Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Nudging the particle filter

We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability tends to concentrate in relatively small regions of the state space. The proposed scheme pushes some particles towards specific regions where the likelihood is expected to be high, an operation known as nudging in the geophysics literature. We re-interpret nudging in a form applicable to any particle filtering scheme, as it does not involve any changes in the rest of the algorithm. Since the particles are modified, but the importance weights do not account for this modification, the use of nudging leads to additional bias in the resulting estimators. However, we prove analytically that nudged particle filters can still attain asymptotic convergence with the same error rates as conventional particle methods. Simple analysis also yields an alternative interpretation of the nudging operation that explains its robustness to model errors. Finally, we show numerical results that illustrate the improvements that can be attained using the proposed scheme. In particular, we present nonlinear tracking examples with synthetic data and a model inference example using real-world financial data

Inferring transportation modes from GPS trajectories using a convolutional neural network

Identifying the distribution of users' transportation modes is an essential part of travel demand analysis and transportation planning. With the advent of ubiquitous GPS-enabled devices (e.g., a smartphone), a cost-effective approach for inferring commuters' mobility mode(s) is to leverage their GPS trajectories. A majority of studies have proposed mode inference models based on hand-crafted features and traditional machine learning algorithms. However, manual features engender some major drawbacks including vulnerability to traffic and environmental conditions as well as possessing human's bias in creating efficient features. One way to overcome these issues is by utilizing Convolutional Neural Network (CNN) schemes that are capable of automatically driving high-level features from the raw input. Accordingly, in this paper, we take advantage of CNN architectures so as to predict travel modes based on only raw GPS trajectories, where the modes are labeled as walk, bike, bus, driving, and train. Our key contribution is designing the layout of the CNN's input layer in such a way that not only is adaptable with the CNN schemes but represents fundamental motion characteristics of a moving object including speed, acceleration, jerk, and bearing rate. Furthermore, we ameliorate the quality of GPS logs through several data preprocessing steps. Using the clean input layer, a variety of CNN configurations are evaluated to achieve the best CNN architecture. The highest accuracy of 84.8% has been achieved through the ensemble of the best CNN configuration. In this research, we contrast our methodology with traditional machine learning algorithms as well as the seminal and most related studies to demonstrate the superiority of our framework.Comment: 12 pages, 3 figures, 7 tables, Transportation Research Part C: Emerging Technologie

A track-before-detect labelled multi-Bernoulli particle filter with label switching

This paper presents a multitarget tracking particle filter (PF) for general track-before-detect measurement models. The PF is presented in the random finite set framework and uses a labelled multi-Bernoulli approximation. We also present a label switching improvement algorithm based on Markov chain Monte Carlo that is expected to increase filter performance if targets get in close proximity for a sufficiently long time. The PF is tested in two challenging numerical examples.Comment: Accepted for publication in IEEE Transactions on Aerospace and Electronic System