A hidden Markov model and relative entropy rate approach to vision-based dim target detection for UAV sense-and-avoid

Uninhabited aerial vehicles (UAVs) are a cutting-edge technology that is at the forefront of aviation/aerospace research and development worldwide. Many consider their current military and defence applications as just a token of their enormous potential. Unlocking and fully exploiting this potential will see UAVs in a multitude of civilian applications and routinely operating alongside piloted aircraft. The key to realising the full potential of UAVs lies in addressing a host of regulatory, public relation, and technological challenges never encountered be- fore. Aircraft collision avoidance is considered to be one of the most important issues to be addressed, given its safety critical nature. The collision avoidance problem can be roughly organised into three areas: 1) Sense; 2) Detect; and 3) Avoid. Sensing is concerned with obtaining accurate and reliable information about other aircraft in the air; detection involves identifying potential collision threats based on available information; avoidance deals with the formulation and execution of appropriate manoeuvres to maintain safe separation. This thesis tackles the detection aspect of collision avoidance, via the development of a target detection algorithm that is capable of real-time operation onboard a UAV platform. One of the key challenges of the detection problem is the need to provide early warning. This translates to detecting potential threats whilst they are still far away, when their presence is likely to be obscured and hidden by noise. Another important consideration is the choice of sensors to capture target information, which has implications for the design and practical implementation of the detection algorithm. The main contributions of the thesis are: 1) the proposal of a dim target detection algorithm combining image morphology and hidden Markov model (HMM) filtering approaches; 2) the novel use of relative entropy rate (RER) concepts for HMM filter design; 3) the characterisation of algorithm detection performance based on simulated data as well as real in-flight target image data; and 4) the demonstration of the proposed algorithm's capacity for real-time target detection. We also consider the extension of HMM filtering techniques and the application of RER concepts for target heading angle estimation. In this thesis we propose a computer-vision based detection solution, due to the commercial-off-the-shelf (COTS) availability of camera hardware and the hardware's relatively low cost, power, and size requirements. The proposed target detection algorithm adopts a two-stage processing paradigm that begins with an image enhancement pre-processing stage followed by a track-before-detect (TBD) temporal processing stage that has been shown to be effective in dim target detection. We compare the performance of two candidate morphological filters for the image pre-processing stage, and propose a multiple hidden Markov model (MHMM) filter for the TBD temporal processing stage. The role of the morphological pre-processing stage is to exploit the spatial features of potential collision threats, while the MHMM filter serves to exploit the temporal characteristics or dynamics. The problem of optimising our proposed MHMM filter has been examined in detail. Our investigation has produced a novel design process for the MHMM filter that exploits information theory and entropy related concepts. The filter design process is posed as a mini-max optimisation problem based on a joint RER cost criterion. We provide proof that this joint RER cost criterion provides a bound on the conditional mean estimate (CME) performance of our MHMM filter, and this in turn establishes a strong theoretical basis connecting our filter design process to filter performance. Through this connection we can intelligently compare and optimise candidate filter models at the design stage, rather than having to resort to time consuming Monte Carlo simulations to gauge the relative performance of candidate designs. Moreover, the underlying entropy concepts are not constrained to any particular model type. This suggests that the RER concepts established here may be generalised to provide a useful design criterion for multiple model filtering approaches outside the class of HMM filters. In this thesis we also evaluate the performance of our proposed target detection algorithm under realistic operation conditions, and give consideration to the practical deployment of the detection algorithm onboard a UAV platform. Two fixed-wing UAVs were engaged to recreate various collision-course scenarios to capture highly realistic vision (from an onboard camera perspective) of the moments leading up to a collision. Based on this collected data, our proposed detection approach was able to detect targets out to distances ranging from about 400m to 900m. These distances, (with some assumptions about closing speeds and aircraft trajectories) translate to an advanced warning ahead of impact that approaches the 12.5 second response time recommended for human pilots. Furthermore, readily available graphic processing unit (GPU) based hardware is exploited for its parallel computing capabilities to demonstrate the practical feasibility of the proposed target detection algorithm. A prototype hardware-in- the-loop system has been found to be capable of achieving data processing rates sufficient for real-time operation. There is also scope for further improvement in performance through code optimisations. Overall, our proposed image-based target detection algorithm offers UAVs a cost-effective real-time target detection capability that is a step forward in ad- dressing the collision avoidance issue that is currently one of the most significant obstacles preventing widespread civilian applications of uninhabited aircraft. We also highlight that the algorithm development process has led to the discovery of a powerful multiple HMM filtering approach and a novel RER-based multiple filter design process. The utility of our multiple HMM filtering approach and RER concepts, however, extend beyond the target detection problem. This is demonstrated by our application of HMM filters and RER concepts to a heading angle estimation problem.

