A Monte Carlo expectation maximisation algorithm for multiple target tracking

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).

Approximate Bayesian Computation for Smoothing

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate Bayesian Computation (ABC) and it involves the introduction of auxiliary variables valued in the same space as the observations. The quality of the approximation may be controlled to arbitrary precision through a parameter ε > 0. We provide theoretical results which quantify, in terms of ε, the ABC error in approximation of expectations of additive functionals with respect to the smoothing distributions. Under regularity assumptions, this error is, where n is the number of time steps over which smoothing is performed. For numerical implementation, we adopt the forward-only sequential Monte Carlo (SMC) scheme of [14] and quantify the combined error from the ABC and SMC approximations. This forms some of the first quantitative results for ABC methods which jointly treat the ABC and simulation errors, with a finite number of data and simulated samples. © Taylor & Francis Group, LLC.

Information geometry theory of high-dimension space and application for speaker independent continuous digit speech recognition

In the light of descriptive geometry and notions in set theory, this paper re-defines the basic elements in space such as curve and surface and so on, presents some fundamental notions with respect to the point cover based on the High-dimension space (HDS) point covering theory, finally takes points from mapping part of speech signals to HDS, so as to analyze distribution information of these speech points in HDS, and various geometric covering objects for speech points and their relationship. Besides, this paper also proposes a new algorithm for speaker independent continuous digit speech recognition based on the HDS point dynamic searching theory without end-points detection and segmentation. First from the different digit syllables in real continuous digit speech, we establish the covering area in feature space for continuous speech. During recognition, we make use of the point covering dynamic searching theory in HDS to do recognition, and then get the satisfying recognized results. At last, compared to HMM (Hidden Markov models)-based method, from the development trend of the comparing results, as sample amount increasing, the difference of recognition rate between two methods will decrease slowly, while sample amount approaching to be very large, two recognition rates all close to 100% little by little. As seen from the results, the recognition rate of HDS point covering method is higher than that of in HMM (Hidden Markov models) based method, because, the point covering describes the morphological distribution for speech in HDS, whereas HMM-based method is only a probability distribution, whose accuracy is certainly inferior to point covering.

改善三维波动方程叠前深度偏移处理效果的方法研究

3D wave equation prestack depth migration is the effective tool for obtaining the exact imaging result of complex geology structures. It's a part of the 3D seismic data processing. 3D seismic data processing belongs to high dimension signal processing, and there are some difficult problems to do with. They are: How to process high dimension operators? How to improve the focusing? and how to construct the deconvolution operator? The realization of 3D wave equation prestack depth migration, not only realized the leap from poststack to prestack, but also provided the important means to solve the difficult problems in high dimension signal processing. In this thesis, I do a series research especially for the solve of the difficult problems around the 3D wave equation prestack depth migration and using it as a mean. So this thesis service for the realization of 3D wave equation prestack depth migration for one side and improve the migration effect for another side. This thesis expatiates in five departs. Summarizes the main contents as the follows: In the first part, I have completed the projection from 3D data point area to low dimension are using de big matrix transfer and trace rearrangement, and realized the liner processing of high dimension signal. Firstly, I present the mathematics expression of 3D seismic data and the mean according to physics, present the basic ideal of big matrix transfer and describe the realization of five transfer models for example. Secondly, I present the basic ideal and rules for the rearrange and parallel calculate of 3D traces, and give a example. In the conventional DMO focusing method, I recall the history of DM0 process firstly, give the fundamental of DMO process and derive the equation of DMO process and it's impulse response. I also prove the equivalence between DMO and prestack time migration, from the kinematic character of DMO. And derive the relationship between DMO base on wave equation and prestack time migration. Finally, I give the example of DMO process flow and synthetic data of theoretical models. In the wave equation prestak depth migration, I firstly recall the history of migration from time to depth, from poststack to prestack and from 2D to 3D. And conclude the main migration methods, point out their merit and shortcoming. Finally, I obtain the common image point sets using the decomposed migration program code.In the residual moveout, I firstly describe the Viterbi algorithm based on Markov process and compound decision theory and how to solve the shortest path problem using Viterbi algorithm. And based on this ideal, I realized the residual moveout of post 3D wave equation prestack depth migration. Finally, I give the example of residual moveout of real 3D seismic data. In the migration Green function, I firstly give the concept of migration Green function and the 2D Green function migration equation for the approximate of far field. Secondly, I prove the equivalence of wave equation depth extrapolation algorithms. And then I derive the equation of Green function migration. Finally, I present the response and migration result of Green function for point resource, analyze the effect of migration aperture to prestack migration result. This research is benefit for people to realize clearly the effect of migration aperture to migration result, and study on the Green function deconvolution to improve the focusing effect of migration.

