Stochastic methods for bayesian filtering and their applications to multicamera multitarget tracking

Ph.DDOCTOR OF PHILOSOPH

Overview of Bayesian sequential Monte Carlo methods for group and extended object tracking

This work presents the current state-of-the-art in techniques for tracking a number of objects moving in a coordinated and interacting fashion. Groups are structured objects characterized with particular motion patterns. The group can be comprised of a small number of interacting objects (e.g. pedestrians, sport players, convoy of cars) or of hundreds or thousands of components such as crowds of people. The group object tracking is closely linked with extended object tracking but at the same time has particular features which differentiate it from extended objects. Extended objects, such as in maritime surveillance, are characterized by their kinematic states and their size or volume. Both group and extended objects give rise to a varying number of measurements and require trajectory maintenance. An emphasis is given here to sequential Monte Carlo (SMC) methods and their variants. Methods for small groups and for large groups are presented, including Markov Chain Monte Carlo (MCMC) methods, the random matrices approach and Random Finite Set Statistics methods. Efficient real-time implementations are discussed which are able to deal with the high dimensionality and provide high accuracy. Future trends and avenues are traced. © 2013 Elsevier Inc. All rights reserved

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

Learning Behavior Models for Interpreting and Predicting Traffic Situations

In this thesis, we present Bayesian state estimation and machine learning methods for predicting traffic situations. The cognitive ability to assess situations and behaviors of traffic participants, and to anticipate possible developments is an essential requirement for several applications in the traffic domain, especially for self-driving cars. We present a method for learning behavior models from unlabeled traffic observations and develop improved learning methods for decision trees

High-level Information Fusion for Constrained SMC Methods and Applications

Information Fusion is a field that studies processes utilizing data from various input sources, and techniques exploiting this data to produce estimates and knowledge about objects and situations. On the other hand, human computation is a new and evolving research area that uses human intelligence to solve computational problems that are beyond the scope of existing artificial intelligence algorithms. In previous systems, humans' role was mostly restricted for analysing a finished fusion product; however, in the current systems the role of humans is an integral element in a distributed framework, where many tasks can be accomplished by either humans or machines. Moreover, some information can be provided only by humans not machines, because the observational capabilities and opportunities for traditional electronic (hard) sensors are limited. A source-reliability-adaptive distributed non-linear estimation method applicable to a number of distributed state estimation problems is proposed. The proposed method requires only local data exchange among neighbouring sensor nodes. It therefore provides enhanced reliability, scalability, and ease of deployment. In particular, by taking into account the estimation reliability of each sensor node at any point in time, it yields a more robust distributed estimation. To perform the Multi-Model Particle Filtering (MMPF) in an adaptive distributed manner, a Gaussian approximation of the particle cloud obtained at each sensor node, along with a weighted Consensus Propagation (CP)-based distributed data aggregation scheme, are deployed to dynamically re-weight the particle clouds. The filtering is a soft-data-constrained variant of multi-model particle filter, and is capable of processing both soft human-generated data and conventional hard sensory data. If permanent noise occurs in the estimation provided by a sensor node, due to either a faulty sensing device or misleading soft data, the contribution of that node in the weighted consensus process is immediately reduced in order to alleviate its effect on the estimation provided by the neighbouring nodes and the entire network. The robustness of the proposed source-reliability-adaptive distributed estimation method is demonstrated through simulation results for agile target tracking scenarios. Agility here refers to cases in which the observed dynamics of targets deviate from the given probabilistic characterization. Furthermore, the same concept is applied to model soft data constrained multiple-model Probability Hypothesis Density (PHD) filter that can track agile multiple targets with non-linear dynamics, which is a challenging problem. In this case, a Sequential Monte Carlo-Probability Hypothesis Density (SMC-PHD) filter deploys a Random Set (RS) theoretic formulation, along with Sequential Monte Carlo approximation, a variant of Bayes filtering. In general, the performance of Bayesian filtering-based methods can be enhanced by using extra information incorporated as specific constraints into the filtering process. Following the same principle, the new approach uses a constrained variant of the SMC-PHD filter, in which a fuzzy logic approach is used to transform the inherently vague human-generated data into a set of constraints. These constraints are then enforced on the filtering process by applying them as coefficients to the particles' weights. Because the human generated Soft Data (SD), reports on target-agility level, the proposed constrained-filtering approach is capable of dealing with multiple agile target tracking scenarios

