Gradient based sequential Markov chain Monte Carlo for multitarget tracking with correlated measurements

Measurements in wireless sensor networks (WSNs) are often correlated both in space and in time. This paper focuses on tracking multiple targets in WSNs by taking into consideration these measurement correlations. A sequential Markov Chain Monte Carlo (SMCMC) approach is proposed in which a Metropolis within Gibbs refinement step and a likelihood gradient proposal are introduced. This SMCMC filter is applied to case studies with cellular network received signal strength data in which the shadowing component correlations in space and time are estimated. The efficiency of the SMCMC approach compared to particle filtering, as well as the gradient proposal compared to a basic prior proposal, are demonstrated through numerical simulations. The accuracy improvement with the gradient-based SMCMC is above 90% when using a low number of particles. Thanks to its sequential nature, the proposed approach can be applied to various WSN applications, including traffic mobility monitoring and prediction

Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm, also known as particle filtering. Nevertheless, this method tends to be inefficient when applied to high dimensional problems. In this paper, we focus on another class of sequential inference methods, namely the Sequential Markov Chain Monte Carlo (SMCMC) techniques, which represent a promising alternative to SMC methods. After providing a unifying framework for the class of SMCMC approaches, we propose novel efficient strategies based on the principle of Langevin diffusion and Hamiltonian dynamics in order to cope with the increasing number of high-dimensional applications. Simulation results show that the proposed algorithms achieve significantly better performance compared to existing algorithms

Advanced sequential Monte Carlo methods and their applications to sparse sensor network for detection and estimation

The general state space models present a flexible framework for modeling dynamic systems and therefore have vast applications in many disciplines such as engineering, economics, biology, etc. However, optimal estimation problems of non-linear non-Gaussian state space models are analytically intractable in general. Sequential Monte Carlo (SMC) methods become a very popular class of simulation-based methods for the solution of optimal estimation problems. The advantages of SMC methods in comparison with classical filtering methods such as Kalman Filter and Extended Kalman Filter are that they are able to handle non-linear non-Gaussian scenarios without relying on any local linearization techniques. In this thesis, we present an advanced SMC method and the study of its asymptotic behavior. We apply the proposed SMC method in a target tracking problem using different observation models. Specifically, a distributed SMC algorithm is developed for a wireless sensor network (WSN) that incorporates with an informative-sensor detection technique. The novel SMC algorithm is designed to surmount the degeneracy problem by employing a multilevel Markov chain Monte Carlo (MCMC) procedure constructed by engaging drift homotopy and likelihood bridging techniques. The observations are gathered only from the informative sensors, which are sensing useful observations of the nearby moving targets. The detection of those informative sensors, which are typically a small portion of the WSN, is taking place by using a sparsity-aware matrix decomposition technique. Simulation results showcase that our algorithm outperforms current popular tracking algorithms such as bootstrap filter and auxiliary particle filter in many scenarios

Sequential Monte Carlo Methods for Crowd and Extended Object Tracking and Dealing with Tall Data

The Bayesian methodology is able to deal with a number of challenges in object tracking, especially with uncertainties in the system dynamics and sensor characteristics. However, model complexities can result in non-analytical expressions which require computationally cumbersome approximate solutions. In this thesis computationally efficient approximate methods for object tracking with complex models are developed. One such complexity is when a large group of objects, referred to as a crowd, is required to be tracked. A crowd generates multiple measurements with uncertain origin. Two solutions are proposed, based on a box particle filtering approach and a convolution particle filtering approach. Contributions include a theoretical derivation for the generalised likelihood function for the box particle filter, and an adaptive convolution particle filter able to resolve the data association problem without the measurement rates. The performance of the two filters is compared over a realistic scenario for a large crowd of pedestrians. Extended objects also generate a variable number of multiple measurements. In contrast with point objects, extended objects are characterised with their size or volume. Multiple object tracking is a notoriously challenging problem due to complexities caused by data association. An efficient box particle filter method for multiple extended object tracking is proposed, and for the first time it is shown how interval based approaches can deal efficiently with data association problems and reduce the computational complexity of the data association. The performance of the method is evaluated on real laser rangefinder data. Advances in digital sensors have resulted in systems being capable of accumulating excessively large volumes of data. Three efficient Bayesian inference methods are developed for object tracking when excessively large numbers of measurements may otherwise cause standard algorithms to be inoperable. The underlying mechanics of these methods are adaptive subsampling and the expectation propagation algorithm

Pattern-theoretic foundations of automatic target recognition in clutter

Issued as final reportAir Force Office of Scientific Research (U.S.