Spatiotemporal Gesture Segmentation

Spotting patterns of interest in an input signal is a very useful task in many different fields including medicine, bioinformatics, economics, speech recognition and computer vision. Example instances of this problem include spotting an object of interest in an image (e.g., a tumor), a pattern of interest in a time-varying signal (e.g., audio analysis), or an object of interest moving in a specific way (e.g., a human's body gesture). Traditional spotting methods, which are based on Dynamic Time Warping or hidden Markov models, use some variant of dynamic programming to register the pattern and the input while accounting for temporal variation between them. At the same time, those methods often suffer from several shortcomings: they may give meaningless solutions when input observations are unreliable or ambiguous, they require a high complexity search across the whole input signal, and they may give incorrect solutions if some patterns appear as smaller parts within other patterns. In this thesis, we develop a framework that addresses these three problems, and evaluate the framework's performance in spotting and recognizing hand gestures in video. The first contribution is a spatiotemporal matching algorithm that extends the dynamic programming formulation to accommodate multiple candidate hand detections in every video frame. The algorithm finds the best alignment between the gesture model and the input, and simultaneously locates the best candidate hand detection in every frame. This allows for a gesture to be recognized even when the hand location is highly ambiguous. The second contribution is a pruning method that uses model-specific classifiers to reject dynamic programming hypotheses with a poor match between the input and model. Pruning improves the efficiency of the spatiotemporal matching algorithm, and in some cases may improve the recognition accuracy. The pruning classifiers are learned from training data, and cross-validation is used to reduce the chance of overpruning. The third contribution is a subgesture reasoning process that models the fact that some gesture models can falsely match parts of other, longer gestures. By integrating subgesture reasoning the spotting algorithm can avoid the premature detection of a subgesture when the longer gesture is actually being performed. Subgesture relations between pairs of gestures are automatically learned from training data. The performance of the approach is evaluated on two challenging video datasets: hand-signed digits gestured by users wearing short sleeved shirts, in front of a cluttered background, and American Sign Language (ASL) utterances gestured by ASL native signers. The experiments demonstrate that the proposed method is more accurate and efficient than competing approaches. The proposed approach can be generally applied to alignment or search problems with multiple input observations, that use dynamic programming to find a solution.

Modeling the evolution of regulatory elements by simultaneous detection and alignment with phylogenetic pair HMMs.

The computational detection of regulatory elements in DNA is a difficult but important problem impacting our progress in understanding the complex nature of eukaryotic gene regulation. Attempts to utilize cross-species conservation for this task have been hampered both by evolutionary changes of functional sites and poor performance of general-purpose alignment programs when applied to non-coding sequence. We describe a new and flexible framework for modeling binding site evolution in multiple related genomes, based on phylogenetic pair hidden Markov models which explicitly model the gain and loss of binding sites along a phylogeny. We demonstrate the value of this framework for both the alignment of regulatory regions and the inference of precise binding-site locations within those regions. As the underlying formalism is a stochastic, generative model, it can also be used to simulate the evolution of regulatory elements. Our implementation is scalable in terms of numbers of species and sequence lengths and can produce alignments and binding-site predictions with accuracy rivaling or exceeding current systems that specialize in only alignment or only binding-site prediction. We demonstrate the validity and power of various model components on extensive simulations of realistic sequence data and apply a specific model to study Drosophila enhancers in as many as ten related genomes and in the presence of gain and loss of binding sites. Different models and modeling assumptions can be easily specified, thus providing an invaluable tool for the exploration of biological hypotheses that can drive improvements in our understanding of the mechanisms and evolution of gene regulation.

Kalman tracking linear predictor for vowel intelligibility enhancement on european portuguese HMM based speech synthesis

The recent developments on Hidden Markov Models (HMM) based speech synthesis showed that this is a promising technology fully capable of competing with other established techniques. However some issues still lack a solution. Several authors report an over-smoothing phenomenon on both time and frequencies which decreases naturalness and sometimes intelligibility. In this work we present a new vowel intelligibility enhancement algorithm that uses a discrete Kalman filter (DKF) for tracking frame based parameters. The inter-frame correlations are modelled by an autoregressive structure which provides an underlying time frame dependency and can improve time-frequency resolution. The system’s performance has been evaluated using objective and subjective tests and the proposed methodology has led to improved results.