Context Exploitation in Data Fusion

Complex and dynamic environments constitute a challenge for existing tracking algorithms. For this reason, modern solutions are trying to utilize any available information which could help to constrain, improve or explain the measurements. So called Context Information (CI) is understood as information that surrounds an element of interest, whose knowledge may help understanding the (estimated) situation and also in reacting to that situation. However, context discovery and exploitation are still largely unexplored research topics. Until now, the context has been extensively exploited as a parameter in system and measurement models which led to the development of numerous approaches for the linear or non-linear constrained estimation and target tracking. More specifically, the spatial or static context is the most common source of the ambient information, i.e. features, utilized for recursive enhancement of the state variables either in the prediction or the measurement update of the filters. In the case of multiple model estimators, context can not only be related to the state but also to a certain mode of the filter. Common practice for multiple model scenarios is to represent states and context as a joint distribution of Gaussian mixtures. These approaches are commonly referred as the join tracking and classification. Alternatively, the usefulness of context was also demonstrated in aiding the measurement data association. Process of formulating a hypothesis, which assigns a particular measurement to the track, is traditionally governed by the empirical knowledge of the noise characteristics of sensors and operating environment, i.e. probability of detection, false alarm, clutter noise, which can be further enhanced by conditioning on context. We believe that interactions between the environment and the object could be classified into actions, activities and intents, and formed into structured graphs with contextual links translated into arcs. By learning the environment model we will be able to make prediction on the target\u2019s future actions based on its past observation. Probability of target future action could be utilized in the fusion process to adjust tracker confidence on measurements. By incorporating contextual knowledge of the environment, in the form of a likelihood function, in the filter measurement update step, we have been able to reduce uncertainties of the tracking solution and improve the consistency of the track. The promising results demonstrate that the fusion of CI brings a significant performance improvement in comparison to the regular tracking approaches

Dynamic Bayesian Collective Awareness Models for a Network of Ego-Things

A novel approach is proposed for multimodal collective awareness (CA) of multiple networked intelligent agents. Each agent is here considered as an Internet-of-Things (IoT) node equipped with machine learning capabilities; CA aims to provide the network with updated causal knowledge of the state of execution of actions of each node performing a joint task, with particular attention to anomalies that can arise. Data-driven dynamic Bayesian models learned from multisensory data recorded during the normal realization of a joint task (agent network experience) are used for distributed state estimation of agents and detection of abnormalities. A set of switching dynamic Bayesian network (DBN) models collectively learned in a training phase, each related to particular sensorial modality, is used to allow each agent in the network to perform synchronous estimation of possible abnormalities occurring when a new task of the same type is jointly performed. Collective DBN (CDBN) learning is performed by unsupervised clustering of generalized errors (GEs) obtained from a starting generalized model. A growing neural gas (GNG) algorithm is used as a basis to learn the discrete switching variables at the semantic level. Conditional probabilities linking nodes in the CDBN models are estimated using obtained clusters. CDBN models are associated with a Bayesian inference method, namely, distributed Markov jump particle filter (D-MJPF), employed for joint state estimation and abnormality detection. The effects of networking protocols and of communications in the estimation of state and abnormalities are analyzed. Performance is evaluated by using a small network of two autonomous vehicles performing joint navigation tasks in a controlled environment. In the proposed method, first the sharing of observations is considered in ideal condition, and then the effects of a wireless communication channel have been analyzed for the collective abnormality estimation of the agents. Rician wireless channel and the usage of two protocols (i.e., IEEE 802.11p and IEEE 802.15.4) along with different channel conditions are considered as well

Markov random fields for abnormal behavior detection on highways

This paper introduces a new paradigm for abnormal behavior detection relying on the integration of contextual information in Markov random fields. Contrary to traditional methods, the proposed technique models the local density of object feature vector, therefore leading to simple and elegant criterion for behavior classification. We develop a Gaussian Markov random field mixture catering for multi-modal density and integrating the neighborhood behavior into a local estimate. The convergence of the random field is ensured by online learning through a stochastic clustering algorithm. The system is tested on an extensive dataset (over 2800 vehicles) for behavior modeling. The experimental results show that abnormal behavior for a pedestrian walking, running and cycling on the highway, is detected with 82% accuracy at the 10% false alarm rate, and the system has an overall accuracy of 86% on the test data