Sparsity-fused Kalman filtering for reconstruction of dynamic sparse signals

This article focuses on the problem of reconstructing dynamic sparse signals from a series of noisy compressive sensing measurements using a Kalman Filter (KF). This problem arises in many applications, e.g., Magnetic Resonance Imaging (MRI), Wireless Sensor Networks (WSN) and video reconstruction. The conventional KF does not consider the sparsity structure presented in most practical signals and it is therefore inaccurate when being applied to sparse signal recovery. To deal with this issue, we derive a novel KF procedure which takes the sparsity model into consideration. Furthermore, an algorithm, namely Sparsity-fused KF, is proposed based upon it. The method of iterative soft thresholding is utilized to refine our sparsity model. The superiority of our method is demonstrated by synthetic data and the practical data gathered by a WSN.This work is supported by EPSRC Research Grant (EP/K033700/1); the Natural Science Foundation of China (61401018, U1334202); the State Key Laboratory of Rail Traffic Control and Safety (RCS2014ZT08), Beijing Jiaotong University; the Fundamental Research Funds for the Central Universities (2014JBM149); the Key Grant Project of Chinese Ministry of Education (313006); the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry.This is the author accepted manuscript. The final version is available from IEEE via http://dx.doi.org/10.1109/ICC.2015.724938

Dynamic Underwater Glider Network for Environmental Field Estimation

A coordinated dynamic sensor network of autonomous underwater gliders to estimate three-dimensional time-varying environmental fields is proposed and tested. Integration with a network of surface relay nodes and asynchronous consensus are used to distribute local information and achieve the global field estimate. Field spatial sparsity is considered, and field samples are acquired by compressive sensing devices. Tests on simulated and real data demonstrate the feasibility of the approach with relative error performance within 10

Statistical Filtering for Multimodal Mobility Modeling in Cyber Physical Systems

A Cyber-Physical System integrates computations and dynamics of physical processes. It is an engineering discipline focused on technology with a strong foundation in mathematical abstractions. It shares many of these abstractions with engineering and computer science, but still requires adaptation to suit the dynamics of the physical world. In such a dynamic system, mobility management is one of the key issues against developing a new service. For example, in the study of a new mobile network, it is necessary to simulate and evaluate a protocol before deployment in the system. Mobility models characterize mobile agent movement patterns. On the other hand, they describe the conditions of the mobile services. The focus of this thesis is on mobility modeling in cyber-physical systems. A macroscopic model that captures the mobility of individuals (people and vehicles) can facilitate an unlimited number of applications. One fundamental and obvious example is traffic profiling. Mobility in most systems is a dynamic process and small non-linearities can lead to substantial errors in the model. Extensive research activities on statistical inference and filtering methods for data modeling in cyber-physical systems exist. In this thesis, several methods are employed for multimodal data fusion, localization and traffic modeling. A novel energy-aware sparse signal processing method is presented to process massive sensory data. At baseline, this research examines the application of statistical filters for mobility modeling and assessing the difficulties faced in fusing massive multi-modal sensory data. A statistical framework is developed to apply proposed methods on available measurements in cyber-physical systems. The proposed methods have employed various statistical filtering schemes (i.e., compressive sensing, particle filtering and kernel-based optimization) and applied them to multimodal data sets, acquired from intelligent transportation systems, wireless local area networks, cellular networks and air quality monitoring systems. Experimental results show the capability of these proposed methods in processing multimodal sensory data. It provides a macroscopic mobility model of mobile agents in an energy efficient way using inconsistent measurements

Partially Linear Estimation with Application to Sparse Signal Recovery From Measurement Pairs

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing the joint distribution of X and Y in full, but rather only its second-order moments. This renders it of potential interest in various applications. We further show that the PLMMSE method is minimax-optimal among all estimators that solely depend on the second-order statistics of X and Y. We demonstrate our approach in the context of recovering a signal, which is sparse in a unitary dictionary, from noisy observations of it and of a filtered version of it. We show that in this setting PLMMSE estimation has a clear computational advantage, while its performance is comparable to state-of-the-art algorithms. We apply our approach both in static and dynamic estimation applications. In the former category, we treat the problem of image enhancement from blurred/noisy image pairs, where we show that PLMMSE estimation performs only slightly worse than state-of-the art algorithms, while running an order of magnitude faster. In the dynamic setting, we provide a recursive implementation of the estimator and demonstrate its utility in the context of tracking maneuvering targets from position and acceleration measurements.Comment: 13 pages, 5 figure

Bayesian Inference with Combined Dynamic and Sparsity Models: Application in 3D Electrophysiological Imaging

Data-driven inference is widely encountered in various scientific domains to convert the observed measurements into information that cannot be directly observed about a system. Despite the quickly-developing sensor and imaging technologies, in many domains, data collection remains an expensive endeavor due to financial and physical constraints. To overcome the limits in data and to reduce the demand on expensive data collection, it is important to incorporate prior information in order to place the data-driven inference in a domain-relevant context and to improve its accuracy. Two sources of assumptions have been used successfully in many inverse problem applications. One is the temporal dynamics of the system (dynamic structure). The other is the low-dimensional structure of a system (sparsity structure). In existing work, these two structures have often been explored separately, while in most high-dimensional dynamic system they are commonly co-existing and contain complementary information. In this work, our main focus is to build a robustness inference framework to combine dynamic and sparsity constraints. The driving application in this work is a biomedical inverse problem of electrophysiological (EP) imaging, which noninvasively and quantitatively reconstruct transmural action potentials from body-surface voltage data with the goal to improve cardiac disease prevention, diagnosis, and treatment. The general framework can be extended to a variety of applications that deal with the inference of high-dimensional dynamic systems

Event-based Vision: A Survey

Event cameras are bio-inspired sensors that differ from conventional frame cameras: Instead of capturing images at a fixed rate, they asynchronously measure per-pixel brightness changes, and output a stream of events that encode the time, location and sign of the brightness changes. Event cameras offer attractive properties compared to traditional cameras: high temporal resolution (in the order of microseconds), very high dynamic range (140 dB vs. 60 dB), low power consumption, and high pixel bandwidth (on the order of kHz) resulting in reduced motion blur. Hence, event cameras have a large potential for robotics and computer vision in challenging scenarios for traditional cameras, such as low-latency, high speed, and high dynamic range. However, novel methods are required to process the unconventional output of these sensors in order to unlock their potential. This paper provides a comprehensive overview of the emerging field of event-based vision, with a focus on the applications and the algorithms developed to unlock the outstanding properties of event cameras. We present event cameras from their working principle, the actual sensors that are available and the tasks that they have been used for, from low-level vision (feature detection and tracking, optic flow, etc.) to high-level vision (reconstruction, segmentation, recognition). We also discuss the techniques developed to process events, including learning-based techniques, as well as specialized processors for these novel sensors, such as spiking neural networks. Additionally, we highlight the challenges that remain to be tackled and the opportunities that lie ahead in the search for a more efficient, bio-inspired way for machines to perceive and interact with the world