Application of probabilistic PCR5 Fusion Rule for Multisensor Target Tracking

This paper defines and implements a non-Bayesian fusion rule for combining densities of probabilities estimated by local (non-linear) filters for tracking a moving target by passive sensors. This rule is the restriction to a strict probabilistic paradigm of the recent and efficient Proportional Conflict Redistribution rule no 5 (PCR5) developed in the DSmT framework for fusing basic belief assignments. A sampling method for probabilistic PCR5 (p-PCR5) is defined. It is shown that p-PCR5 is more robust to an erroneous modeling and allows to keep the modes of local densities and preserve as much as possible the whole information inherent to each densities to combine. In particular, p-PCR5 is able of maintaining multiple hypotheses/modes after fusion, when the hypotheses are too distant in regards to their deviations. This new p-PCR5 rule has been tested on a simple example of distributed non-linear filtering application to show the interest of such approach for future developments. The non-linear distributed filter is implemented through a basic particles filtering technique. The results obtained in our simulations show the ability of this p-PCR5-based filter to track the target even when the models are not well consistent in regards to the initialization and real cinematic

ILAPF: Incremental Learning Assisted Particle Filtering

This paper is concerned with dynamic system state estimation based on a series of noisy measurement with the presence of outliers. An incremental learning assisted particle filtering (ILAPF) method is presented, which can learn the value range of outliers incrementally during the process of particle filtering. The learned range of outliers is then used to improve subsequent filtering of the future state. Convergence of the outlier range estimation procedure is indicated by extensive empirical simulations using a set of differing outlier distribution models. The validity of the ILAPF algorithm is evaluated by illustrative simulations, and the result shows that ILAPF is more accurate and faster than a recently published state-ofthe-art robust particle filter. It also shows that the incremental learning property of the ILAPF algorithm provides an efficient way to implement transfer learning among related state filtering tasks.Comment: 5 pages, 4 figures, conferenc

Optimal Clustering under Uncertainty

Classical clustering algorithms typically either lack an underlying probability framework to make them predictive or focus on parameter estimation rather than defining and minimizing a notion of error. Recent work addresses these issues by developing a probabilistic framework based on the theory of random labeled point processes and characterizing a Bayes clusterer that minimizes the number of misclustered points. The Bayes clusterer is analogous to the Bayes classifier. Whereas determining a Bayes classifier requires full knowledge of the feature-label distribution, deriving a Bayes clusterer requires full knowledge of the point process. When uncertain of the point process, one would like to find a robust clusterer that is optimal over the uncertainty, just as one may find optimal robust classifiers with uncertain feature-label distributions. Herein, we derive an optimal robust clusterer by first finding an effective random point process that incorporates all randomness within its own probabilistic structure and from which a Bayes clusterer can be derived that provides an optimal robust clusterer relative to the uncertainty. This is analogous to the use of effective class-conditional distributions in robust classification. After evaluating the performance of robust clusterers in synthetic mixtures of Gaussians models, we apply the framework to granular imaging, where we make use of the asymptotic granulometric moment theory for granular images to relate robust clustering theory to the application.Comment: 19 pages, 5 eps figures, 1 tabl

Distributed Bayesian Filtering using Logarithmic Opinion Pool for Dynamic Sensor Networks

The discrete-time Distributed Bayesian Filtering (DBF) algorithm is presented for the problem of tracking a target dynamic model using a time-varying network of heterogeneous sensing agents. In the DBF algorithm, the sensing agents combine their normalized likelihood functions in a distributed manner using the logarithmic opinion pool and the dynamic average consensus algorithm. We show that each agent's estimated likelihood function globally exponentially converges to an error ball centered on the joint likelihood function of the centralized multi-sensor Bayesian filtering algorithm. We rigorously characterize the convergence, stability, and robustness properties of the DBF algorithm. Moreover, we provide an explicit bound on the time step size of the DBF algorithm that depends on the time-scale of the target dynamics, the desired convergence error bound, and the modeling and communication error bounds. Furthermore, the DBF algorithm for linear-Gaussian models is cast into a modified form of the Kalman information filter. The performance and robust properties of the DBF algorithm are validated using numerical simulations

Robust Inference for State-Space Models with Skewed Measurement Noise

Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that have normal prior and skew-t-distributed measurement noise. The proposed filter and smoother are compared with conventional low-complexity alternatives in a simulated pseudorange positioning scenario. In the simulations the proposed methods achieve better accuracy than the alternative methods, the computational complexity of the filter being roughly 5 to 10 times that of the Kalman filter.Comment: 5 pages, 7 figures. Accepted for publication in IEEE Signal Processing Letter

Robust Gaussian Filtering using a Pseudo Measurement

Many sensors, such as range, sonar, radar, GPS and visual devices, produce measurements which are contaminated by outliers. This problem can be addressed by using fat-tailed sensor models, which account for the possibility of outliers. Unfortunately, all estimation algorithms belonging to the family of Gaussian filters (such as the widely-used extended Kalman filter and unscented Kalman filter) are inherently incompatible with such fat-tailed sensor models. The contribution of this paper is to show that any Gaussian filter can be made compatible with fat-tailed sensor models by applying one simple change: Instead of filtering with the physical measurement, we propose to filter with a pseudo measurement obtained by applying a feature function to the physical measurement. We derive such a feature function which is optimal under some conditions. Simulation results show that the proposed method can effectively handle measurement outliers and allows for robust filtering in both linear and nonlinear systems

A Survey on Multisensor Fusion and Consensus Filtering for Sensor Networks

Multisensor fusion and consensus filtering are two fascinating subjects in the research of sensor networks. In this survey, we will cover both classic results and recent advances developed in these two topics. First, we recall some important results in the development ofmultisensor fusion technology. Particularly, we pay great attention to the fusion with unknown correlations, which ubiquitously exist in most of distributed filtering problems. Next, we give a systematic review on several widely used consensus filtering approaches. Furthermore, some latest progress on multisensor fusion and consensus filtering is also presented. Finally, conclusions are drawn and several potential future research directions are outlined.the Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61374039, 61304010, 11301118, and 61573246, the Hujiang Foundation of China under Grants C14002 and D15009, the Alexander von Humboldt Foundation of Germany, and the Innovation Fund Project for Graduate Student of Shanghai under Grant JWCXSL140