Multisensor Modeling Underwater with Uncertain Information

This thesis develops an approach to the construction of multidimensional stochastic models for intelligent systems exploring an underwater environment. It describes methods for building models by a three- dimensional spatial decomposition of stochastic, multisensor feature vectors. New sensor information is incrementally incorporated into the model by stochastic backprojection. Error and ambiguity are explicitly accounted for by blurring a spatial projection of remote sensor data before incorporation. The stochastic models can be used to derive surface maps or other representations of the environment. The methods are demonstrated on data sets from multibeam bathymetric surveying, towed sidescan bathymetry, towed sidescan acoustic imagery, and high-resolution scanning sonar aboard a remotely operated vehicle.

Statistical Object Recognition

Two formulations of model-based object recognition are described. MAP Model Matching evaluates joint hypotheses of match and pose, while Posterior Marginal Pose Estimation evaluates the pose only. Local search in pose space is carried out with the Expectation--Maximization (EM) algorithm. Recognition experiments are described where the EM algorithm is used to refine and evaluate pose hypotheses in 2D and 3D. Initial hypotheses for the 2D experiments were generated by a simple indexing method: Angle Pair Indexing. The Linear Combination of Views method of Ullman and Basri is employed as the projection model in the 3D experiments.

Geometry and Photometry in 3D Visual Recognition

The report addresses the problem of visual recognition under two sources of variability: geometric and photometric. The geometric deals with the relation between 3D objects and their views under orthographic and perspective projection. The photometric deals with the relation between 3D matte objects and their images under changing illumination conditions. Taken together, an alignment-based method is presented for recognizing objects viewed from arbitrary viewing positions and illuminated by arbitrary settings of light sources.

Stereo-Based Head Pose Tracking Using Iterative Closest Point and Normal Flow Constraint

In this text, we present two stereo-based head tracking techniques along with a fast 3D model acquisition system. The first tracking technique is a robust implementation of stereo-based head tracking designed for interactive environments with uncontrolled lighting. We integrate fast face detection and drift reduction algorithms with a gradient-based stereo rigid motion tracking technique. Our system can automatically segment and track a user's head under large rotation and illumination variations. Precision and usability of this approach are compared with previous tracking methods for cursor control and target selection in both desktop and interactive room environments. The second tracking technique is designed to improve the robustness of head pose tracking for fast movements. Our iterative hybrid tracker combines constraints from the ICP (Iterative Closest Point) algorithm and normal flow constraint. This new technique is more precise for small movements and noisy depth than ICP alone, and more robust for large movements than the normal flow constraint alone. We present experiments which test the accuracy of our approach on sequences of real and synthetic stereo images. The 3D model acquisition system we present quickly aligns intensity and depth images, and reconstructs a textured 3D mesh. 3D views are registered with shape alignment based on our iterative hybrid tracker. We reconstruct the 3D model using a new Cubic Ray Projection merging algorithm which takes advantage of a novel data structure: the linked voxel space. We present experiments to test the accuracy of our approach on 3D face modelling using real-time stereo images.

Image Based Rendering Using Algebraic Techniques

This paper presents an image-based rendering system using algebraic relations between different views of an object. The system uses pictures of an object taken from known positions. Given three such images it can generate "virtual'' ones as the object would look from any position near the ones that the two input images were taken from. The extrapolation from the example images can be up to about 60 degrees of rotation. The system is based on the trilinear constraints that bind any three view so fan object. As a side result, we propose two new methods for camera calibration. We developed and used one of them. We implemented the system and tested it on real images of objects and faces. We also show experimentally that even when only two images taken from unknown positions are given, the system can be used to render the object from other view points as long as we have a good estimate of the internal parameters of the camera used and we are able to find good correspondence between the example images. In addition, we present the relation between these algebraic constraints and a factorization method for shape and motion estimation. As a result we propose a method for motion estimation in the special case of orthographic projection.

On Convergence Properties of the EM Algorithm for Gaussian Mixtures

"Expectation-Maximization'' (EM) algorithm and gradient-based approaches for maximum likelihood learning of finite Gaussian mixtures. We show that the EM step in parameter space is obtained from the gradient via a projection matrix $P$, and we provide an explicit expression for the matrix. We then analyze the convergence of EM in terms of special properties of $P$ and provide new results analyzing the effect that $P$ has on the likelihood surface. Based on these mathematical results, we present a comparative discussion of the advantages and disadvantages of EM and other algorithms for the learning of Gaussian mixture models.

Priors Stabilizers and Basis Functions: From Regularization to Radial, Tensor and Additive Splines

We had previously shown that regularization principles lead to approximation schemes, as Radial Basis Functions, which are equivalent to networks with one layer of hidden units, called Regularization Networks. In this paper we show that regularization networks encompass a much broader range of approximation schemes, including many of the popular general additive models, Breiman's hinge functions and some forms of Projection Pursuit Regression. In the probabilistic interpretation of regularization, the different classes of basis functions correspond to different classes of prior probabilities on the approximating function spaces, and therefore to different types of smoothness assumptions. In the final part of the paper, we also show a relation between activation functions of the Gaussian and sigmoidal type.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.

Uncertainty Propagation in Model-Based Recognition

Building robust recognition systems requires a careful understanding of the effects of error in sensed features. Error in these image features results in a region of uncertainty in the possible image location of each additional model feature. We present an accurate, analytic approximation for this uncertainty region when model poses are based on matching three image and model points, for both Gaussian and bounded error in the detection of image points, and for both scaled-orthographic and perspective projection models. This result applies to objects that are fully three- dimensional, where past results considered only two-dimensional objects. Further, we introduce a linear programming algorithm to compute the uncertainty region when poses are based on any number of initial matches. Finally, we use these results to extend, from two-dimensional to three- dimensional objects, robust implementations of alignmentt interpretation- tree search, and ransformation clustering.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

An Immersed Interface Method for the Incompressible Navier-Stokes Equations in Irregular Domains

We present an immersed interface method for the incompressible Navier Stokes equations capable of handling rigid immersed boundaries. The immersed boundary is represented by a set of Lagrangian control points. In order to guarantee that the no-slip condition on the boundary is satisfied, singular forces are applied on the fluid at the immersed boundary. The forces are related to the jumps in pressure and the jumps in the derivatives of both pressure and velocity, and are interpolated using cubic splines. The strength of singular forces is determined by solving a small system of equations at each time step. The Navier-Stokes equations are discretized on a staggered Cartesian grid by a second order accurate projection method for pressure and velocity.