Informationsfusion für verteilte Systeme

Dieser Beitrag befasst sich mit modellbasierten Methoden zur Vermessung verteilter physikalischer Phänomene. Diese Methoden zeichnen sich durch eine systematische Behandlung stochastischer Unsicherheiten aus, so dass neben der Rekonstruktion der vollständigen Wahrscheinlichkeitsdichte der relevanten Grössen aus einer geringen Anzahl von zeit-, orts- und wertdiskreten Messungen auch die Generierung optimaler Messsequenzen möglich ist. Es wird dargestellt, wie eine Beschreibung für ein verteilt-parametrisches System in Form einer partiellen Differentialgleichung, welche einen unendlich-dimensionalen Zustandsraum beschreibt, in eine konzentriert-parametrische Form konvertiert wird. Diese kann als Grundlage für den Entwurf klassischer Schätzer, wie z.B. des Kalman Filters, dienen. Ferner wird eine Methode zur Sensoreinsatzplanung vorgestellt, mit der eine optimale Sequenz von Messparametern bestimmt werden kann, um mit einem minimalen Messaufwand die Unsicherheit auf ein gewünschtes Maß zu reduzieren. Die Anwendung dieser Methoden wird an zwei Beispielen, einer Temperaturverteilung und der Verformung einer Führungsschiene, demonstriert. Zusätzlich werden die Herausforderungen bei der Behandlung nichtlinearer Systeme und die Probleme bei der dezentralen Verarbeitung, wie sie typischerweise beim Einsatz von Sensornetzwerken auftreten, diskutiert

Covariance Intersection in Nonlinear Estimation Based on Pseudo Gaussian Densities

Many modern fusion architectures are designed to process and fuse data in networked systems. Alongside the advantages, such as scalability and robustness, distributed fusion techniques particularly have to tackle the problem of dependencies between locally processed data. In linear estimation problems, uncertain quantities with unknown cross-correlations can be fused by means of the covariance intersection algorithm, which avoids overconfident fusion results. However, for nonlinear system dynamics and sensor models perturbed by arbitrary noise, it is not only a problem to characterize and parameterize dependencies between estimates, but also to find a proper notion of consistency. This paper addresses these issues by transforming the state estimates to a different state space, where the corresponding densities are Gaussian and only linear dependencies between estimates, i.e., correlations, can arise. These pseudo Gaussian densities then allow the notion of covariance consistency to be used in distributed nonlinear state estimation

Within reach? Habitat availability as a function of individual mobility and spatial structuring

Organisms need access to particular habitats for their survival and reproduction. However, even if all necessary habitats are available within the broader environment, they may not all be easily reachable from the position of a single individual. Many species distribution models consider populations in environmental (or niche) space, hence overlooking this fundamental aspect of geographical accessibility. Here, we develop a formal way of thinking about habitat availability in environmental spaces by describing how limitations in accessibility can cause animals to experience a more limited or simply different mixture of habitats than those more broadly available. We develop an analytical framework for characterizing constrained habitat availability based on the statistical properties of movement and environmental autocorrelation. Using simulation experiments, we show that our general statistical representation of constrained availability is a good approximation of habitat availability for particular realizations of landscape-organism interactions. We present two applications of our approach, one to the statistical analysis of habitat preference (using step-selection functions to analyze harbor seal telemetry data) and a second that derives theoretical insights about population viability from knowledge of the underlying environment. Analytical expressions for habitat availability, such as those we develop here, can yield gains in analytical speed, biological realism, and conceptual generality by allowing us to formulate models that are habitat sensitive without needing to be spatially explicit

Parameterized Joint Densities with Gaussian and Gaussian Mixture Marginals

Abstract- In this paper we attempt to lay the foundation for a novel filtering technique for the fusion of two random vectors with imprecisely known stochastic dependency. This problem mainly occurs in decentralized estimation, e.g., of a distributed phenomenon, where the stochastic dependencies between the individual states are not stored. Thus, we derive parameterized joint densities with both Gaussian marginals and Gaussian mixture marginals. These parameterized joint densities contain all information about the stochastic dependencies between their marginal densities in terms of a parameter vector ξ, which can be regarded as a generalized correlation parameter. Unlike the classical correlation coefficient, this parameter is a sufficient measure for the stochastic dependency even characterized by more complex density functions such as Gaussian mixtures. Once this structure and the bounds of these parameters are known, bounding densities containing all possible density functions could be found

Nonlinear state and parameter estimation of spatially distributed systems

In this thesis two probabilistic model-based estimators are introduced that allow the reconstruction and identification of space-time continuous physical systems. The Sliced Gaussian Mixture Filter (SGMF) exploits linear substructures in mixed linear/nonlinear systems, and thus is well-suited for identifying various model parameters. The Covariance Bounds Filter (CBF) allows the efficient estimation of widely distributed systems in a decentralized fashion