23,260 research outputs found
ILAPF: Incremental Learning Assisted Particle Filtering
This paper is concerned with dynamic system state estimation based on a
series of noisy measurement with the presence of outliers. An incremental
learning assisted particle filtering (ILAPF) method is presented, which can
learn the value range of outliers incrementally during the process of particle
filtering. The learned range of outliers is then used to improve subsequent
filtering of the future state. Convergence of the outlier range estimation
procedure is indicated by extensive empirical simulations using a set of
differing outlier distribution models. The validity of the ILAPF algorithm is
evaluated by illustrative simulations, and the result shows that ILAPF is more
accurate and faster than a recently published state-ofthe-art robust particle
filter. It also shows that the incremental learning property of the ILAPF
algorithm provides an efficient way to implement transfer learning among
related state filtering tasks.Comment: 5 pages, 4 figures, conferenc
Bibliographic Review on Distributed Kalman Filtering
In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud
The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area
Robust Filtering and Smoothing with Gaussian Processes
We propose a principled algorithm for robust Bayesian filtering and smoothing
in nonlinear stochastic dynamic systems when both the transition function and
the measurement function are described by non-parametric Gaussian process (GP)
models. GPs are gaining increasing importance in signal processing, machine
learning, robotics, and control for representing unknown system functions by
posterior probability distributions. This modern way of "system identification"
is more robust than finding point estimates of a parametric function
representation. In this article, we present a principled algorithm for robust
analytic smoothing in GP dynamic systems, which are increasingly used in
robotics and control. Our numerical evaluations demonstrate the robustness of
the proposed approach in situations where other state-of-the-art Gaussian
filters and smoothers can fail.Comment: 7 pages, 1 figure, draft version of paper accepted at IEEE
Transactions on Automatic Contro
Inferring Latent States and Refining Force Estimates via Hierarchical Dirichlet Process Modeling in Single Particle Tracking Experiments
Optical microscopy provides rich spatio-temporal information characterizing
in vivo molecular motion. However, effective forces and other parameters used
to summarize molecular motion change over time in live cells due to latent
state changes, e.g., changes induced by dynamic micro-environments,
photobleaching, and other heterogeneity inherent in biological processes. This
study focuses on techniques for analyzing Single Particle Tracking (SPT) data
experiencing abrupt state changes. We demonstrate the approach on GFP tagged
chromatids experiencing metaphase in yeast cells and probe the effective forces
resulting from dynamic interactions that reflect the sum of a number of
physical phenomena. State changes are induced by factors such as microtubule
dynamics exerting force through the centromere, thermal polymer fluctuations,
etc. Simulations are used to demonstrate the relevance of the approach in more
general SPT data analyses. Refined force estimates are obtained by adopting and
modifying a nonparametric Bayesian modeling technique, the Hierarchical
Dirichlet Process Switching Linear Dynamical System (HDP-SLDS), for SPT
applications. The HDP-SLDS method shows promise in systematically identifying
dynamical regime changes induced by unobserved state changes when the number of
underlying states is unknown in advance (a common problem in SPT applications).
We expand on the relevance of the HDP-SLDS approach, review the relevant
background of Hierarchical Dirichlet Processes, show how to map discrete time
HDP-SLDS models to classic SPT models, and discuss limitations of the approach.
In addition, we demonstrate new computational techniques for tuning
hyperparameters and for checking the statistical consistency of model
assumptions directly against individual experimental trajectories; the
techniques circumvent the need for "ground-truth" and subjective information.Comment: 25 pages, 6 figures. Differs only typographically from PLoS One
publication available freely as an open-access article at
http://journals.plos.org/plosone/article?id=10.1371/journal.pone.013763
Particle detection and tracking in fluorescence time-lapse imaging: a contrario approach
This paper proposes a probabilistic approach for the detection and the
tracking of particles in fluorescent time-lapse imaging. In the presence of a
very noised and poor-quality data, particles and trajectories can be
characterized by an a contrario model, that estimates the probability of
observing the structures of interest in random data. This approach, first
introduced in the modeling of human visual perception and then successfully
applied in many image processing tasks, leads to algorithms that neither
require a previous learning stage, nor a tedious parameter tuning and are very
robust to noise. Comparative evaluations against a well-established baseline
show that the proposed approach outperforms the state of the art.Comment: Published in Journal of Machine Vision and Application
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