A learning gaussian process approach for maneuvering target tracking and smoothing

Model-based approaches for target tracking and smoothing estimate the infinite number of possible target trajectories using a finite set of models. This paper proposes a data-driven approach that represents the possible target trajectories using a distribution over an infinite number of functions. Recursive Gaussian process and derivative based Gaussian process approaches for target tracking and smoothing are developed, with online training and parameter learning. The performance evaluation over two highly maneuvering scenarios, shows that the proposed approach provides 80% and 62% performance improvement in the position and 49% and 22% in the velocity estimation, respectively, as compared to the best model-based filter

Doubly Robust Smoothing of Dynamical Processes via Outlier Sparsity Constraints

Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and fixed-interval smoothing algorithms that are robust to outliers simultaneously present in the measurements {\it and} in the state dynamics. Outliers are handled through auxiliary unknown variables that are jointly estimated along with the state based on the least-squares criterion that is regularized with the $\ell_1$-norm of the outliers in order to effect sparsity control. The resultant iterative estimators rely on coordinate descent and the alternating direction method of multipliers, are expressed in closed form per iteration, and are provably convergent. Additional attractive features of the novel doubly robust smoother include: i) ability to handle both types of outliers; ii) universality to unknown nominal noise and outlier distributions; iii) flexibility to encompass maximum a posteriori optimal estimators with reliable performance under nominal conditions; and iv) improved performance relative to competing alternatives at comparable complexity, as corroborated via simulated tests.Comment: Submitted to IEEE Trans. on Signal Processin

Trajectory Reconstruction Techniques for Evaluation of ATC Systems

This paper is focused on trajectory reconstruction techniques for evaluating ATC systems, using real data of recorded opportunity traffic. We analyze different alternatives for this problem, from traditional interpolation approaches based on curve fitting to our proposed schemes based on modeling regular motion patterns with optimal smoothers. The extraction of trajectory features such as motion type (or mode of flight), maneuvers profile, geometric parameters, etc., allows a more accurate computation of the curve and the detailed evaluation of the data processors used in the ATC centre. Different alternatives will be compared with some performance results obtained with simulated and real data sets