at different links. This may occur in many realistic large-scale applications where the data-sharing between different nodes is subject to latency due to communication-resource constraints or large spatially distributed sensor networks. The solution we propose in this work shows improved performance (verified by both theory and simulations) in such scenarios. Another privilege of such distributed schemes is the possibility to add localized fault-detection and isolation (FDI) strategies along with survivable graph-theoretic design, which opens many follow-up venues to this research. To our best knowledge no such delay-tolerant distributed linear algorithm is given in the existing distributed tracking literature.Comment: ICRoM2

Predictive smart relaying schemes for decentralized wireless systems

Recent developments in decentralized wireless networks make the technology potentially deployable in an extremely broad scenarios and applications. These include mobile Internet of Things (IoT) networks, smart cities, future innovative communication systems with multiple aerial layer flying network platforms and other advanced mobile communication networks. The approach also could be the solution for traditional operated mobile network backup plans, balancing traffic flow, emergency communication systems and so on. This thesis reveals and addresses several issues and challenges in conventional wireless communication systems, particular for the cases where there is a lack of resources and the disconnection of radio links. There are two message routing plans in the data packet store, carry and forwarding form are proposed, known as KaFiR and PaFiR. These employ the Bayesian filtering approach to track and predict the motion of surrounding portable devices and determine the next layer among candidate nodes. The relaying strategies endow smart devices with the intelligent capability to optimize the message routing path and improve the overall network performance with respect to resilience, tolerance and scalability. The simulation and test results present that the KaFiR routing protocol performs well when network subscribers are less mobile and the relaying protocol can be deployed on a wide range of portable terminals as the algorithm is rather simple to operate. The PaFiR routing strategy takes advantages of the Particle Filter algorithm, which can cope with complex network scenarios and applications, particularly when unmanned aerial vehicles are involved as the assisted intermediate layers. When compared with other existing DTN routing protocols and some of the latest relaying plans, both relaying protocols deliver an excellent overall performance for the key wireless communication network evolution metrics, which shows the promising future for this brand new research direction. Further extension work directions based on the tracking and prediction methods are suggested and reviewed. Future work on some new applications and services are also addressed

Improved nonlinear filtering for target tracking.

The objective of this research is to develop robust and accurate tracking algorithms for various tracking applications. These tracking problems can be formulated as nonlinear filtering problems. The tracking algorithms will be developed based on an emerging promising nonlinear filter technique, known as sequential importance sampling (nick-name: particle filtering). This technique was introduced to the engineering community in the early years of 2000, and it has recently drawn significant attention from engineers and researchers in a wide range of areas. Despite the encouraging results reported in the current literature, there are still many open questions to be answered. For the first time, the major research effort will be focusing on making improvement to the particle filter based tracking algorithm in the following three aspects: (I) refining the particle filtering process by designing better proposal distributions (II) refining the dynamic model by using multiple-model method, (i.e. using switching dynamics and jump Markov process) and (III) refining system measurements by incorporating a data fusion stage for multiple measurement cues

Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond

Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed ‘Gaussian conjugacy’ in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity

Distributed implementations of the particle filter with performance bounds

The focus of the thesis is on developing distributed estimation algorithms for systems with nonlinear dynamics. Of particular interest are the agent or sensor networks (AN/SN) consisting of a large number of local processing and observation agents/nodes, which can communicate and cooperate with each other to perform a predefined task. Examples of such AN/SNs are distributed camera networks, acoustic sensor networks, networks of unmanned aerial vehicles, social networks, and robotic networks. Signal processing in the AN/SNs is traditionally centralized and developed for systems with linear dynamics. In the centralized architecture, the participating nodes communicate their observations (either directly or indirectly via a multi-hop relay) to a central processing unit, referred to as the fusion centre, which is responsible for performing the predefined task. For centralized systems with linear dynamics, the Kalman filter provides the optimal approach but suffers from several drawbacks, e.g., it is generally unscalable and also susceptible to failure in case the fusion centre breaks down. In general, no analytic solution can be determined for systems with nonlinear dynamics. Consequently, the conventional Kalman filter cannot be used and one has to rely on numerical approaches. In such cases, the sequential Monte Carlo approaches, also known as the particle filters, are widely used as approximates to the Bayesian estimators but mostly in the centralized configuration. Recently there has been a growing interest in distributed signal processing algorithms where: (i) There is no fusion centre; (ii) The local nodes do not have (require) global knowledge of the network topology, and; (iii) Each node exchanges data only within its local neighborhood. Distributed estimation have been widely explored for estimation/tracking problems in linear systems. Distributed particle filter implementations for nonlinear systems are still in their infancy and are the focus of this thesis. In the first part of this thesis, four different consensus-based distributed particle filter implementations are proposed. First, a constrained sufficient statistic based distributed implementation of the particle filter (CSS/DPF) is proposed for bearing-only tracking (BOT) and joint bearing/range tracking problems encountered in a number of applications including radar target tracking and robot localization. Although the number of parallel consensus runs in the CSS/DPF is lower compared to the existing distributed implementations of the particle filter, the CSS/DPF still requires a large number of iterations for the consensus runs to converge. To further reduce the consensus overhead, the CSS/DPF is extended to distributed implementation of the unscented particle filter, referred to as the CSS/DUPF, which require a limited number of consensus iterations. Both CSS/DPF and CSS/DUPF are specific to BOT and joint bearing/range tracking problems. Next, the unscented, consensus-based, distributed implementation of the particle filter (UCD /DPF) is proposed which is generalizable to systems with any dynamics. In terms of contributions, the UCD /DPF makes two important improvements to the existing distributed particle filter framework: (i) Unlike existing distributed implementations of the particle filter, the UCD /DPF uses all available global observations including the most recent ones in deriving the proposal distribution based on the distributed UKF, and; (ii) Computation of the global estimates from local estimates during the consensus step is based on an optimal fusion rule. Finally, a multi-rate consensus/fusion based framework for distributed implementation of the particle filter, referred to as the CF /DPF, is proposed. Separate fusion filters are designed to consistently assimilate the local filtering distributions into the global posterior by compensating for the common past information between neighbouring nodes. The CF /DPF offers two distinct advantages over its counterparts. First, the CF /DPF framework is suitable for scenarios where network connectivity is intermittent and consensus can not be reached between two consecutive observations. Second, the CF /DPF is not limited to the Gaussian approximation for the global posterior density. Numerical simulations verify the near-optimal performance of the proposed distributed particle filter implementations. The second half of the thesis focuses on the distributed computation of the posterior Cramer-Rao lower bounds (PCRLB). The current PCRLB approaches assume a centralized or hierarchical architecture. The exact expression for distributed computation of the PCRLB is not yet available and only an approximate expression has recently been derived. Motivated by the distributed adaptive resource management problems with the objective of dynamically activating a time-variant subset of observation nodes to optimize the network's performance, the thesis derives the exact expression, referred to as the dPCRLB, for computing the PCRLB for any AN/SN configured in a distributed fashion. The dPCRLB computational algorithms are derived for both the off-line conventional (non-conditional) PCRLB determined primarily from the state model, observation model, and prior knowledge of the initial state of the system, and the online conditional PCRLB expressed as a function of past history of the observations. Compared to the non-conditional dPCRLB, its conditional counterpart provides a more accurate representation of the estimator's performance and, consequently, a better criteria for sensor selection. The thesis then extends the dPCRLB algorithms to quantized observations. Particle filter realizations are used to compute these bounds numerically and quantify their performance for data fusion problems through Monte-Carlo simulations