Reconstruction of electrons with the Gaussian-sum filter in the CMS tracker at LHC

The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it might not be an optimal reconstruction algorithm for electron tracks. A Gaussian-sum filter (GSF) algorithm for electron track reconstruction in the CMS tracker has therefore been developed. The basic idea is to model the bremsstrahlung energy loss distribution by a Gaussian mixture rather than a single Gaussian. It is shown that the GSF is able to improve the momentum resolution of electrons compared to the standard Kalman filter. The momentum resolution and the quality of the estimated error are studied with various types of mixture models of the energy loss distribution.Comment: Talk from the 2003 Computing in High Energy and Nuclear Physics (CHEP03), La Jolla, Ca, USA, March 2003, LaTeX, 14 eps figures. PSN TULT00

Depth-Based Object Tracking Using a Robust Gaussian Filter

We consider the problem of model-based 3D-tracking of objects given dense depth images as input. Two difficulties preclude the application of a standard Gaussian filter to this problem. First of all, depth sensors are characterized by fat-tailed measurement noise. To address this issue, we show how a recently published robustification method for Gaussian filters can be applied to the problem at hand. Thereby, we avoid using heuristic outlier detection methods that simply reject measurements if they do not match the model. Secondly, the computational cost of the standard Gaussian filter is prohibitive due to the high-dimensional measurement, i.e. the depth image. To address this problem, we propose an approximation to reduce the computational complexity of the filter. In quantitative experiments on real data we show how our method clearly outperforms the standard Gaussian filter. Furthermore, we compare its performance to a particle-filter-based tracking method, and observe comparable computational efficiency and improved accuracy and smoothness of the estimates

Fast and Accurate Bilateral Filtering using Gauss-Polynomial Decomposition

The bilateral filter is a versatile non-linear filter that has found diverse applications in image processing, computer vision, computer graphics, and computational photography. A widely-used form of the filter is the Gaussian bilateral filter in which both the spatial and range kernels are Gaussian. A direct implementation of this filter requires $O(\sigma^2)$ operations per pixel, where $\sigma$ is the standard deviation of the spatial Gaussian. In this paper, we propose an accurate approximation algorithm that can cut down the computational complexity to $O(1)$ per pixel for any arbitrary $\sigma$ (constant-time implementation). This is based on the observation that the range kernel operates via the translations of a fixed Gaussian over the range space, and that these translated Gaussians can be accurately approximated using the so-called Gauss-polynomials. The overall algorithm emerging from this approximation involves a series of spatial Gaussian filtering, which can be implemented in constant-time using separability and recursion. We present some preliminary results to demonstrate that the proposed algorithm compares favorably with some of the existing fast algorithms in terms of speed and accuracy.Comment: To appear in the IEEE International Conference on Image Processing (ICIP 2015

The Kalman-Levy filter

The Kalman filter combines forecasts and new observations to obtain an estimation which is optimal in the sense of a minimum average quadratic error. The Kalman filter has two main restrictions: (i) the dynamical system is assumed linear and (ii) forecasting errors and observational noises are taken Gaussian. Here, we offer an important generalization to the case where errors and noises have heavy tail distributions such as power laws and L\'evy laws. The main tool needed to solve this ``Kalman-L\'evy'' filter is the ``tail-covariance'' matrix which generalizes the covariance matrix in the case where it is mathematically ill-defined (i.e. for power law tail exponents $\mu \leq 2$). We present the general solution and discuss its properties on pedagogical examples. The standard Kalman-Gaussian filter is recovered for the case $\mu = 2$. The optimal Kalman-L\'evy filter is found to deviate substantially fro the standard Kalman-Gaussian filter as $\mu$ deviates from 2. As $\mu$ decreases, novel observations are assimilated with less and less weight as a small exponent $\mu$ implies large errors with significant probabilities. In terms of implementation, the price-to-pay associated with the presence of heavy tail noise distributions is that the standard linear formalism valid for the Gaussian case is transformed into a nonlinear matrice equation for the Kalman-L\'evy filter. Direct numerical experiments in the univariate case confirms our theoretical predictions.Comment: 41 pages, 9 figures, correction of errors in the general multivariate cas

Likelihood Consensus and Its Application to Distributed Particle Filtering

We consider distributed state estimation in a wireless sensor network without a fusion center. Each sensor performs a global estimation task---based on the past and current measurements of all sensors---using only local processing and local communications with its neighbors. In this estimation task, the joint (all-sensors) likelihood function (JLF) plays a central role as it epitomizes the measurements of all sensors. We propose a distributed method for computing, at each sensor, an approximation of the JLF by means of consensus algorithms. This "likelihood consensus" method is applicable if the local likelihood functions of the various sensors (viewed as conditional probability density functions of the local measurements) belong to the exponential family of distributions. We then use the likelihood consensus method to implement a distributed particle filter and a distributed Gaussian particle filter. Each sensor runs a local particle filter, or a local Gaussian particle filter, that computes a global state estimate. The weight update in each local (Gaussian) particle filter employs the JLF, which is obtained through the likelihood consensus scheme. For the distributed Gaussian particle filter, the number of particles can be significantly reduced by means of an additional consensus scheme. Simulation results are presented to assess the performance of the proposed distributed particle filters for a multiple target tracking problem

UWB microstrip filter design using a time-domain technique

A time-domain technique is proposed for ultra-wideband (UWB) microstrip-filter design. The design technique uses the reflection coefficient (S11) specified in the frequency domain. When the frequency response of the UWB filter is given, the response will be approximated by a series of UWB pulses in the time domain. The UWB pulses are Gaussian pulses of the same bandwidth with different time delays. The method tries to duplicate the reflection scenario in the time domain for very narrow Gaussian pulses (to obtain the impulse response of the system) when the pulses are passed through the filter, and obtains the value of the filter coefficients based on the number of UWB pulses, amplitudes, and delays of the pulses

A New Perspective and Extension of the Gaussian Filter

The Gaussian Filter (GF) is one of the most widely used filtering algorithms; instances are the Extended Kalman Filter, the Unscented Kalman Filter and the Divided Difference Filter. GFs represent the belief of the current state by a Gaussian with the mean being an affine function of the measurement. We show that this representation can be too restrictive to accurately capture the dependences in systems with nonlinear observation models, and we investigate how the GF can be generalized to alleviate this problem. To this end, we view the GF from a variational-inference perspective. We analyse how restrictions on the form of the belief can be relaxed while maintaining simplicity and efficiency. This analysis provides a basis for generalizations of the GF. We propose one such generalization which coincides with a GF using a virtual measurement, obtained by applying a nonlinear function to the actual measurement. Numerical experiments show that the proposed Feature Gaussian Filter (FGF) can have a substantial performance advantage over the standard GF for systems with nonlinear observation models.Comment: Will appear in Robotics: Science and Systems (R:SS) 201