Model based learning of sigma points in unscented Kalman filtering

The unscented Kalman filter (UKF) is a widely used method in control and time series applications. The UKF suffers from arbitrary parameters necessary for a step known as sigma point placement, causing it to perform poorly in nonlinear problems. We show how to treat sigma point placement in a UKF as a learning problem in a model based view. We demonstrate that learning to place the sigma points correctly from data can make sigma point collapse much less likely. Learning can result in a significant increase in predictive performance over default settings of the parameters in the UKF and other filters designed to avoid the problems of the UKF, such as the GP-ADF. At the same time, we maintain a lower computational complexity than the other methods. We call our method UKF-L. ©2010 IEEE.

Model-based approaches to handling additive noise in reverberant environments

Model-based approaches to handle additive and convolutional noise have been extensively investigated and used. However, the application of these schemes to handling reverberant noise has received less attention. This paper examines the extension of two standard additive/convolutional noise approaches to handling reverberant noise. The first is an extension of vector Taylor series (VTS) compensation, reverberant VTS, where a mismatch function including reverberant noise is used. The second scheme modifies constrained MLLR to allow a wide-span of frames to be taken into account and projected into the required dimensionality. To allow additive noise to be handled, both these schemes are combined with standard VTS. The approaches are evaluated and compared on two tasks, MC-WSJ-AV, and a reverberant simulated version of AURORA-4. © 2011 IEEE.