113,208 research outputs found
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
Poisson multi-Bernoulli conjugate prior for multiple extended object filtering
This paper presents a Poisson multi-Bernoulli mixture (PMBM) conjugate prior
for multiple extended object filtering. A Poisson point process is used to
describe the existence of yet undetected targets, while a multi-Bernoulli
mixture describes the distribution of the targets that have been detected. The
prediction and update equations are presented for the standard transition
density and measurement likelihood. Both the prediction and the update preserve
the PMBM form of the density, and in this sense the PMBM density is a conjugate
prior. However, the unknown data associations lead to an intractably large
number of terms in the PMBM density, and approximations are necessary for
tractability. A gamma Gaussian inverse Wishart implementation is presented,
along with methods to handle the data association problem. A simulation study
shows that the extended target PMBM filter performs well in comparison to the
extended target d-GLMB and LMB filters. An experiment with Lidar data
illustrates the benefit of tracking both detected and undetected targets
Single camera pose estimation using Bayesian filtering and Kinect motion priors
Traditional approaches to upper body pose estimation using monocular vision
rely on complex body models and a large variety of geometric constraints. We
argue that this is not ideal and somewhat inelegant as it results in large
processing burdens, and instead attempt to incorporate these constraints
through priors obtained directly from training data. A prior distribution
covering the probability of a human pose occurring is used to incorporate
likely human poses. This distribution is obtained offline, by fitting a
Gaussian mixture model to a large dataset of recorded human body poses, tracked
using a Kinect sensor. We combine this prior information with a random walk
transition model to obtain an upper body model, suitable for use within a
recursive Bayesian filtering framework. Our model can be viewed as a mixture of
discrete Ornstein-Uhlenbeck processes, in that states behave as random walks,
but drift towards a set of typically observed poses. This model is combined
with measurements of the human head and hand positions, using recursive
Bayesian estimation to incorporate temporal information. Measurements are
obtained using face detection and a simple skin colour hand detector, trained
using the detected face. The suggested model is designed with analytical
tractability in mind and we show that the pose tracking can be
Rao-Blackwellised using the mixture Kalman filter, allowing for computational
efficiency while still incorporating bio-mechanical properties of the upper
body. In addition, the use of the proposed upper body model allows reliable
three-dimensional pose estimates to be obtained indirectly for a number of
joints that are often difficult to detect using traditional object recognition
strategies. Comparisons with Kinect sensor results and the state of the art in
2D pose estimation highlight the efficacy of the proposed approach.Comment: 25 pages, Technical report, related to Burke and Lasenby, AMDO 2014
conference paper. Code sample: https://github.com/mgb45/SignerBodyPose Video:
https://www.youtube.com/watch?v=dJMTSo7-uF
A Bayesian Filtering Algorithm for Gaussian Mixture Models
A Bayesian filtering algorithm is developed for a class of state-space
systems that can be modelled via Gaussian mixtures. In general, the exact
solution to this filtering problem involves an exponential growth in the number
of mixture terms and this is handled here by utilising a Gaussian mixture
reduction step after both the time and measurement updates. In addition, a
square-root implementation of the unified algorithm is presented and this
algorithm is profiled on several simulated systems. This includes the state
estimation for two non-linear systems that are strictly outside the class
considered in this paper
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
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