3,979 research outputs found
Joint Probabilistic Data Association-Feedback Particle Filter for Multiple Target Tracking Applications
This paper introduces a novel feedback-control based particle filter for the
solution of the filtering problem with data association uncertainty. The
particle filter is referred to as the joint probabilistic data
association-feedback particle filter (JPDA-FPF). The JPDA-FPF is based on the
feedback particle filter introduced in our earlier papers. The remarkable
conclusion of our paper is that the JPDA-FPF algorithm retains the innovation
error-based feedback structure of the feedback particle filter, even with data
association uncertainty in the general nonlinear case. The theoretical results
are illustrated with the aid of two numerical example problems drawn from
multiple target tracking applications.Comment: In Proc. of the 2012 American Control Conferenc
Interacting Multiple Model-Feedback Particle Filter for Stochastic Hybrid Systems
In this paper, a novel feedback control-based particle filter algorithm for
the continuous-time stochastic hybrid system estimation problem is presented.
This particle filter is referred to as the interacting multiple model-feedback
particle filter (IMM-FPF), and is based on the recently developed feedback
particle filter. The IMM-FPF is comprised of a series of parallel FPFs, one for
each discrete mode, and an exact filter recursion for the mode association
probability. The proposed IMM-FPF represents a generalization of the
Kalmanfilter based IMM algorithm to the general nonlinear filtering problem.
The remarkable conclusion of this paper is that the IMM-FPF algorithm retains
the innovation error-based feedback structure even for the nonlinear problem.
The interaction/merging process is also handled via a control-based approach.
The theoretical results are illustrated with the aid of a numerical example
problem for a maneuvering target tracking application
Feedback localization of freely diffusing fluorescent particles near the optical shot-noise limit
We report near-optimal tracking of freely diffusing fluorescent particles in a quasi-two-dimensional geometry via photon counting and real-time feedback. We present a quantitative statistical model of our feedback network and find excellent agreement with the experiment. We monitor the motion of a single fluorescent particle with a sensitivity of 15 nm/sqrt Hz while collecting fewer than 5000 fluorescence photons/s. Fluorescent microspheres (diffusion coefficient 1.3 μm^2/s) are tracked with a root-mean-square tracking error of 170 nm, within a factor of 2 of the theoretical limit set by photon counting shot noise
Non-linear minimum variance estimation for discrete-time multi-channel systems
A nonlinear operator approach to estimation in discrete-time systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model may also include a communications channel involving either static or dynamic nonlinearities. The signal channel is represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement
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