Doubly Robust Smoothing of Dynamical Processes via Outlier Sparsity Constraints

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and fixed-interval smoothing algorithms that are robust to outliers simultaneously present in the measurements {\it and} in the state dynamics. Outliers are handled through auxiliary unknown variables that are jointly estimated along with the state based on the least-squares criterion that is regularized with the $\ell_1$-norm of the outliers in order to effect sparsity control. The resultant iterative estimators rely on coordinate descent and the alternating direction method of multipliers, are expressed in closed form per iteration, and are provably convergent. Additional attractive features of the novel doubly robust smoother include: i) ability to handle both types of outliers; ii) universality to unknown nominal noise and outlier distributions; iii) flexibility to encompass maximum a posteriori optimal estimators with reliable performance under nominal conditions; and iv) improved performance relative to competing alternatives at comparable complexity, as corroborated via simulated tests.Comment: Submitted to IEEE Trans. on Signal Processin

DTI denoising for data with low signal to noise ratios

Low signal to noise ratio (SNR) experiments in diffusion tensor imaging (DTI) give key information about tracking and anisotropy, e. g., by measurements with small voxel sizes or with high b values. However, due to the complicated and dominating impact of thermal noise such data are still seldom analysed. In this paper Monte Carlo simulations are presented which investigate the distributions of noise for different DTI variables in low SNR situations. Based on this study a strategy for the application of spatial smoothing is derived. Optimal prerequisites for spatial filters are unbiased, bell shaped distributions with uniform variance, but, only few variables have a statistics close to that. To construct a convenient filter a chain of nonlinear Gaussian filters is adapted to peculiarities of DTI and a bias correction is introduced. This edge preserving three dimensional filter is then validated via a quasi realistic model. Further, it is shown that for small sample sizes the filter is as effective as a maximum likelihood estimator and produces reliable results down to a local SNR of approximately 1. The filter is finally applied to very recent data with isotropic voxels of the size 1×1×1mm^3 which corresponds to a spatially mean SNR of 2.5. This application demonstrates the statistical robustness of the filter method. Though the Rician noise model is only approximately realized in the data, the gain of information by spatial smoothing is considerable

Quadratic estimation for stochastic systems in the presence of random parameter matrices, time-correlated additive noise and deception attacks

This research was suported by the ``Ministerio de Ciencia e Innovación, Agencia Estatal de Investigación'' of Spain and the European Regional Development Fund [grant number PID2021-124486NB-I00].Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of suboptimal estimators. Among them, the LS quadratic estimation approach has attracted considerable interest in the scientific community for its balance between computational complexity and estimation accuracy. When it comes to stochastic systems subject to different random uncertainties and deception attacks, the quadratic estimator design has not been deeply studied. In this paper, using covariance information, the LS quadratic filtering and fixed-point smoothing problems are addressed under the assumption that the measurements are perturbed by a time-correlated additive noise, as well as affected by random parameter matrices and exposed to random deception attacks. The use of random parameter matrices covers a wide range of common uncertainties and random failures, thus better reflecting the engineering reality. The signal and observation vectors are augmented by stacking the original vectors with their second-order Kronecker powers; then, the linear estimator of the original signal based on the augmented observations provides the required quadratic estimator. A simulation example illustrates the superiority of the proposed quadratic estimators over the conventional linear ones and the effect of the deception attacks on the estimation performance.Ministerio de Ciencia e Innovación MICINNEuropean Regional Development Fund PID2021-124486NB-I00 ERDFAgencia Estatal de Investigación AE

Iterated Filters for Nonlinear Transition Models

A new class of iterated linearization-based nonlinear filters, dubbed dynamically iterated filters, is presented. Contrary to regular iterated filters such as the iterated extended Kalman filter (IEKF), iterated unscented Kalman filter (IUKF) and iterated posterior linearization filter (IPLF), dynamically iterated filters also take nonlinearities in the transition model into account. The general filtering algorithm is shown to essentially be a (locally over one time step) iterated Rauch-Tung-Striebel smoother. Three distinct versions of the dynamically iterated filters are especially investigated: analogues to the IEKF, IUKF and IPLF. The developed algorithms are evaluated on 25 different noise configurations of a tracking problem with a nonlinear transition model and linear measurement model, a scenario where conventional iterated filters are not useful. Even in this "simple" scenario, the dynamically iterated filters are shown to have superior root mean-squared error performance as compared with their respective baselines, the EKF and UKF. Particularly, even though the EKF diverges in 22 out of 25 configurations, the dynamically iterated EKF remains stable in 20 out of 25 scenarios, only diverging under high noise.Comment: 8 pages. Accepted to IEEE International Conference on Information Fusion 2023 (FUSION 2023). Copyright 2023 IEE

Ultimate SLAM? Combining Events, Images, and IMU for Robust Visual SLAM in HDR and High Speed Scenarios

Event cameras are bio-inspired vision sensors that output pixel-level brightness changes instead of standard intensity frames. These cameras do not suffer from motion blur and have a very high dynamic range, which enables them to provide reliable visual information during high speed motions or in scenes characterized by high dynamic range. However, event cameras output only little information when the amount of motion is limited, such as in the case of almost still motion. Conversely, standard cameras provide instant and rich information about the environment most of the time (in low-speed and good lighting scenarios), but they fail severely in case of fast motions, or difficult lighting such as high dynamic range or low light scenes. In this paper, we present the first state estimation pipeline that leverages the complementary advantages of these two sensors by fusing in a tightly-coupled manner events, standard frames, and inertial measurements. We show on the publicly available Event Camera Dataset that our hybrid pipeline leads to an accuracy improvement of 130% over event-only pipelines, and 85% over standard-frames-only visual-inertial systems, while still being computationally tractable. Furthermore, we use our pipeline to demonstrate - to the best of our knowledge - the first autonomous quadrotor flight using an event camera for state estimation, unlocking flight scenarios that were not reachable with traditional visual-inertial odometry, such as low-light environments and high-dynamic range scenes.Comment: 8 pages, 9 figures, 2 table