58 resultados para VECTOR SPACE MODEL
em Cambridge University Engineering Department Publications Database
Resumo:
This paper presents a novel coarse-to-fine global localization approach inspired by object recognition and text retrieval techniques. Harris-Laplace interest points characterized by scale-invariant transformation feature descriptors are used as natural landmarks. They are indexed into two databases: a location vector space model (LVSM) and a location database. The localization process consists of two stages: coarse localization and fine localization. Coarse localization from the LVSM is fast, but not accurate enough, whereas localization from the location database using a voting algorithm is relatively slow, but more accurate. The integration of coarse and fine stages makes fast and reliable localization possible. If necessary, the localization result can be verified by epipolar geometry between the representative view in the database and the view to be localized. In addition, the localization system recovers the position of the camera by essential matrix decomposition. The localization system has been tested in indoor and outdoor environments. The results show that our approach is efficient and reliable. © 2006 IEEE.
An overview of sequential Monte Carlo methods for parameter estimation in general state-space models
Resumo:
Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, are numerical techniques based on Importance Sampling for solving the optimal state estimation problem. The task of calibrating the state-space model is an important problem frequently faced by practitioners and the observed data may be used to estimate the parameters of the model. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed for this task accompanied with a discussion of their advantages and limitations.
An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models
Resumo:
Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.
Resumo:
Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.
Resumo:
Motor learning has been extensively studied using dynamic (force-field) perturbations. These induce movement errors that result in adaptive changes to the motor commands. Several state-space models have been developed to explain how trial-by-trial errors drive the progressive adaptation observed in such studies. These models have been applied to adaptation involving novel dynamics, which typically occurs over tens to hundreds of trials, and which appears to be mediated by a dual-rate adaptation process. In contrast, when manipulating objects with familiar dynamics, subjects adapt rapidly within a few trials. Here, we apply state-space models to familiar dynamics, asking whether adaptation is mediated by a single-rate or dual-rate process. Previously, we reported a task in which subjects rotate an object with known dynamics. By presenting the object at different visual orientations, adaptation was shown to be context-specific, with limited generalization to novel orientations. Here we show that a multiple-context state-space model, with a generalization function tuned to visual object orientation, can reproduce the time-course of adaptation and de-adaptation as well as the observed context-dependent behavior. In contrast to the dual-rate process associated with novel dynamics, we show that a single-rate process mediates adaptation to familiar object dynamics. The model predicts that during exposure to the object across multiple orientations, there will be a degree of independence for adaptation and de-adaptation within each context, and that the states associated with all contexts will slowly de-adapt during exposure in one particular context. We confirm these predictions in two new experiments. Results of the current study thus highlight similarities and differences in the processes engaged during exposure to novel versus familiar dynamics. In both cases, adaptation is mediated by multiple context-specific representations. In the case of familiar object dynamics, however, the representations can be engaged based on visual context, and are updated by a single-rate process.
Resumo:
Motor task variation has been shown to be a key ingredient in skill transfer, retention, and structural learning. However, many studies only compare training of randomly varying tasks to either blocked or null training, and it is not clear how experiencing different nonrandom temporal orderings of tasks might affect the learning process. Here we study learning in human subjects who experience the same set of visuomotor rotations, evenly spaced between -60° and +60°, either in a random order or in an order in which the rotation angle changed gradually. We compared subsequent learning of three test blocks of +30°→-30°→+30° rotations. The groups that underwent either random or gradual training showed significant (P < 0.01) facilitation of learning in the test blocks compared with a control group who had not experienced any visuomotor rotations before. We also found that movement initiation times in the random group during the test blocks were significantly (P < 0.05) lower than for the gradual or the control group. When we fit a state-space model with fast and slow learning processes to our data, we found that the differences in performance in the test block were consistent with the gradual or random task variation changing the learning and retention rates of only the fast learning process. Such adaptation of learning rates may be a key feature of ongoing meta-learning processes. Our results therefore suggest that both gradual and random task variation can induce meta-learning and that random learning has an advantage in terms of shorter initiation times, suggesting less reliance on cognitive processes.
Resumo:
In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).
Resumo:
This paper studies the coordinated motion of a group of agents evolving on a Lie group. Left-or rightinvariance with respect to the absolute position on the group lead to two different characterizations of relative positions and two associated definitions of coordination (fixed relative positions). Conditions for each type of coordination are derived in the associated Lie algebra. This allows to formulate the coordination problem on Lie groups as consensus in a vector space. Total coordination occurs when both types of coordination hold simultaneously. The discussion in this paper provides a common geometric framework for previously published coordination control laws on SO(3), SE(2) and SE(3). The theory is illustrated on the group of planar rigid motion SE(2). © 2008 IEEE.
Resumo:
This paper presents a three-dimensional comprehensive model for the calculation of vibration in a building based on pile-foundation due to moving trains in a nearby underground tunnel. The model calculates the Power Spectral Density (PSD) of the building's responses due to trains moving on floating-slab tracks with random roughness. The tunnel and its surrounding soil are modelled as a cylindrical shell embedded in half-space using the well-known PiP model. The building and its piles are modelled as a 2D frame using the dynamic stiffness matrix. Coupling between the foundation and the ground is performed using the theory of joining subsystems in the frequency domain. The latter requires calculations of transfer functions of a half-space model. A convenient choice based on the thin-layer method is selected in this work for the calculations of responses in a half-space due to circular strip loadings. The coupling considers the influence of the building's dynamics on the incident wave field from the tunnel, but ignores any reflections of building's waves from the tunnel. The derivation made in the paper shows that the incident vibration field at the building's foundation gets modified by a term reflecting the coupling and the dynamics of the building and its foundation. The comparisons presented in the paper show that the dynamics of the building and its foundation significantly change the incident vibration field from the tunnel and they can lead to loss of accuracy of predictions if not considered in the calculation.