A New Reduction Scheme for Gaussian Sum Filters

In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian Mixture (GM) noise distributions, Gaussian Sum Filters (GSF) provide the MMSE state estimate by tracking the GM posterior. However, since the number of the clusters of the GM posterior grows exponentially over time, suitable reduction schemes need to be used to maintain the size of the bank in GSF. In this work we propose a low computational complexity reduction scheme which uses an initial state estimation to find the active noise clusters and removes all the others. Since the performance of our proposed method relies on the accuracy of the initial state estimation, we also propose five methods for finding this estimation. We provide simulation results showing that with suitable choice of the initial state estimation (based on the shape of the noise models), our proposed reduction scheme provides better state estimations both in terms of accuracy and precision when compared with other reduction methods

Extended Object Tracking: Introduction, Overview and Applications

This article provides an elaborate overview of current research in extended object tracking. We provide a clear definition of the extended object tracking problem and discuss its delimitation to other types of object tracking. Next, different aspects of extended object modelling are extensively discussed. Subsequently, we give a tutorial introduction to two basic and well used extended object tracking approaches - the random matrix approach and the Kalman filter-based approach for star-convex shapes. The next part treats the tracking of multiple extended objects and elaborates how the large number of feasible association hypotheses can be tackled using both Random Finite Set (RFS) and Non-RFS multi-object trackers. The article concludes with a summary of current applications, where four example applications involving camera, X-band radar, light detection and ranging (lidar), red-green-blue-depth (RGB-D) sensors are highlighted.Comment: 30 pages, 19 figure

Non-parametric PSF estimation from celestial transit solar images using blind deconvolution

Context: Characterization of instrumental effects in astronomical imaging is important in order to extract accurate physical information from the observations. The measured image in a real optical instrument is usually represented by the convolution of an ideal image with a Point Spread Function (PSF). Additionally, the image acquisition process is also contaminated by other sources of noise (read-out, photon-counting). The problem of estimating both the PSF and a denoised image is called blind deconvolution and is ill-posed. Aims: We propose a blind deconvolution scheme that relies on image regularization. Contrarily to most methods presented in the literature, our method does not assume a parametric model of the PSF and can thus be applied to any telescope. Methods: Our scheme uses a wavelet analysis prior model on the image and weak assumptions on the PSF. We use observations from a celestial transit, where the occulting body can be assumed to be a black disk. These constraints allow us to retain meaningful solutions for the filter and the image, eliminating trivial, translated and interchanged solutions. Under an additive Gaussian noise assumption, they also enforce noise canceling and avoid reconstruction artifacts by promoting the whiteness of the residual between the blurred observations and the cleaned data. Results: Our method is applied to synthetic and experimental data. The PSF is estimated for the SECCHI/EUVI instrument using the 2007 Lunar transit, and for SDO/AIA using the 2012 Venus transit. Results show that the proposed non-parametric blind deconvolution method is able to estimate the core of the PSF with a similar quality to parametric methods proposed in the literature. We also show that, if these parametric estimations are incorporated in the acquisition model, the resulting PSF outperforms both the parametric and non-parametric methods.Comment: 31 pages, 47 figure

Detection/estimation of the modulus of a vector. Application to point source detection in polarization data

Given a set of images, whose pixel values can be considered as the components of a vector, it is interesting to estimate the modulus of such a vector in some localised areas corresponding to a compact signal. For instance, the detection/estimation of a polarized signal in compact sources immersed in a background is relevant in some fields like astrophysics. We develop two different techniques, one based on the Neyman-Pearson lemma, the Neyman-Pearson filter (NPF), and another based on prefiltering-before-fusion, the filtered fusion (FF), to deal with the problem of detection of the source and estimation of the polarization given two or three images corresponding to the different components of polarization (two for linear polarization, three including circular polarization). For the case of linear polarization, we have performed numerical simulations on two-dimensional patches to test these filters following two different approaches (a blind and a non-blind detection), considering extragalactic point sources immersed in cosmic microwave background (CMB) and non-stationary noise with the conditions of the 70 GHz \emph{Planck} channel. The FF outperforms the NPF, especially for low fluxes. We can detect with the FF extragalactic sources in a high noise zone with fluxes >= (0.42,0.36) Jy for (blind/non-blind) detection and in a low noise zone with fluxes >= (0.22,0.18) Jy for (blind/non-blind) detection with low errors in the estimated flux and position.Comment: 11 pages, 5 figure