Optimal search: a practical interpretation of information-driven sensor management

We consider the problem of scheduling an agile sensor for performing optimal search for a target. A probability density function is created for representing our knowledge about where the target might be and it is utilized by the proposed sensor management criteria for finding optimal search strategies. The proposed criteria are: an information-driven criterion based on the Kullback-Leibler divergence and a criterion with practical meaning, i.e. performing the sensing action that will yield the maximum probability of detecting the target. It is shown that using the aforementioned criteria results in the same sensing actions when searching for a target and this result establishes a practical operational justification for using information-driven sensor management for performing search

SMC methods to avoid self-resolving for online Bayesian parameter estimation

Abstract—The particle filter is a powerful filtering technique that is able to handle a broad scope of nonlinear problems. However, it has also limitations: a standard particle filter is unable to handle, for instance, systems that include static variables (parameters) to be estimated together with the dynamic states. This limitation is due to the well-known “self-resolving” phenomenon, which is caused by the gradual loss of information that occurs during the resampling steps. In the context of online Bayesian parameter estimation, some approaches to handle this problem have proposed, such as adding artificial dynamics to the parameter model. However, these approaches typically both introduce new parameters (e.g. the intensity of artificial process noise) and inherent biases to the estimation problem. In this paper, we will give a give a look at two Sequential Monte Carlo techniques that do not rely on biasing the system model: the Autonomous Multiple Model particle filter and the Rao-Blackwellized Marginal particle filter. These approaches are not new, but have not been applied yet to the problem of online Bayesian parameter estimation for non-structured models. We will derive suitable adaptations of these methods for this problem and evaluate them using simulations. I

A Bayesian solution to multi-target tracking problems with mixed labelling

In Multi-Target Tracking (MTT), the problem of assigning labels to tracks (track labelling) is vastly covered in literature and has been previously formulated using Bayesian recursion. However, the existing literature lacks an appropriate measure of uncertainty related to the assigned labels which has sound mathematical basis and clear practical meaning (to the user). This is especially important in a situation where targets move in close proximity with each other and thereafter separate again. Because, in such a situation it is well-known that there will be confusion on target identities, also known as “mixed labelling‿. In this paper, we provide a mathematical characterization of the labelling uncertainties present in Bayesian multi-target tracking and labelling (MTTL) problems and define measures of labelling uncertainties with clear physical interpretation. The introduced uncertainty measures can be used to find the optimal track label assignment, and evaluate track labelling performance. We also analyze in details the mixed labelling phenomenon in the presence of two targets. In addition, we propose a new Sequential Monte Carlo (SMC) algorithm, the Labelling Uncertainty Aware Particle Filter (LUA-PF), for the multi target tracking and labelling problem that can provide good estimates of the uncertainty measures. We validate this using simulation and show that the proposed method performs much better when compared with the performance of the SIR multi-target SMC filter

Labeling Uncertainty in Multitarget Tracking

In multitarget tracking, the problem of track labeling (assigning labels to tracks) is an ongoing research topic. The existing literature, however, lacks an appropriate measure of uncertainty related to the assigned labels that has a sound mathematical basis as well as clear practical meaning to the user. This is especially important in a situation where well separated targets move in close proximity with each other and thereafter separate again; in such a situation, it is well known that there will be confusion on target identities, also known as "mixed labeling." In this paper, we specify comprehensively the necessary assumptions for a Bayesian formulation of the multitarget tracking and labeling (MTTL) problem to be meaningful. We provide a mathematical characterization of the labeling uncertainties with clear physical interpretation. We also propose a novel labeling procedure that can be used in combination with any existing (unlabeled) MTT algorithm to obtain a Bayesian solution to the MTTL problem. One advantage of the resulting solution is that it readily provides the labeling uncertainty measures. Using the mixed labeling phenomenon in the presence of two targets as our test bed, we show with simulation results that an unlabeled multitarget sequential Monte Carlo (M-SMC) algorithm that employs sequential importance resampling (SIR) augmented with our labeling procedure performs much better than its "naive" extension, the labeled SIR M-SMC filter

