Towards the automatic reconstruction of dendritic trees using particle filters

The 3D reconstruction of a Golgi-stained dendritic tree from a serial stack of images captured with a transmitted light bright-field microscope is investigated. Modifications to the bootstrap filter are discussed such that the tree structure may be estimated recursively as a series of connected segments. The tracking performance of the bootstrap particle filter is compared against Differential Evolution, an evolutionary global optimisation method, both in terms of robustness and accuracy. It is found that the particle filtering approach is significantly more robust and accurate for the data considered.

Particle exposure scenarios for research and production activities involving nanomaterials

Nanomaterials with structures in the nanoscale (1 to 100 nm) often have chemical, physical and bioactive characteristics different from those of larger entities of the same material. This is interesting for industry but raises questions about the health of exposed people. However, little is known so far about the exposure of workers to inhalable airborne nanomaterials. We investigated several activities in research laboratories and industry to learn about relevant exposure scenarios. Work process analyses were combined with measurements of airborne particle mass concentrations and number−size distributions. Background levels in research settings were mostly low, while in industrial production, levels were sometimes elevated, especially in halls near busy roads or in the presence of diesel fork lifts without particle filters. Peak levels were found in an industrial setting dealing with powders (up to 80,000 particles/cm³ and up to 15 mg/m³). Mostly low concentrations were found for activities involving liquid applications. However, centrifugation and lyophilization of nanoparticle containing solutions resulted in very high particle number concentrations (up to 300,000 particles/cm³), whereas no increases were seen for the same activities conducted with nanoparticle−free liquids. No significant increases of particle concentrations were found for processes involving nanoparticles bound to surfaces. Also no increases were observed in laboratories that were visualizing properties and structures of small amounts of nanomaterials. Conclusion: When studying exposure scenarios for airborne nanomaterials, the focus should not only be on processes involving nano−powders, but also on processes involving intensively treated nanoparticle−containing liquids. Acknowledgement: We thank Chantal Imhof, MSc and Guillaume Ferraris, MSc for their contributions.

Particle filtering in geophysical systems

The application of particle filters in geophysical systems is reviewed. Some background on Bayesian filtering is provided, and the existing methods are discussed. The emphasis is on the methodology, and not so much on the applications themselves. It is shown that direct application of the basic particle filter (i.e., importance sampling using the prior as the importance density) does not work in high-dimensional systems, but several variants are shown to have potential. Approximations to the full problem that try to keep some aspects of the particle filter beyond the Gaussian approximation are also presented and discussed.

An exploration of the equivalent weights particle filter

Particle filters are fully non-linear data assimilation techniques that aim to represent the probability distribution of the model state given the observations (the posterior) by a number of particles. In high-dimensional geophysical applications the number of particles required by the sequential importance resampling (SIR) particle filter in order to capture the high probability region of the posterior, is too large to make them usable. However particle filters can be formulated using proposal densities, which gives greater freedom in how particles are sampled and allows for a much smaller number of particles. Here a particle filter is presented which uses the proposal density to ensure that all particles end up in the high probability region of the posterior probability density function. This gives rise to the possibility of non-linear data assimilation in large dimensional systems. The particle filter formulation is compared to the optimal proposal density particle filter and the implicit particle filter, both of which also utilise a proposal density. We show that when observations are available every time step, both schemes will be degenerate when the number of independent observations is large, unlike the new scheme. The sensitivity of the new scheme to its parameter values is explored theoretically and demonstrated using the Lorenz (1963) model.

The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.

Aspects of particle filtering in high-dimensional spaces

Nonlinear data assimilation is high on the agenda in all fields of the geosciences as with ever increasing model resolution and inclusion of more physical (biological etc.) processes, and more complex observation operators the data-assimilation problem becomes more and more nonlinear. The suitability of particle filters to solve the nonlinear data assimilation problem in high-dimensional geophysical problems will be discussed. Several existing and new schemes will be presented and it is shown that at least one of them, the Equivalent-Weights Particle Filter, does indeed beat the curse of dimensionality and provides a way forward to solve the problem of nonlinear data assimilation in high-dimensional systems.

