29,308 research outputs found
Fast anisotropic Gauss filtering
Abstract. We derive the decomposition of the anisotropic Gaussian in a one dimensional Gauss filter in the x-direction followed by a one dimensional filter in a non-orthogonal direction ϕ. So also the anisotropic Gaussian can be decomposed by dimension. This appears to be extremely efficient from a computing perspective. An implementation scheme for normal convolution and for recursive filtering is proposed. Also directed derivative filters are demonstrated. For the recursive implementation, filtering an 512 × 512 image is performed within 65 msec, independent of the standard deviations and orientation of the filter. Accuracy of the filters is still reasonable when compared to truncation error or recursive approximation error. The anisotropic Gaussian filtering method allows fast calculation of edge and ridge maps, with high spatial and angular accuracy. For tracking applications, the normal anisotropic convolution scheme is more advantageous, with applications in the detection of dashed lines in engineering drawings. The recursive implementation is more attractive in feature detection applications, for instance in affine invariant edge and ridge detection in computer vision. The proposed computational filtering method enables the practical applicability of orientation scale-space analysis
A modified extended kalman filter as a parameter estimator for linear discrete-time systems
This thesis presents the derivation and implementation of a modified Extended Kalman Filter used for Joint state and parameter estimation of linear discrete-time systems operating in a, stochastic Gaussian environment. A novel derivation for the discrete-time Extended Kalman Filter is also presented. In order to eliminate the main deficiencies of the Extended Kalman Filter, which are divergence and biasedness of its estimates, the filter algorithm has been modified. The primary modifications are due to Ljung, who stated global convergence properties for the modified Extended Kalman Filter, when used as a parameter estimator for linear systems.
Implementation of this filter is further complicated by the need to initialize the parameter estimate error covariance inappropriately small, to assure filter stability. In effect, due to this inadequate initialization process the parameter estimates fail to converge. Several heuristic methods have been developed to remove the effects of the inadequate initial parameter estimate covariance matrix on the filter\u27s convergence properties.
Performance of the improved modified Extended Kalman Filter is compared with the Recursive Extended Least Squares parameter estimation scheme
An error estimate of Gaussian Recursive Filter in 3Dvar problem
Computational kernel of the three-dimensional variational data assimilation
(3D-Var) problem is a linear system, generally solved by means of an iterative
method. The most costly part of each iterative step is a matrix-vector product
with a very large covariance matrix having Gaussian correlation structure. This
operation may be interpreted as a Gaussian convolution, that is a very
expensive numerical kernel. Recursive Filters (RFs) are a well known way to
approximate the Gaussian convolution and are intensively applied in the
meteorology, in the oceanography and in forecast models. In this paper, we deal
with an oceanographic 3D-Var data assimilation scheme, named OceanVar, where
the linear system is solved by using the Conjugate Gradient (GC) method by
replacing, at each step, the Gaussian convolution with RFs. Here we give
theoretical issues on the discrete convolution approximation with a first order
(1st-RF) and a third order (3rd-RF) recursive filters. Numerical experiments
confirm given error bounds and show the benefits, in terms of accuracy and
performance, of the 3-rd RF.Comment: 9 page
Separable time-causal and time-recursive spatio-temporal receptive fields
We present an improved model and theory for time-causal and time-recursive
spatio-temporal receptive fields, obtained by a combination of Gaussian
receptive fields over the spatial domain and first-order integrators or
equivalently truncated exponential filters coupled in cascade over the temporal
domain. Compared to previous spatio-temporal scale-space formulations in terms
of non-enhancement of local extrema or scale invariance, these receptive fields
are based on different scale-space axiomatics over time by ensuring
non-creation of new local extrema or zero-crossings with increasing temporal
scale. Specifically, extensions are presented about parameterizing the
intermediate temporal scale levels, analysing the resulting temporal dynamics
and transferring the theory to a discrete implementation in terms of recursive
filters over time.Comment: 12 pages, 2 figures, 2 tables. arXiv admin note: substantial text
overlap with arXiv:1404.203
Fast O(1) bilateral filtering using trigonometric range kernels
It is well-known that spatial averaging can be realized (in space or
frequency domain) using algorithms whose complexity does not depend on the size
or shape of the filter. These fast algorithms are generally referred to as
constant-time or O(1) algorithms in the image processing literature. Along with
the spatial filter, the edge-preserving bilateral filter [Tomasi1998] involves
an additional range kernel. This is used to restrict the averaging to those
neighborhood pixels whose intensity are similar or close to that of the pixel
of interest. The range kernel operates by acting on the pixel intensities. This
makes the averaging process non-linear and computationally intensive,
especially when the spatial filter is large. In this paper, we show how the
O(1) averaging algorithms can be leveraged for realizing the bilateral filter
in constant-time, by using trigonometric range kernels. This is done by
generalizing the idea in [Porikli2008] of using polynomial range kernels. The
class of trigonometric kernels turns out to be sufficiently rich, allowing for
the approximation of the standard Gaussian bilateral filter. The attractive
feature of our approach is that, for a fixed number of terms, the quality of
approximation achieved using trigonometric kernels is much superior to that
obtained in [Porikli2008] using polynomials.Comment: Accepted in IEEE Transactions on Image Processing. Also see addendum:
https://sites.google.com/site/kunalspage/home/Addendum.pd
- …