24,015 research outputs found
PPF - A Parallel Particle Filtering Library
We present the parallel particle filtering (PPF) software library, which
enables hybrid shared-memory/distributed-memory parallelization of particle
filtering (PF) algorithms combining the Message Passing Interface (MPI) with
multithreading for multi-level parallelism. The library is implemented in Java
and relies on OpenMPI's Java bindings for inter-process communication. It
includes dynamic load balancing, multi-thread balancing, and several
algorithmic improvements for PF, such as input-space domain decomposition. The
PPF library hides the difficulties of efficient parallel programming of PF
algorithms and provides application developers with the necessary tools for
parallel implementation of PF methods. We demonstrate the capabilities of the
PPF library using two distributed PF algorithms in two scenarios with different
numbers of particles. The PPF library runs a 38 million particle problem,
corresponding to more than 1.86 GB of particle data, on 192 cores with 67%
parallel efficiency. To the best of our knowledge, the PPF library is the first
open-source software that offers a parallel framework for PF applications.Comment: 8 pages, 8 figures; will appear in the proceedings of the IET Data
Fusion & Target Tracking Conference 201
Selective sampling importance resampling particle filter tracking with multibag subspace restoration
Riemann-Langevin Particle Filtering in Track-Before-Detect
Track-before-detect (TBD) is a powerful approach that consists in providing
the tracker with sensor measurements directly without pre-detection. Due to the
measurement model non-linearities, online state estimation in TBD is most
commonly solved via particle filtering. Existing particle filters for TBD do
not incorporate measurement information in their proposal distribution. The
Langevin Monte Carlo (LMC) is a sampling method whose proposal is able to
exploit all available knowledge of the posterior (that is, both prior and
measurement information). This letter synthesizes recent advances in LMC-based
filtering to describe the Riemann-Langevin particle filter and introduces its
novel application to TBD. The benefits of our approach are illustrated in a
challenging low-noise scenario.Comment: Minor grammatical update
SMCTC : sequential Monte Carlo in C++
Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature. Recent developments illustrate that these techniques have much more general applicability, and can be applied very effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive and difficult to implement. This article seeks to address both of these problems. A C++ template class library for the efficient and convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications are provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm for rare event estimation
Vision-Based Production of Personalized Video
In this paper we present a novel vision-based system for the automated production of personalised video souvenirs for visitors in leisure and cultural heritage venues. Visitors are visually identified and tracked through a camera network. The system produces a personalized DVD souvenir at the end of a visitor’s stay allowing visitors to relive their experiences. We analyze how we identify visitors by fusing facial and body features, how we track visitors, how the tracker recovers from failures due to occlusions, as well as how we annotate and compile the final product. Our experiments demonstrate the feasibility of the proposed approach
- …