Passively Track WiFi Users with an Enhanced Particle Filter using Power-based Ranging

Passive positioning systems produce user location information for third-party providers of positioning services. Since the tracked wireless devices do not participate in the positioning process, passive positioning can only rely on simple, measurable radio signal parameters, such as timing or power information. In this work, we provide a passive tracking system for WiFi signals with an enhanced particle filter using fine-grained power-based ranging. Our proposed particle filter provides an improved likelihood function on observation parameters and is equipped with a modified coordinated turn model to address the challenges in a passive positioning system. The anchor nodes for WiFi signal sniffing and target positioning use software defined radio techniques to extract channel state information to mitigate multipath effects. By combining the enhanced particle filter and a set of enhanced ranging methods, our system can track mobile targets with an accuracy of 1.5m for 50% and 2.3m for 90% in a complex indoor environment. Our proposed particle filter significantly outperforms the typical bootstrap particle filter, extended Kalman filter and trilateration algorithms.

Freeway traffic estimation in Beijing based on particle filter

Short-term traffic flow data is characterized by rapid and dramatic fluctuations. It reflects the nature of the frequent congestion in the lane, which shows a strong nonlinear feature. Traffic state estimation based on the data gained by electronic sensors is critical for much intelligent traffic management and the traffic control. In this paper, a solution to freeway traffic estimation in Beijing is proposed using a particle filter, based on macroscopic traffic flow model, which estimates both traffic density and speed.Particle filter is a nonlinear prediction method, which has obvious advantages for traffic flows prediction. However, with the increase of sampling period, the volatility of the traffic state curve will be much dramatic. Therefore, the prediction accuracy will be affected and difficulty of forecasting is raised. In this paper, particle filter model is applied to estimate the short-term traffic flow. Numerical study is conducted based on the Beijing freeway data with the sampling period of 2 min. The relatively high accuracy of the results indicates the superiority of the proposed model.

Denoising neural data with state-space smoothing: Method and application

Neural data are inevitably contaminated by noise. When such noisy data are subjected to statistical analysis, misleading conclusions can be reached. Here we attempt to address this problem by applying a state-space smoothing method, based on the combined use of the Kalman filter theory and the Expectation–Maximization algorithm, to denoise two datasets of local field potentials recorded from monkeys performing a visuomotor task. For the first dataset, it was found that the analysis of the high gamma band (60–90 Hz) neural activity in the prefrontal cortex is highly susceptible to the effect of noise, and denoising leads to markedly improved results that were physiologically interpretable. For the second dataset, Granger causality between primary motor and primary somatosensory cortices was not consistent across two monkeys and the effect of noise was suspected. After denoising, the discrepancy between the two subjects was significantly reduced.

State space formulation of ammonia reactor dynamics

The specific objective of this paper is to develop a state space model of a tubular ammonia reactor which is the heart of an ammonia plant in a fertiliser complex. A ninth order model with three control inputs and two disturbance inputs is generated from the nonlinear distributed model using linearization and lumping approximations. The lumped model is chosen such that the steady state temperature at the exit of the catalyst bed computed from the simplified state space model is close enough to the one computed from the nonlinear steady state model. The model developed in this paper is very useful for the design of continuous/discrete versions of single variable/multivariable control algorithms.

Accelerating Pseudo-Marginal MCMC using Gaussian Processes

Pseudo-marginal methods such as the grouped independence Metropolis-Hastings (GIMH) and Markov chain within Metropolis (MCWM) algorithms have been introduced in the literature as an approach to perform Bayesian inference in latent variable models. These methods replace intractable likelihood calculations with unbiased estimates within Markov chain Monte Carlo algorithms. The GIMH method has the posterior of interest as its limiting distribution, but suffers from poor mixing if it is too computationally intensive to obtain high-precision likelihood estimates. The MCWM algorithm has better mixing properties, but less theoretical support. In this paper we propose to use Gaussian processes (GP) to accelerate the GIMH method, whilst using a short pilot run of MCWM to train the GP. Our new method, GP-GIMH, is illustrated on simulated data from a stochastic volatility and a gene network model.

