Morphing Ensemble Kalman Filters

A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit moving coherent features, such as thin interfaces in wildfire modeling. The ensemble members are represented as the composition of one common state with a spatial transformation, called registration mapping, plus a residual. A fully automatic registration method is used that requires only gridded data, so the features in the model state do not need to be identified by the user. The morphing EnKF operates on a transformed state consisting of the registration mapping and the residual. Essentially, the morphing EnKF uses intermediate states obtained by morphing instead of linear combinations of the states.Comment: 17 pages, 7 figures. Added DDDAS references to the introductio

Robust Estimation of Trifocal Tensors Using Natural Features for Augmented Reality Systems

Augmented reality deals with the problem of dynamically augmenting or enhancing the real world with computer generated virtual scenes. Registration is one of the most pivotal problems currently limiting AR applications. In this paper, a novel registration method using natural features based on online estimation of trifocal tensors is proposed. This method consists of two stages: offline initialization and online registration. Initialization involves specifying four points in two reference images respectively to build the world coordinate system on which a virtual object will be augmented. In online registration, the natural feature correspondences detected from the reference views are tracked in the current frame to build the feature triples. Then these triples are used to estimate the corresponding trifocal tensors in the image sequence by which the four specified points are transferred to compute the registration matrix for augmentation. The estimated registration matrix will be used as an initial estimate for a nonlinear optimization method that minimizes the actual residual errors based on the Levenberg-Marquardt (LM) minimization method, thus making the results more robust and stable. This paper also proposes a robust method for estimating the trifocal tensors, where a modified RANSAC algorithm is used to remove outliers. Compared with standard RANSAC, our method can significantly reduce computation complexity, while overcoming the disturbance of mismatches. Some experiments have been carried out to demonstrate the validity of the proposed approach

Velocity estimation via registration-guided least-squares inversion

This paper introduces an iterative scheme for acoustic model inversion where the notion of proximity of two traces is not the usual least-squares distance, but instead involves registration as in image processing. Observed data are matched to predicted waveforms via piecewise-polynomial warpings, obtained by solving a nonconvex optimization problem in a multiscale fashion from low to high frequencies. This multiscale process requires defining low-frequency augmented signals in order to seed the frequency sweep at zero frequency. Custom adjoint sources are then defined from the warped waveforms. The proposed velocity updates are obtained as the migration of these adjoint sources, and cannot be interpreted as the negative gradient of any given objective function. The new method, referred to as RGLS, is successfully applied to a few scenarios of model velocity estimation in the transmission setting. We show that the new method can converge to the correct model in situations where conventional least-squares inversion suffers from cycle-skipping and converges to a spurious model.Comment: 20 pages, 13 figures, 1 tabl