Connected digit speech recognition system for Malayalam language

A connected digit speech recognition is important in many applications such as automated banking system, catalogue-dialing, automatic data entry, automated banking system, etc. This paper presents an optimum speaker-independent connected digit recognizer forMalayalam language. The system employs Perceptual Linear Predictive (PLP) cepstral coefficient for speech parameterization and continuous density Hidden Markov Model (HMM) in the recognition process. Viterbi algorithm is used for decoding. The training data base has the utterance of 21 speakers from the age group of 20 to 40 years and the sound is recorded in the normal office environment where each speaker is asked to read 20 set of continuous digits. The system obtained an accuracy of 99.5 % with the unseen data.

Online Learning of Non-stationary Sequences

We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. The performance of each expert may change over time in a manner unknown to the learner. We formulate a class of universal learning algorithms for this problem by expressing them as simple Bayesian algorithms operating on models analogous to Hidden Markov Models (HMMs). We derive a new performance bound for such algorithms which is considerably simpler than existing bounds. The bound provides the basis for learning the rate at which the identity of the optimal expert switches over time. We find an analytic expression for the a priori resolution at which we need to learn the rate parameter. We extend our scalar switching-rate result to models of the switching-rate that are governed by a matrix of parameters, i.e. arbitrary homogeneous HMMs. We apply and examine our algorithm in the context of the problem of energy management in wireless networks. We analyze the new results in the framework of Information Theory.

A combined Bayesian Markovian approach for behaviour recognition

Numerous techniques exist which can be used for the task of behavioural analysis and recognition. Common amongst these are Bayesian networks and Hidden Markov Models. Although these techniques are extremely powerful and well developed, both have important limitations. By fusing these techniques together to form Bayes-Markov chains, the advantages of both techniques can be preserved, while reducing their limitations. The Bayes-Markov technique forms the basis of a common, flexible framework for supplementing Markov chains with additional features. This results in improved user output, and aids in the rapid development of flexible and efficient behaviour recognition systems.

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities

This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

Using Threads to Overcome Synchronization Delays in Parallel Multiple Progressive Alignment Algorithms

Sao Paulo State Research Foundation-FAPESP

Longitudinal categorical data analysis: A continuous -time Markov chain approach

In this dissertation, we propose a continuous-time Markov chain model to examine the longitudinal data that have three categories in the outcome variable. The advantage of this model is that it permits a different number of measurements for each subject and the duration between two consecutive time points of measurements can be irregular. Using the maximum likelihood principle, we can estimate the transition probability between two time points. By using the information provided by the independent variables, this model can also estimate the transition probability for each subject. The Monte Carlo simulation method will be used to investigate the goodness of model fitting compared with that obtained from other models. A public health example will be used to demonstrate the application of this method. ^

Human Motion Analysis Based on Sequential Modeling of Radar Signal and Stereo Image Features

Falls are one of the greatest threats to elderly health in their daily living routines and activities. Therefore, it is very important to detect falls of an elderly in a timely and accurate manner, so that immediate response and proper care can be provided, by sending fall alarms to caregivers. Radar is an effective non-intrusive sensing modality which is well suited for this purpose, which can detect human motions in all types of environments, penetrate walls and fabrics, preserve privacy, and is insensitive to lighting conditions. Micro-Doppler features are utilized in radar signal corresponding to human body motions and gait to detect falls using a narrowband pulse-Doppler radar. Human motions cause time-varying Doppler signatures, which are analyzed using time-frequency representations and matching pursuit decomposition (MPD) for feature extraction and fall detection. The extracted features include MPD features and the principal components of the time-frequency signal representations. To analyze the sequential characteristics of typical falls, the extracted features are used for training and testing hidden Markov models (HMM) in different falling scenarios. Experimental results demonstrate that the proposed algorithm and method achieve fast and accurate fall detections. The risk of falls increases sharply when the elderly or patients try to exit beds. Thus, if a bed exit can be detected at an early stage of this motion, the related injuries can be prevented with a high probability. To detect bed exit for fall prevention, the trajectory of head movements is used for recognize such human motion. A head detector is trained using the histogram of oriented gradient (HOG) features of the head and shoulder areas from recorded bed exit images. A data association algorithm is applied on the head detection results to eliminate head detection false alarms. Then the three dimensional (3D) head trajectories are constructed by matching scale-invariant feature transform (SIFT) keypoints in the detected head areas from both the left and right stereo images. The extracted 3D head trajectories are used for training and testing an HMM based classifier for recognizing bed exit activities. The results of the classifier are presented and discussed in the thesis, which demonstrates the effectiveness of the proposed stereo vision based bed exit detection approach.