Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties

2000 Mathematics Subject Classification: 60J80.

Robust video/ultrasonic fusion based estimation for automotive applications

We describe how object estimation by a stationary or a non-stationary camera can be improved using recently-developed robust estimation ideas. The robustness of vision-based systems can be improved significantly by employing a Robust Extended Kalman Filter (REKF). The system performance is also enhanced by increasing the spatial diveristy in measurements via employing additional cameras for video capture. We describe a normal-flow based image segmentation technique to identify the object for the application of our proposed state estimation technique. Our simulations demonstrate that dynamic system modelling coupled with the application of a REKF significantly improves the estimation system performance, especially when large uncertainties are present.

Robust video/ultrasonic fusion-based estimation for automotive applications

In this paper, we use recently developed robust estimation ideas to improve object tracking by a stationary or nonstationary camera. Large uncertainties are always present in vision-based systems, particularly, in relation to the estimation of the initial state as well as the measurement of object motion. The robustness of these systems can be significantly improved by employing a robust extended Kalman filter (REKF). The system performance can also be enhanced by increasing the spatial diversity in measurements via employing additional cameras for video capture. We compare the performances of various image segmentation techniques in moving-object localization and show that normal-flow-based segmentation yields comparable results to, but requires significantly less time than, optical-flow-based segmentation. We also demonstrate with simulations that dynamic system modeling coupled with the application of an REKF significantly improves the estimation system performance, particularly, when subjected to large uncertainties.

Vision-based target tracking and surveillance with robust set-valued state estimation

Tracking a target from a video stream (or a sequence of image frames) involves nonlinear measurements in Cartesian coordinates. However, the target dynamics, modeled in Cartesian coordinates, result in a linear system. We present a robust linear filter based on an analytical nonlinear to linear measurement conversion algorithm. Using ideas from robust control theory, a rigorous theoretical analysis is given which guarantees that the state estimation error for the filter is bounded, i.e., a measure against filter divergence is obtained. In fact, an ellipsoidal set-valued estimate is obtained which is guaranteed to contain the true target location with an arbitrarily high probability. The algorithm is particularly suited to visual surveillance and tracking applications involving targets moving on a plane.

A neural network approach for robust nonlinear parameter estimation in presence of unknown-but-bounded errors

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. This paper presents a novel approach to solve robust parameter estimation problem for nonlinear model with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

Robust estimating functions and bias correction for longitudinal data analysis

Robust methods are useful in making reliable statistical inferences when there are small deviations from the model assumptions. The widely used method of the generalized estimating equations can be "robustified" by replacing the standardized residuals with the M-residuals. If the Pearson residuals are assumed to be unbiased from zero, parameter estimators from the robust approach are asymptotically biased when error distributions are not symmetric. We propose a distribution-free method for correcting this bias. Our extensive numerical studies show that the proposed method can reduce the bias substantially. Examples are given for illustration.

Robust Observer Design with Application to Fault Detection

A new scheme for robust estimation of the partial state of linear time-invariant multivariable systems is presented, and it is shown how this may be used for the detection of sensor faults in such systems. We consider an observer to be robust if it generates a faithful estimate of the plant state in the face of modelling uncertainty or plant perturbations. Using the Stable Factorization approach we formulate the problem of optimal robust observer design by minimizing an appropriate norm on the estimation error. A logical candidate is the 2-norm, corresponding to an H�¿ optimization problem, for which solutions are readily available. In the special case of a stable plant, the optimal fault diagnosis scheme reduces to an internal model control architecture.

A Huber-loss-driven clustering technique and its application to robust cell detection in confocal microscopy images

We address the problem of detecting cells in biological images. The problem is important in many automated image analysis applications. We identify the problem as one of clustering and formulate it within the framework of robust estimation using loss functions. We show how suitable loss functions may be chosen based on a priori knowledge of the noise distribution. Specifically, in the context of biological images, since the measurement noise is not Gaussian, quadratic loss functions yield suboptimal results. We show that by incorporating the Huber loss function, cells can be detected robustly and accurately. To initialize the algorithm, we also propose a seed selection approach. Simulation results show that Huber loss exhibits better performance compared with some standard loss functions. We also provide experimental results on confocal images of yeast cells. The proposed technique exhibits good detection performance even when the signal-to-noise ratio is low.