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Specification Based Regression Testing Using Explicit State Space Enumeration

This paper presents a method of partial automation of specification based regression testing, which we call ESSE (Explicit State Space Enumeration). The first step in ESSE method is the extraction of a finite state model of the system making use of an already tested version of the system under test (SUT). Thereafter, the finite state model thus obtained is used to compute good test sequences that can be used to regression test subsequent versions of the system. We present two new algorithms for test sequence computation - both based on our finite state model generated by the above method. We also provide the details and results of the experimental evaluation of ESSE method. Comparison with a practically used random-testing algorithm has shown substantial improvements.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov's transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Rao-Blackwellised particle filter for colour-based tracking

Colour-based particle filters have been used exhaustively in the literature given rise to multiple applications However tracking coloured objects through time has an important drawback since the way in which the camera perceives the colour of the object can change Simple updates are often used to address this problem which imply a risk of distorting the model and losing the target In this paper a joint image characteristic-space tracking is proposed which updates the model simultaneously to the object location In order to avoid the curse of dimensionality a Rao-Blackwellised particle filter has been used Using this technique the hypotheses are evaluated depending on the difference between the model and the current target appearance during the updating stage Convincing results have been obtained in sequences under both sudden and gradual illumination condition changes Crown Copyright (C) 2010 Published by Elsevier B V All rights reserved

Minimal state-space realizations of 2D convolutional codes

In this thesis we consider two-dimensional (2D) convolutional codes. As happens in the one-dimensional (1D) case one of the major issues is obtaining minimal state-space realizations for these codes. It turns out that the problem of minimal realization of codes is not equivalent to the minimal realization of encoders. This is due to the fact that the same code may admit different encoders with different McMillan degrees. Here we focus on the study of minimality of the realizations of 2D convolutional codes by means of separable Roesser models. Such models can be regarded as a series connection between two 1D systems. As a first step we provide an algorithm to obtain a minimal realization of a 1D convolutional code starting from a minimal realization of an encoder of the code. Then, we restrict our study to two particular classes of 2D convolutional codes. The first class to be considered is the one of codes which admit encoders of type n 1. For these codes, minimal encoders (i.e., encoders for which a minimal realization is also minimal as a code realization) are characterized enabling the construction of minimal code realizations starting from such encoders. The second class of codes to be considered is the one constituted by what we have called composition codes. For a subclass of these codes, we propose a method to obtain minimal realizations by means of separable Roesser models.

Mapping and controlling molecular processes: The application of control theory and system identification algorithms to ASOPS and other fast pulse spectroscopies

Asynchronous Optical Sampling (ASOPS) [1,2] and frequency comb spectrometry [3] based on dual Ti:saphire resonators operated in a master/slave mode have the potential to improve signal to noise ratio in THz transient and IR sperctrometry. The multimode Brownian oscillator time-domain response function described by state-space models is a mathematically robust framework that can be used to describe the dispersive phenomena governed by Lorentzian, Debye and Drude responses. In addition, the optical properties of an arbitrary medium can be expressed as a linear combination of simple multimode Brownian oscillator functions. The suitability of a range of signal processing schemes adopted from the Systems Identification and Control Theory community for further processing the recorded THz transients in the time or frequency domain will be outlined [4,5]. Since a femtosecond duration pulse is capable of persistent excitation of the medium within which it propagates, such approach is perfectly justifiable. Several de-noising routines based on system identification will be shown. Furthermore, specifically developed apodization structures will be discussed. These are necessary because due to dispersion issues, the time-domain background and sample interferograms are non-symmetrical [6-8]. These procedures can lead to a more precise estimation of the complex insertion loss function. The algorithms are applicable to femtosecond spectroscopies across the EM spectrum. Finally, a methodology for femtosecond pulse shaping using genetic algorithms aiming to map and control molecular relaxation processes will be mentioned.

Integrating features for man-made target tracking from FLIR image sequence using particle filter

A new man-made target tracking algorithm integrating features from (Forward Looking InfraRed) image sequence is presented based on particle filter. Firstly, a multiscale fractal feature is used to enhance targets in FLIR images. Secondly, the gray space feature is defined by Bhattacharyya distance between intensity histograms of the reference target and a sample target from MFF (Multi-scale Fractal Feature) image. Thirdly, the motion feature is obtained by differencing between two MFF images. Fourthly, a fusion coefficient can be automatically obtained by online feature selection method for features integrating based on fuzzy logic. Finally, a particle filtering framework is developed to fulfill the target tracking. Experimental results have shown that the proposed algorithm can accurately track weak or small man-made target in FLIR images with complicated background. The algorithm is effective, robust and satisfied to real time tracking.

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.