Particle filter based MAP state estimation: A comparison

MAP estimation is a good alternative to MMSE for certain applications involving nonlinear non Gaussian systems. Recently a new particle filter based MAP estimator has been derived. This new method extracts the MAP directly from the output of a running particle filter. In the recent past, a Viterbi algorithm based MAP sequence estimator has been developed. In this paper, we compare these two methods for estimating the current state and the numerical results show that the former performs better

A Bayesian analysis of the mixed labelling phenomenon in two-target tracking

In mulit-target tracking and labelling (MTTL), mixed labelling corresponds to a situation where there is ambiguity in labelling, i.e. in the assignment of labels to locations (where a "location" here means simply an unlabelled single-target state. The phenomenon is well-known in literature, and known to occur in the situation where targets move in close proximity to each other and afterwards separate. The occurrence of mixed labelling has been empirically observed using particle filter implementations of the Bayesian MTTL recursion. In this memorandum, we will instead demonstrate the occurrence of mixed labelling (in the situation of closely spaced targets) using only the Bayesian recursion itself, for a scenario containing two targets and no target births or deaths. We will also show how mixed labelling generally persists after the targets become well-separated, and how mixed labelling might not happen when the unlabelled single-target state contains non-kinematic quantities

Localization from quantum interference in one-dimensional disordered potentials

We show that the tails of the asymptotic density distribution of a quantum wave packet that localizes in the the presence of random or quasiperiodic disorder can be described by the diagonal term of the projection over the eingenstates of the disordered potential. This is equivalent of assuming a phase randomization of the off-diagonal/interference terms. We demonstrate these results through numerical calculations of the dynamics of ultracold atoms in the one-dimensional speckle and quasiperiodic potentials used in the recent experiments that lead to the observation of Anderson localization for matter waves [Billy et al., Nature 453, 891 (2008); Roati et al., Nature 453, 895 (2008)]. For the quasiperiodic case, we also discuss the implications of using continuos or discrete models.Comment: 5 pages, 3 figures; minor changes, references update

mm-Wave Systems for High Data Rate Wireless Consumer Applications

ISM spectrum at 60GHz has attracted attention for possible high-speed applications in wireless communications for well over ten years. However, no high volume applications have emerged. Despite progress in mm-wave ICs, the power and cost of these efforts have not reached the level needed for mass deployment. This paper summarises the ARC funded GLIMMR project which aims to remedy this situation by designing systems on silicon that have both low cost and low power. In particular, the paper presents design work done to date that indicate that silicon (particularly SiGe) is on the cusp of being able to provide economical mm-wave systems

Early rheumatoid arthritis is characterized by a distinct and transient synovial fluid cytokine profile of T cell and stromal cell origin

Pathological processes involved in the initiation of rheumatoid synovitis remain unclear. We undertook the present study to identify immune and stromal processes that are present soon after the clinical onset of rheumatoid arthritis ( RA) by assessing a panel of T cell, macrophage, and stromal cell related cytokines and chemokines in the synovial fluid of patients with early synovitis. Synovial fluid was aspirated from inflamed joints of patients with inflammatory arthritis of duration 3 months or less, whose outcomes were subsequently determined by follow up. For comparison, synovial fluid was aspirated from patients with acute crystal arthritis, established RA and osteoarthritis. Rheumatoid factor activity was blocked in the synovial fluid samples, and a panel of 23 cytokines and chemokines measured using a multiplex based system. Patients with early inflammatory arthritis who subsequently developed RA had a distinct but transient synovial fluid cytokine profile. The levels of a range of T cell, macrophage and stromal cell related cytokines ( e. g. IL-2, IL-4, IL-13, IL-17, IL-15, basic fibroblast growth factor and epidermal growth factor) were significantly elevated in these patients within 3 months after symptom onset, as compared with early arthritis patients who did not develop RA. In addition, this profile was no longer present in established RA. In contrast, patients with non-rheumatoid persistent synovitis exhibited elevated levels of interferon-gamma at initiation. Early synovitis destined to develop into RA is thus characterized by a distinct and transient synovial fluid cytokine profile. The cytokines present in the early rheumatoid lesion suggest that this response is likely to influence the microenvironment required for persistent RA