Localisation of mobile nodes in wireless networks with correlated in time measurement noise.

Wireless sensor networks are an inherent part of decision making, object tracking and location awareness systems. This work is focused on simultaneous localisation of mobile nodes based on received signal strength indicators (RSSIs) with correlated in time measurement noises. Two approaches to deal with the correlated measurement noises are proposed in the framework of auxiliary particle filtering: with a noise augmented state vector and the second approach implements noise decorrelation. The performance of the two proposed multi model auxiliary particle filters (MM AUX-PFs) is validated over simulated and real RSSIs and high localisation accuracy is demonstrated

Fusing Loop and GPS Probe Measurements to Estimate Freeway Density

In an age of ever-increasing penetration of GPS-enabled mobile devices, the potential of real-time "probe" location information for estimating the state of transportation networks is receiving increasing attention. Much work has been done on using probe data to estimate the current speed of vehicle traffic (or equivalently, trip travel time). While travel times are useful to individual drivers, the state variable for a large class of traffic models and control algorithms is vehicle density. Our goal is to use probe data to supplement traditional, fixed-location loop detector data for density estimation. To this end, we derive a method based on Rao-Blackwellized particle filters, a sequential Monte Carlo scheme. We present a simulation where we obtain a 30\% reduction in density mean absolute percentage error from fusing loop and probe data, vs. using loop data alone. We also present results using real data from a 19-mile freeway section in Los Angeles, California, where we obtain a 31\% reduction. In addition, our method's estimate when using only the real-world probe data, and no loop data, outperformed the estimate produced when only loop data were used (an 18\% reduction). These results demonstrate that probe data can be used for traffic density estimation

Distributed Target Tracking and Synchronization in Wireless Sensor Networks

Wireless sensor networks provide useful information for various applications but pose challenges in scalable information processing and network maintenance. This dissertation focuses on statistical methods for distributed information fusion and sensor synchronization for target tracking in wireless sensor networks. We perform target tracking using particle filtering. For scalability, we extend centralized particle filtering to distributed particle filtering via distributed fusion of local estimates provided by individual sensors. We derive a distributed fusion rule from Bayes\u27 theorem and implement it via average consensus. We approximate each local estimate as a Gaussian mixture and develop a sampling-based approach to the nonlinear fusion of Gaussian mixtures. By using the sampling-based approach in the fusion of Gaussian mixtures, we do not require each Gaussian mixture to have a uniform number of mixture components, and thus give each sensor the flexibility to adaptively learn a Gaussian mixture model with the optimal number of mixture components, based on its local information. Given such flexibility, we develop an adaptive method for Gaussian mixture fitting through a combination of hierarchical clustering and the expectation-maximization algorithm. Using numerical examples, we show that the proposed distributed particle filtering algorithm improves the accuracy and communication efficiency of distributed target tracking, and that the proposed adaptive Gaussian mixture learning method improves the accuracy and computational efficiency of distributed target tracking. We also consider the synchronization problem of a wireless sensor network. When sensors in a network are not synchronized, we model their relative clock offsets as unknown parameters in a state-space model that connects sensor observations to target state transition. We formulate the synchronization problem as a joint state and parameter estimation problem and solve it via the expectation-maximization algorithm to find the maximum likelihood solution for the unknown parameters, without knowledge of the target states. We also study the performance of the expectation-maximization algorithm under the Monte Carlo approximations used by particle filtering in target tracking. Numerical examples show that the proposed synchronization method converges to the ground truth, and that sensor synchronization significantly improves the accuracy of target tracking

SMCTC : sequential Monte Carlo in C++

Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature. Recent developments illustrate that these techniques have much more general applicability, and can be applied very effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive and difficult to implement. This article seeks to address both of these problems. A C++ template class library for the efficient and convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications are provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm for rare event estimation