The Coordinate Particle Filter - A novel Particle Filter for High Dimensional Systems

Parametric filters, such as the Extended Kalman Filter and the Unscented Kalman Filter, typically scale well with the dimensionality of the problem, but they are known to fail if the posterior state distribution cannot be closely approximated by a density of the assumed parametric form. For nonparametric filters, such as the Particle Filter, the converse holds. Such methods are able to approximate any posterior, but the computational requirements scale exponentially with the number of dimensions of the state space. In this paper, we present the Coordinate Particle Filter which alleviates this problem. We propose to compute the particle weights recursively, dimension by dimension. This allows us to explore one dimension at a time, and resample after each dimension if necessary. Experimental results on simulated as well as real data confirm that the proposed method has a substantial performance advantage over the Particle Filter in high-dimensional systems where not all dimensions are highly correlated. We demonstrate the benefits of the proposed method for the problem of multi-object and robotic manipulator tracking

A Novel Generic Framework for Track Fitting in Complex Detector Systems

This paper presents a novel framework for track fitting which is usable in a wide range of experiments, independent of the specific event topology, detector setup, or magnetic field arrangement. This goal is achieved through a completely modular design. Fitting algorithms are implemented as interchangeable modules. At present, the framework contains a validated Kalman filter. Track parameterizations and the routines required to extrapolate the track parameters and their covariance matrices through the experiment are also implemented as interchangeable modules. Different track parameterizations and extrapolation routines can be used simultaneously for fitting of the same physical track. Representations of detector hits are the third modular ingredient to the framework. The hit dimensionality and orientation of planar tracking detectors are not restricted. Tracking information from detectors which do not measure the passage of particles in a fixed physical detector plane, e.g. drift chambers or TPCs, is used without any simplifications. The concept is implemented in a light-weight C++ library called GENFIT, which is available as free software

CDDT: Fast Approximate 2D Ray Casting for Accelerated Localization

Localization is an essential component for autonomous robots. A well-established localization approach combines ray casting with a particle filter, leading to a computationally expensive algorithm that is difficult to run on resource-constrained mobile robots. We present a novel data structure called the Compressed Directional Distance Transform for accelerating ray casting in two dimensional occupancy grid maps. Our approach allows online map updates, and near constant time ray casting performance for a fixed size map, in contrast with other methods which exhibit poor worst case performance. Our experimental results show that the proposed algorithm approximates the performance characteristics of reading from a three dimensional lookup table of ray cast solutions while requiring two orders of magnitude less memory and precomputation. This results in a particle filter algorithm which can maintain 2500 particles with 61 ray casts per particle at 40Hz, using a single CPU thread onboard a mobile robot.Comment: 8 pages, 14 figures, ICRA versio

Vehicle detection and tracking using homography-based plane rectification and particle filtering

This paper presents a full system for vehicle detection and tracking in non-stationary settings based on computer vision. The method proposed for vehicle detection exploits the geometrical relations between the elements in the scene so that moving objects (i.e., vehicles) can be detected by analyzing motion parallax. Namely, the homography of the road plane between successive images is computed. Most remarkably, a novel probabilistic framework based on Kalman filtering is presented for reliable and accurate homography estimation. The estimated homography is used for image alignment, which in turn allows to detect the moving vehicles in the image. Tracking of vehicles is performed on the basis of a multidimensional particle filter, which also manages the exit and entries of objects. The filter involves a mixture likelihood model that allows a better adaptation of the particles to the observed measurements. The system is specially designed for highway environments, where it has been proven to yield excellent results

Particle Detection Algorithms for Complex Plasmas

In complex plasmas, the behavior of freely floating micrometer sized particles is studied. The particles can be directly visualized and recorded by digital video cameras. To analyze the dynamics of single particles, reliable algorithms are required to accurately determine their positions to sub-pixel accuracy from the recorded images. Typically, straightforward algorithms are used for this task. Here, we combine the algorithms with common techniques for image processing. We study several algorithms and pre- and post-processing methods, and we investigate the impact of the choice of threshold parameters, including an automatic threshold detection. The results quantitatively show that each algorithm and method has its own advantage, often depending on the problem at hand. This knowledge is applicable not only to complex plasmas, but useful for any kind of comparable image-based particle tracking, e.g. in the field of colloids or granular matter

3D angle-of-arrival positioning using von Mises-Fisher distribution

We propose modeling an angle-of-arrival (AOA) positioning measurement as a von Mises-Fisher (VMF) distributed unit vector instead of the conventional normally distributed azimuth and elevation measurements. Describing the 2-dimensional AOA measurement with three numbers removes discontinuities and reduces nonlinearity at the poles of the azimuth-elevation coordinate system. Our computer simulations show that the proposed VMF measurement noise model based filters outperform the normal distribution based algorithms in accuracy in a scenario where close-to-pole measurements occur frequently.Comment: 5 page