A Box Particle Filter for Stochastic and Set-theoretic Measurements with Association Uncertainty

This work develops a novel estimation approach for nonlinear dynamic stochastic systems by combining the sequential Monte Carlo method with interval analysis. Unlike the common pointwise measurements, the proposed solution is for problems with interval measurements with association uncertainty. The optimal theoretical solution can be formulated in the framework of random set theory as the Bernoulli filter for interval measurements. The straightforward particle filter implementation of the Bernoulli filter typically requires a huge number of particles since the posterior probability density function occupies a significant portion of the state space. In order to reduce the number of particles, without necessarily sacrificing estimation accuracy, the paper investigates an implementation based on box particles. A box particle occupies a small and controllable rectangular region of non-zero volume in the target state space. The numerical results demonstrate that the filter performs remarkably well: both target state and target presence are estimated reliably using a very small number of box particles

A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic setting by employing sets of probability measures. Inference in set-membership estimation is thus carried out by computing expectations with respect to the updated set of probability measures P as in the probabilistic case. In particular, it is shown that inference can be performed by solving a particular semi-infinite linear programming problem, which is a special case of the truncated moment problem in which only the zero-th order moment is known (i.e., the support). By writing the dual of the above semi-infinite linear programming problem, it is shown that, if the nonlinearities in the measurement and process equations are polynomial and if the bounding sets for initial state, process and measurement noises are described by polynomial inequalities, then an approximation of this semi-infinite linear programming problem can efficiently be obtained by using the theory of sum-of-squares polynomial optimization. We then derive a smart greedy procedure to compute a polytopic outer-approximation of the true membership-set, by computing the minimum-volume polytope that outer-bounds the set that includes all the means computed with respect to P

A Box Regularized Particle Filter for state estimation with severely ambiguous and non-linear measurements

International audienceThe first stage in any control system is to be able to accurately estimate the system's state. However, some types of measurements are ambiguous (non-injective) in terms of state. Existing algorithms for such problems, such as Monte Carlo methods, are computationally expensive or not robust to such ambiguity. We propose the Box Regularized Particle Filter (BRPF) to resolve these problems. Based on previous works on box particle filters, we present a more generic and accurate formulation of the algorithm, with two innovations: a generalized box resampling step and a kernel smoothing method, which is shown to be optimal in terms of Mean Integrated Square Error. Monte Carlo simulations demonstrate the efficiency of BRPF on a severely ambiguous and non-linear estimation problem, that of Terrain Aided Navigation. BRPF is compared to the Sequential Importance Resampling Particle Filter (SIR-PF), Monte Carlo Markov Chain (MCMC), and the original Box Particle Filter (BPF). The algorithm outperforms existing methods in terms of Root Mean Square Error (e.g., improvement up to 42% in geographical position estimation with respect to the BPF) for a large initial uncertainty. The BRPF reduces the computational load by 73% and 90% for SIR-PF and MCMC, respectively, with similar RMSE values. This work offers an accurate (in terms of RMSE) and robust (in terms of divergence rate) way to tackle state estimation from ambiguous measurements while requiring a significantly lower computational load than classic Monte Carlo and particle filtering methods.The first stage in any control system is to be able to accurately estimate the system’s state. However, some types of measurements are ambiguous (non-injective) in terms of state. Existing algorithms for such problems, such as Monte Carlo methods, are computationally expensive or not robust to such ambiguity. We propose the Box Regularized Particle Filter (BRPF) to resolve these problems.Based on previous works on box particle filters, we present a more generic and accurate formulation of the algorithm, with two innovations: a generalized box resampling step and a kernel smoothing method, which is shown to be optimal in terms of Mean Integrated Square Error.Monte Carlo simulations demonstrate the efficiency of BRPF on a severely ambiguous and non-linear estimation problem, the Terrain Aided Navigation. BRPF is compared to the Sequential Importance Resampling Particle Filter (SIR-PF), the Markov Chain Monte Carlo approach (MCMC), and the original Box Particle Filter (BPF). The algorithm is demonstrated to outperform existing methods in terms of Root Mean Square Error (e.g., improvement up to 42% in geographical position estimation with respect to the BPF) for a large initial uncertainty.The BRPF yields a computational load reduction of 73% with respect to the SIR-PF and of 90% with respect to MCMC for similar RMSE orders of magnitude. The present work offers an accurate (in terms of RMSE) and robust (in terms of divergence rate) way to tackle state estimation from ambiguous measurements while requiring a significantly lower computational load than classic Monte Carlo and particle filtering methods

DroTrack: High-speed Drone-based Object Tracking Under Uncertainty

We present DroTrack, a high-speed visual single-object tracking framework for drone-captured video sequences. Most of the existing object tracking methods are designed to tackle well-known challenges, such as occlusion and cluttered backgrounds. The complex motion of drones, i.e., multiple degrees of freedom in three-dimensional space, causes high uncertainty. The uncertainty problem leads to inaccurate location predictions and fuzziness in scale estimations. DroTrack solves such issues by discovering the dependency between object representation and motion geometry. We implement an effective object segmentation based on Fuzzy C Means (FCM). We incorporate the spatial information into the membership function to cluster the most discriminative segments. We then enhance the object segmentation by using a pre-trained Convolution Neural Network (CNN) model. DroTrack also leverages the geometrical angular motion to estimate a reliable object scale. We discuss the experimental results and performance evaluation using two datasets of 51,462 drone-captured frames. The combination of the FCM segmentation and the angular scaling increased DroTrack precision by up to $9\%$ and decreased the centre location error by $162$ pixels on average. DroTrack outperforms all the high-speed trackers and achieves comparable results in comparison to deep learning trackers. DroTrack offers high frame rates up to 1000 frame per second (fps) with the best location precision, more than a set of state-of-the-art real-time trackers.Comment: 10 pages, 12 figures, FUZZ-IEEE 202

Suspended Load Path Tracking Control Using a Tilt-rotor UAV Based on Zonotopic State Estimation

This work addresses the problem of path tracking control of a suspended load using a tilt-rotor UAV. The main challenge in controlling this kind of system arises from the dynamic behavior imposed by the load, which is usually coupled to the UAV by means of a rope, adding unactuated degrees of freedom to the whole system. Furthermore, to perform the load transportation it is often needed the knowledge of the load position to accomplish the task. Since available sensors are commonly embedded in the mobile platform, information on the load position may not be directly available. To solve this problem in this work, initially, the kinematics of the multi-body mechanical system are formulated from the load's perspective, from which a detailed dynamic model is derived using the Euler-Lagrange approach, yielding a highly coupled, nonlinear state-space representation of the system, affine in the inputs, with the load's position and orientation directly represented by state variables. A zonotopic state estimator is proposed to solve the problem of estimating the load position and orientation, which is formulated based on sensors located at the aircraft, with different sampling times, and unknown-but-bounded measurement noise. To solve the path tracking problem, a discrete-time mixed $\mathcal{H}_2/\mathcal{H}_\infty$ controller with pole-placement constraints is designed with guaranteed time-response properties and robust to unmodeled dynamics, parametric uncertainties, and external disturbances. Results from numerical experiments, performed in a platform based on the Gazebo simulator and on a Computer Aided Design (CAD) model of the system, are presented to corroborate the performance of the zonotopic state estimator along with the designed controller