Micro-satellite angular rate estimation using second-order sliding mode observer

Development of computationally efficient and accurate attitude rate estimation algorithm using low-cost commercially available star sensor arrays and processing unit for micro-satellite mission is presented. Our design reduces the computational load of least square (LS)-based rate estimation method while maintaining the same accuracy compared to other rate estimation approaches. Furthermore, rate estimation accuracy is improved by using recently developed fast and accurate second-order sliding mode observer (SOSMO) scheme. It also gives robust estimation in the presence of modeling uncertainties, unknown disturbances, and measurement noise. Simulation study shows that rate estimation accuracy achieved by our LS-based method is comparable with other methods for a typical commercially available star sensor array. The robustness analysis of SOSMO with respect to measurement noise is also presented in this paper. Simulation test bench for a practical scenario of satellite rate estimation uses moment-of-inertia variation and environmental disturbances affecting a typical micro-satellite at 500km circular orbit. Comparison studies of SOSMO with 1-SMO and pseudo-linear Kalman filter show that satisfactory estimation accuracy is achieved by SOSMO.

Robust Factor Analysis for Compositional Data

Factor analysis as frequent technique for multivariate data inspection is widely used also for compositional data analysis. The usual way is to use a centered logratio (clr) transformation to obtain the random vector y of dimension D. The factor model is then y = Λf + e (1) with the factors f of dimension k < D, the error term e, and the loadings matrix Λ. Using the usual model assumptions (see, e.g., Basilevsky, 1994), the factor analysis model (1) can be written as Cov(y) = ΛΛT + ψ (2) where ψ = Cov(e) has a diagonal form. The diagonal elements of ψ as well as the loadings matrix Λ are estimated from an estimation of Cov(y). Given observed clr transformed data Y as realizations of the random vector y. Outliers or deviations from the idealized model assumptions of factor analysis can severely effect the parameter estimation. As a way out, robust estimation of the covariance matrix of Y will lead to robust estimates of Λ and ψ in (2), see Pison et al. (2003). Well known robust covariance estimators with good statistical properties, like the MCD or the S-estimators (see, e.g. Maronna et al., 2006), rely on a full-rank data matrix Y which is not the case for clr transformed data (see, e.g., Aitchison, 1986). The isometric logratio (ilr) transformation (Egozcue et al., 2003) solves this singularity problem. The data matrix Y is transformed to a matrix Z by using an orthonormal basis of lower dimension. Using the ilr transformed data, a robust covariance matrix C(Z) can be estimated. The result can be back-transformed to the clr space by C(Y ) = V C(Z)V T where the matrix V with orthonormal columns comes from the relation between the clr and the ilr transformation. Now the parameters in the model (2) can be estimated (Basilevsky, 1994) and the results have a direct interpretation since the links to the original variables are still preserved. The above procedure will be applied to data from geochemistry. Our special interest is on comparing the results with those of Reimann et al. (2002) for the Kola project data

Robust classification of SAR imagery

In this work the G(A)(0) distribution is assumed as the universal model for amplitude Synthetic Aperture (SAR) imagery data under the Multiplicative Model. The observed data, therefore, is assumed to obey a G(A)(0) (alpha; gamma, n) law, where the parameter n is related to the speckle noise, and (alpha, gamma) are related to the ground truth, giving information about the background. Therefore, maps generated by the estimation of (alpha, gamma) in each coordinate can be used as the input for classification methods. Maximum likelihood estimators are derived and used to form estimated parameter maps. This estimation can be hampered by the presence of corner reflectors, man-made objects used to calibrate SAR images that produce large return values. In order to alleviate this contamination, robust (M) estimators are also derived for the universal model. Gaussian Maximum Likelihood classification is used to obtain maps using hard-to-deal-with simulated data, and the superiority of robust estimation is quantitatively assessed.

Radar target tracking via robust linear filtering

In this letter, we provide a robust version of a linear Kalman filter for target tracking based on a measurement conversion technique on the nonlinear radar measurements. We prove that the state estimation error is bounded in a probabilistic sense. We compare our approach with the current state of the art in converted radar measurement-based linear filtering.

Influence functions of two families of robust estimators under proportional scatter matrices

In this paper, under a proportional model, two families of robust estimates for the proportionality constants, the common principal axes and their size are discussed. The first approach is obtained by plugging robust scatter matrices on the maximum likelihood equations for normal data. A projection- pursuit and a modified projection-pursuit approach, adapted to the proportional setting, are also considered. For all families of estimates, partial influence functions are obtained and asymptotic variances are derived from them. The performance of the estimates is compared through a Monte Carlo study. © 2006 Springer-Verlag.

Robust plug-in estimators in proportional scatter models

We address the problem of estimating the principal axes and their size in the case of several populations under the assumption of a proportional model. We propose robust estimators for the common principal axes and their size. The robust estimators are based on asymptotically normal and equivariant robust scatter estimators. The asymptotic distribution of the robust estimators including the proportionality constants are derived. © 2003 Elsevier B.V. All rights reserved.