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

Approximate Gaussian Conjugacy: Parametric Recursive Filtering Under Nonlinearity, Multimodal, Uncertainty, and Constraint, and Beyond

This is a post-peer-review, pre-copyedit version of an article published in Frontiers of Information Technology & Electronic Engineering. The final authenticated version is available online at: https://doi.org/10.1631/FITEE.1700379Since 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

Interferometric synthetic aperture sonar system supported by satellite

Tese de doutoramento. Engenharia Electrotécnica e de Computadores. Faculdade de Engenharia. Universidade do Porto. 200

Reliable Navigational Scene Perception for Autonomous Ships in Maritime Environment

Due to significant advances in robotics and transportation, research on autonomous ships has attracted considerable attention. The most critical task is to make the ships capable of accurately, reliably, and intelligently detecting their surroundings to achieve high levels of autonomy. Three deep learning-based models are constructed in this thesis to perform complex perceptual tasks such as identifying ships, analysing encounter situations, and recognising water surface objects. In this thesis, sensors, including the Automatic Identification System (AIS) and cameras, provide critical information for scene perception. Specifically, the AIS enables mid-range and long-range detection, assisting the decision-making system to take suitable and decisive action. A Convolutional Neural Network-Ship Movement Modes Classification (CNN-SMMC) is used to detect ships or objects. Following that, a Semi- Supervised Convolutional Encoder-Decoder Network (SCEDN) is developed to classify ship encounter situations and make a collision avoidance plan for the moving ships or objects. Additionally, cameras are used to detect short-range objects, a supplementary solution to ships or objects not equipped with an AIS. A Water Obstacle Detection Network based on Image Segmentation (WODIS) is developed to find potential threat targets. A series of quantifiable experiments have demonstrated that these models can provide reliable scene perception for autonomous ships

The use of mechanical redundancy for fault detection in non-stationary machinery

The classical approach to machinery fault detection is one where a machinery’s condition is constantly compared to an established baseline with deviations indicating the occurrence of a fault. With the absence of a well-established baseline, fault detection for variable duty machinery requires the use of complex machine learning and signal processing tools. These tools require extensive data collection and expert knowledge which limits their use for industrial applications. The thesis at hand investigates the problem of fault detection for a specific class of variable duty machinery; parallel machines with simultaneously loaded subsystems. As an industrial case study, the parallel drive stations of a novel material haulage system have been instrumented to confirm the mechanical response similarity between simultaneously loaded machines. Using a table-top fault simulator, a preliminary statistical algorithm was then developed for fault detection in bearings under non-stationary operation. Unlike other state of the art fault detection techniques used in monitoring variable duty machinery, the proposed algorithm avoided the need for complex machine learning tools and required no previous training. The limitations of the initial experimental setup necessitated the development of a new machinery fault simulator to expand the investigation to include transmission systems. The design, manufacturing and setup of the various subsystems within the new simulator are covered in this manuscript including the mechanical, hydraulic and control subsystems. To ensure that the new simulator has successfully met its design objectives, extensive data collection and analysis has been completed and is presented in this thesis. The results confirmed that the developed machine truly represents the operation of a simultaneously loaded machine and as such would serve as a research tool for investigating the application of classical fault detection techniques to parallel machines in non-stationary operation.Master's These

Journal of Telecommunications and Information Technology, 2022, nr 3

kwartalni

Correntropy Based Divided Difference Filtering for the Positioning of Ships

In this paper, robust first and second-order divided difference filtering algorithms based on correntropy are proposed, which not only retain the advantages of divided difference filters, but also exhibit robustness in the presence of non-Gaussian noises, especially when the measurements are contaminated by heavy-tailed noises. The proposed filters are then applied to the problem of ship positioning. In order to improve the accuracy and reliability of ship positioning, the positioning method combines the Dead Reckoning (DR) algorithm and the Global Positioning System (GPS). Experimental results of an illustrative example show the superior performance of the new algorithms when applied to ship positioning

MediaSync: Handbook on Multimedia Synchronization

This book provides an approachable overview of the most recent advances in the fascinating field of media synchronization (mediasync), gathering contributions from the most representative and influential experts. Understanding the challenges of this field in the current multi-sensory, multi-device, and multi-protocol world is not an easy task. The book revisits the foundations of mediasync, including theoretical frameworks and models, highlights ongoing research efforts, like hybrid broadband broadcast (HBB) delivery and users' perception modeling (i.e., Quality of Experience or QoE), and paves the way for the future (e.g., towards the deployment of multi-sensory and ultra-realistic experiences). Although many advances around mediasync have been devised and deployed, this area of research is getting renewed attention to overcome remaining challenges in the next-generation (heterogeneous and ubiquitous) media ecosystem. Given the significant advances in this research area, its current relevance and the multiple disciplines it involves, the availability of a reference book on mediasync becomes necessary. This book fills the gap in this context. In particular, it addresses key aspects and reviews the most relevant contributions within the mediasync research space, from different perspectives. Mediasync: Handbook on Multimedia Synchronization is the perfect companion for scholars and practitioners that want to acquire strong knowledge about this research area, and also approach the challenges behind ensuring the best mediated experiences, by providing the adequate synchronization between the media elements that constitute these experiences