Inverse Problems and Data Assimilation

These notes are designed with the aim of providing a clear and concise introduction to the subjects of Inverse Problems and Data Assimilation, and their inter-relations, together with citations to some relevant literature in this area. The first half of the notes is dedicated to studying the Bayesian framework for inverse problems. Techniques such as importance sampling and Markov Chain Monte Carlo (MCMC) methods are introduced; these methods have the desirable property that in the limit of an infinite number of samples they reproduce the full posterior distribution. Since it is often computationally intensive to implement these methods, especially in high dimensional problems, approximate techniques such as approximating the posterior by a Dirac or a Gaussian distribution are discussed. The second half of the notes cover data assimilation. This refers to a particular class of inverse problems in which the unknown parameter is the initial condition of a dynamical system, and in the stochastic dynamics case the subsequent states of the system, and the data comprises partial and noisy observations of that (possibly stochastic) dynamical system. We will also demonstrate that methods developed in data assimilation may be employed to study generic inverse problems, by introducing an artificial time to generate a sequence of probability measures interpolating from the prior to the posterior

Two-layer particle filter for multiple target detection and tracking

This paper deals with the detection and tracking of an unknown number of targets using a Bayesian hierarchical model with target labels. To approximate the posterior probability density function, we develop a two-layer particle filter. One deals with track initiation, and the other with track maintenance. In addition, the parallel partition method is proposed to sample the states of the surviving targets

Multi-Object Tracking with Interacting Vehicles and Road Map Information

In many applications, tracking of multiple objects is crucial for a perception of the current environment. Most of the present multi-object tracking algorithms assume that objects move independently regarding other dynamic objects as well as the static environment. Since in many traffic situations objects interact with each other and in addition there are restrictions due to drivable areas, the assumption of an independent object motion is not fulfilled. This paper proposes an approach adapting a multi-object tracking system to model interaction between vehicles, and the current road geometry. Therefore, the prediction step of a Labeled Multi-Bernoulli filter is extended to facilitate modeling interaction between objects using the Intelligent Driver Model. Furthermore, to consider road map information, an approximation of a highly precise road map is used. The results show that in scenarios where the assumption of a standard motion model is violated, the tracking system adapted with the proposed method achieves higher accuracy and robustness in its track estimations

Distributed Object Tracking Using a Cluster-Based Kalman Filter in Wireless Camera Networks

Local data aggregation is an effective means to save sensor node energy and prolong the lifespan of wireless sensor networks. However, when a sensor network is used to track moving objects, the task of local data aggregation in the network presents a new set of challenges, such as the necessity to estimate, usually in real time, the constantly changing state of the target based on information acquired by the nodes at different time instants. To address these issues, we propose a distributed object tracking system which employs a cluster-based Kalman filter in a network of wireless cameras. When a target is detected, cameras that can observe the same target interact with one another to form a cluster and elect a cluster head. Local measurements of the target acquired by members of the cluster are sent to the cluster head, which then estimates the target position via Kalman filtering and periodically transmits this information to a base station. The underlying clustering protocol allows the current state and uncertainty of the target position to be easily handed off among clusters as the object is being tracked. This allows Kalman filter-based object tracking to be carried out in a distributed manner. An extended Kalman filter is necessary since measurements acquired by the cameras are related to the actual position of the target by nonlinear transformations. In addition, in order to take into consideration the time uncertainty in the measurements acquired by the different cameras, it is necessary to introduce nonlinearity in the system dynamics. Our object tracking protocol requires the transmission of significantly fewer messages than a centralized tracker that naively transmits all of the local measurements to the base station. It is also more accurate than a decentralized tracker that employs linear interpolation for local data aggregation. Besides, the protocol is able to perform real-time estimation because our implementation takes into consideration the sparsit- - y of the matrices involved in the problem. The experimental results show that our distributed object tracking protocol is able to achieve tracking accuracy comparable to the centralized tracking method, while requiring a significantly smaller number of message transmissions in the network