Mice and larvae tracking using a particle filter with an auto-adjustable observation model

This paper proposes a novel way to combine different observation models in a particle filter framework. This, so called, auto-adjustable observation model, enhance the particle filter accuracy when the tracked objects overlap without infringing a great runtime penalty to the whole tracking system. The approach has been tested under two important real world situations related to animal behavior: mice and larvae tracking. The proposal was compared to some state-of-art approaches and the results show, under the datasets tested, that a good trade-off between accuracy and runtime can be achieved using an auto-adjustable observation model. (C) 2009 Elsevier B.V. All rights reserved.

Range-based Weighted-likelihood Particle Filter for RSS-based Indoor Tracking

Attractive business cases in various application fields contribute to the sustained long-term interest in indoor localization and tracking by the research community. Location tracking is generally treated as a dynamic state estimation problem, consisting of two steps: (i) location estimation through measurement, and (ii) location prediction. For the estimation step, one of the most efficient and low-cost solutions is Received Signal Strength (RSS)-based ranging. However, various challenges - unrealistic propagation model, non-line of sight (NLOS), and multipath propagation - are yet to be addressed. Particle filters are a popular choice for dealing with the inherent non-linearities in both location measurements and motion dynamics. While such filters have been successfully applied to accurate, time-based ranging measurements, dealing with the more error-prone RSS based ranging is still challenging. In this work, we address the above issues with a novel, weighted likelihood, bootstrap particle filter for tracking via RSS-based ranging. Our filter weights the individual likelihoods from different anchor nodes exponentially, according to the ranging estimation. We also employ an improved propagation model for more accurate RSS-based ranging, which we suggested in recent work. We implemented and tested our algorithm in a passive localization system with IEEE 802.15.4 signals, showing that our proposed solution largely outperforms a traditional bootstrap particle filter.

Sistema de visão para aterragem automática de UAV

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Automação e Electrónica Industrial

Adaptive Markov chain Monte Carlo and Bayesian filtering for state space models

This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

Reactions of NO3 with the man-made emissions 2-methylpent-2-ene, (Z)-3-methylpent-2-ene, ethyl vinyl ether, and the stress-induced plant emission ethyl vinyl ketone

Rate coefficients for reactions of nitrate radicals (NO3) with the anthropogenic emissions 2-methylpent-2-ene, (Z)-3-methylpent-2-ene.. ethyl vinyl ether, and the stress-induced plant emission ethyl vinyl ketone (pent-1-en-3-one) were determined to be (9.3 +/- 1.1) x 10(-12), (9.3 +/- 3.2) x 10(-12), (1.7 +/- 1.3) x 10(-12) and (9.4 + 2.7) x 10(-17) cm(3) molecule(-1) s(-1). We performed kinetic experiments at room temperature and atmospheric pressure using a relative-rate technique with GC-FID analysis. Experiments with ethyl vinyl ether required a modification of our established procedure that might introduce additional uncertainties, and the errors suggested reflect these difficulties. Rate coefficients are discussed in terms of electronic and steric influences. Atmospheric lifetimes with respect to important oxidants in the troposphere were calculated. NO3-initiated oxidation is found to be the strongly dominating degradation route for 2-methylpent-2-ene, (Z)-3-methylpent-2-ene and ethyl vinyl ether. Atmospheric concentrations of the alkenes and their relative contribution to the total NMHC emissions from trucks can be expected to increase if plans for the introduction of particle filters for diesel engines are implemented on a global scale. Thus more kinetic data are required to better evaluate the impact of these emissions.

Efficient fully nonlinear data assimilation for geophysical fluid dynamics

A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.

The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

Odometria visual baseada em técnicas de structure from motion

Visual Odometry is the process that estimates camera position and orientation based solely on images and in features (projections of visual landmarks present in the scene) extraced from them. With the increasing advance of Computer Vision algorithms and computer processing power, the subarea known as Structure from Motion (SFM) started to supply mathematical tools composing localization systems for robotics and Augmented Reality applications, in contrast with its initial purpose of being used in inherently offline solutions aiming 3D reconstruction and image based modelling. In that way, this work proposes a pipeline to obtain relative position featuring a previously calibrated camera as positional sensor and based entirely on models and algorithms from SFM. Techniques usually applied in camera localization systems such as Kalman filters and particle filters are not used, making unnecessary additional information like probabilistic models for camera state transition. Experiments assessing both 3D reconstruction quality and camera position estimated by the system were performed, in which image sequences captured in reallistic scenarios were processed and compared to localization data gathered from a mobile robotic platform