Suivi Multi-Locuteurs avec des Informations Audio-Visuelles pour la Perception des Robots

Robot perception plays a crucial role in human-robot interaction (HRI). Perception system provides the robot information of the surroundings and enables the robot to give feedbacks. In a conversational scenario, a group of people may chat in front of the robot and move freely. In such situations, robots are expected to understand where are the people, who are speaking, or what are they talking about. This thesis concentrates on answering the first two questions, namely speaker tracking and diarization. We use different modalities of the robot’s perception system to achieve the goal. Like seeing and hearing for a human-being, audio and visual information are the critical cues for a robot in a conversational scenario. The advancement of computer vision and audio processing of the last decade has revolutionized the robot perception abilities. In this thesis, we have the following contributions: we first develop a variational Bayesian framework for tracking multiple objects. The variational Bayesian framework gives closed-form tractable problem solutions, which makes the tracking process efficient. The framework is first applied to visual multiple-person tracking. Birth and death process are built jointly with the framework to deal with the varying number of the people in the scene. Furthermore, we exploit the complementarity of vision and robot motorinformation. On the one hand, the robot’s active motion can be integrated into the visual tracking system to stabilize the tracking. On the other hand, visual information can be used to perform motor servoing. Moreover, audio and visual information are then combined in the variational framework, to estimate the smooth trajectories of speaking people, and to infer the acoustic status of a person- speaking or silent. In addition, we employ the model to acoustic-only speaker localization and tracking. Online dereverberation techniques are first applied then followed by the tracking system. Finally, a variant of the acoustic speaker tracking model based on von-Mises distribution is proposed, which is specifically adapted to directional data. All the proposed methods are validated on datasets according to applications.La perception des robots joue un rôle crucial dans l’interaction homme-robot (HRI). Le système de perception fournit les informations au robot sur l’environnement, ce qui permet au robot de réagir en consequence. Dans un scénario de conversation, un groupe de personnes peut discuter devant le robot et se déplacer librement. Dans de telles situations, les robots sont censés comprendre où sont les gens, ceux qui parlent et de quoi ils parlent. Cette thèse se concentre sur les deux premières questions, à savoir le suivi et la diarisation des locuteurs. Nous utilisons différentes modalités du système de perception du robot pour remplir cet objectif. Comme pour l’humain, l’ouie et la vue sont essentielles pour un robot dans un scénario de conversation. Les progrès de la vision par ordinateur et du traitement audio de la dernière décennie ont révolutionné les capacités de perception des robots. Dans cette thèse, nous développons les contributions suivantes : nous développons d’abord un cadre variationnel bayésien pour suivre plusieurs objets. Le cadre bayésien variationnel fournit des solutions explicites, rendant le processus de suivi très efficace. Cette approche est d’abord appliqué au suivi visuel de plusieurs personnes. Les processus de créations et de destructions sont en adéquation avecle modèle probabiliste proposé pour traiter un nombre variable de personnes. De plus, nous exploitons la complémentarité de la vision et des informations du moteur du robot : d’une part, le mouvement actif du robot peut être intégré au système de suivi visuel pour le stabiliser ; d’autre part, les informations visuelles peuvent être utilisées pour effectuer l’asservissement du moteur. Par la suite, les informations audio et visuelles sont combinées dans le modèle variationnel, pour lisser les trajectoires et déduire le statut acoustique d’une personne : parlant ou silencieux. Pour experimenter un scenario où l’informationvisuelle est absente, nous essayons le modèle pour la localisation et le suivi des locuteurs basé sur l’information acoustique uniquement. Les techniques de déréverbération sont d’abord appliquées, dont le résultat est fourni au système de suivi. Enfin, une variante du modèle de suivi des locuteurs basée sur la distribution de von-Mises est proposée, celle-ci étant plus adaptée aux données directionnelles. Toutes les méthodes proposées sont validées sur des bases de données specifiques à chaque application

Classification-Aided Robust Multiple Target Tracking Using Neural Enhanced Message Passing

We address the challenge of tracking an unknown number of targets in strong clutter environments using measurements from a radar sensor. Leveraging the range-Doppler spectra information, we identify the measurement classes, which serve as additional information to enhance clutter rejection and data association, thus bolstering the robustness of target tracking. We first introduce a novel neural enhanced message passing approach, where the beliefs obtained by the unified message passing are fed into the neural network as additional information. The output beliefs are then utilized to refine the original beliefs. Then, we propose a classification-aided robust multiple target tracking algorithm, employing the neural enhanced message passing technique. This algorithm is comprised of three modules: a message-passing module, a neural network module, and a Dempster-Shafer module. The message-passing module is used to represent the statistical model by the factor graph and infers target kinematic states, visibility states, and data associations based on the spatial measurement information. The neural network module is employed to extract features from range-Doppler spectra and derive beliefs on whether a measurement is target-generated or clutter-generated. The Dempster-Shafer module is used to fuse the beliefs obtained from both the factor graph and the neural network. As a result, our proposed algorithm adopts a model-and-data-driven framework, effectively enhancing clutter suppression and data association, leading to significant improvements in multiple target tracking performance. We validate the effectiveness of our approach using both simulated and real data scenarios, demonstrating its capability to handle challenging tracking scenarios in practical radar applications.Comment: 15 page