The Greedy Dirichlet Process Filter - An Online Clustering Multi-Target Tracker

Reliable collision avoidance is one of the main requirements for autonomous driving. Hence, it is important to correctly estimate the states of an unknown number of static and dynamic objects in real-time. Here, data association is a major challenge for every multi-target tracker. We propose a novel multi-target tracker called Greedy Dirichlet Process Filter (GDPF) based on the non-parametric Bayesian model called Dirichlet Processes and the fast posterior computation algorithm Sequential Updating and Greedy Search (SUGS). By adding a temporal dependence we get a real-time capable tracking framework without the need of a previous clustering or data association step. Real-world tests show that GDPF outperforms other multi-target tracker in terms of accuracy and stability

Variational Downscaling, Fusion and Assimilation of Hydrometeorological States via Regularized Estimation

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that ties together the problems of downscaling, data fusion and data assimilation as ill-posed inverse problems. This framework seeks solutions beyond the classic least squares estimation paradigms by imposing proper regularization, which are constraints consistent with the degree of smoothness and probabilistic structure of the underlying state. We review relevant regularization methods in derivative space and extend classic formulations of the aforementioned problems with particular emphasis on hydrologic and atmospheric applications. Informed by the statistical characteristics of the state variable of interest, the central results of the paper suggest that proper regularization can lead to a more accurate and stable recovery of the true state and hence more skillful forecasts. In particular, using the Tikhonov and Huber regularization in the derivative space, the promise of the proposed framework is demonstrated in static downscaling and fusion of synthetic multi-sensor precipitation data, while a data assimilation numerical experiment is presented using the heat equation in a variational setting