High performance additive manufactured scaffolds for bone tissue engineering application

This study demonstrates the feasibility of additive manufactured poly(3-caprolactone)/silanized tricalcium phosphate (PCL/TCP(Si)) scaffolds coated with carbonated hydroxyapatite (CHA)-gelatin composite for bone tissue engineering. In order to reinforce PCL/TCP scaffolds to match the mechanical properties of cancellous bone, TCP has been modified with 3-glycidoxypropyl trimethoxysilane (GPTMS) and incorporated into PCL to synthesize a PCL/TCP(Si) composite. The successful modification is confirmed by X-ray photoelectron spectroscopy (XPS) and Fourier transform infrared spectroscopy (FTIR) analysis. Additive manufactured PCL/TCP(Si) scaffolds have been fabricated using a screw extrusion system (SES). Compression testing demonstrates that both the compressive modulus and compressive yield strength of the developed PCL/TCP(Si) scaffolds fall within the lower ranges of mechanical properties for cancellous bone, with a compressive modulus and compressive yield strength of 6.0 times and 2.3 times of those of PCL/TCP scaffolds, respectively. To enhance the osteoconductive property of the developed PCL/TCP(Si) scaffolds, a CHA-gelatin composite has been coated onto the scaffolds via a biomimetic co-precipitation process, which is verified by using scanning electron microscopy (SEM) and XPS. Confocal laser microscopy and SEM images reveal a most uniform distribution of porcine bone marrow stromal cells (BMSCs) and cellsheet accumulation on the CHA-gelatin composite coated PCL/TCP(Si) scaffolds. The proliferation rate of BMSCs on the CHA-gelatin composite coated PCL/TCP(Si) scaffolds is 2.0 and 1.4 times higher compared to PCL/TCP(Si) and CHA coated PCL/TCP(Si) scaffolds, respectively, by day 10. Furthermore, the reverse transcription polymerase chain reaction (RT-PCR) and western blot analyses reveal that CHA-gelatin composite coated PCL/TCP(Si) scaffolds stimulate osteogenic differentiation of BMSCs the most compared to the other scaffolds. In vitro results of SEM, confocal microscopy and proliferation rate also show that there is no detrimental effect of GPTMS modification on biocompatibility of the scaffolds.

Gaussian process models for sensor-centric robot localisation

This paper presents an approach to building an observation likelihood function from a set of sparse, noisy training observations taken from known locations by a sensor with no obvious geometric model. The basic approach is to fit an interpolant to the training data, representing the expected observation, and to assume additive sensor noise. This paper takes a Bayesian view of the problem, maintaining a posterior over interpolants rather than simply the maximum-likelihood interpolant, giving a measure of uncertainty in the map at any point. This is done using a Gaussian process framework. To validate the approach experimentally, a model of an environment is built using observations from an omni-directional camera. After a model has been built from the training data, a particle filter is used to localise while traversing this environment

Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise

In this paper we extend the ideas of Brugnano, Iavernaro and Trigiante in their development of HBVM($s,r$) methods to construct symplectic Runge-Kutta methods for all values of $s$ and $r$ with $s\geq r$. However, these methods do not see the dramatic performance improvement that HBVMs can attain. Nevertheless, in the case of additive stochastic Hamiltonian problems an extension of these ideas, which requires the simulation of an independent Wiener process at each stage of a Runge-Kutta method, leads to methods that have very favourable properties. These ideas are illustrated by some simple numerical tests for the modified midpoint rule.

Additive manufacturing of tissues and organs

Additive manufacturing techniques offer the potential to fabricate organized tissue constructs to repair or replace damaged or diseased human tissues and organs. Using these techniques, spatial variations of cells along multiple axes with high geometric complexity in combination with different biomaterials can be generated. The level of control offered by these computer-controlled technologies to design and fabricate tissues will accelerate our understanding of the governing factors of tissue formation and function. Moreover, it will provide a valuable tool to study the effect of anatomy on graft performance. In this review, we discuss the rationale for engineering tissues and organs by combining computer-aided design with additive manufacturing technologies that encompass the simultaneous deposition of cells and materials. Current strategies are presented, particularly with respect to limitations due to the lack of suitable polymers, and requirements to move the current concepts to practical application.

Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation

Motor unit number estimation (MUNE) is a method which aims to provide a quantitative indicator of progression of diseases that lead to loss of motor units, such as motor neurone disease. However the development of a reliable, repeatable and fast real-time MUNE method has proved elusive hitherto. Ridall et al. (2007) implement a reversible jump Markov chain Monte Carlo (RJMCMC) algorithm to produce a posterior distribution for the number of motor units using a Bayesian hierarchical model that takes into account biological information about motor unit activation. However we find that the approach can be unreliable for some datasets since it can suffer from poor cross-dimensional mixing. Here we focus on improved inference by marginalising over latent variables to create the likelihood. In particular we explore how this can improve the RJMCMC mixing and investigate alternative approaches that utilise the likelihood (e.g. DIC (Spiegelhalter et al., 2002)). For this model the marginalisation is over latent variables which, for a larger number of motor units, is an intractable summation over all combinations of a set of latent binary variables whose joint sample space increases exponentially with the number of motor units. We provide a tractable and accurate approximation for this quantity and also investigate simulation approaches incorporated into RJMCMC using results of Andrieu and Roberts (2009).

Anomalous event detection using a semi-two dimensional hidden Markov model

The rapid increase in the deployment of CCTV systems has led to a greater demand for algorithms that are able to process incoming video feeds. These algorithms are designed to extract information of interest for human operators. During the past several years, there has been a large effort to detect abnormal activities through computer vision techniques. Typically, the problem is formulated as a novelty detection task where the system is trained on normal data and is required to detect events which do not fit the learned `normal' model. Many researchers have tried various sets of features to train different learning models to detect abnormal behaviour in video footage. In this work we propose using a Semi-2D Hidden Markov Model (HMM) to model the normal activities of people. The outliers of the model with insufficient likelihood are identified as abnormal activities. Our Semi-2D HMM is designed to model both the temporal and spatial causalities of the crowd behaviour by assuming the current state of the Hidden Markov Model depends not only on the previous state in the temporal direction, but also on the previous states of the adjacent spatial locations. Two different HMMs are trained to model both the vertical and horizontal spatial causal information. Location features, flow features and optical flow textures are used as the features for the model. The proposed approach is evaluated using the publicly available UCSD datasets and we demonstrate improved performance compared to other state of the art methods.

Optimal Bayesian experimental design for models with intractable likelihoods using indirect inference applied to biological process models

This paper addresses the problem of determining optimal designs for biological process models with intractable likelihoods, with the goal of parameter inference. The Bayesian approach is to choose a design that maximises the mean of a utility, and the utility is a function of the posterior distribution. Therefore, its estimation requires likelihood evaluations. However, many problems in experimental design involve models with intractable likelihoods, that is, likelihoods that are neither analytic nor can be computed in a reasonable amount of time. We propose a novel solution using indirect inference (II), a well established method in the literature, and the Markov chain Monte Carlo (MCMC) algorithm of Müller et al. (2004). Indirect inference employs an auxiliary model with a tractable likelihood in conjunction with the generative model, the assumed true model of interest, which has an intractable likelihood. Our approach is to estimate a map between the parameters of the generative and auxiliary models, using simulations from the generative model. An II posterior distribution is formed to expedite utility estimation. We also present a modification to the utility that allows the Müller algorithm to sample from a substantially sharpened utility surface, with little computational effort. Unlike competing methods, the II approach can handle complex design problems for models with intractable likelihoods on a continuous design space, with possible extension to many observations. The methodology is demonstrated using two stochastic models; a simple tractable death process used to validate the approach, and a motivating stochastic model for the population evolution of macroparasites.

Degradation modeling and monitoring of machines using operation-specific hidden Markov models

In this paper, a novel data-driven approach to monitoring of systems operating under variable operating conditions is described. The method is based on characterizing the degradation process via a set of operation-specific hidden Markov models (HMMs), whose hidden states represent the unobservable degradation states of the monitored system while its observable symbols represent the sensor readings. Using the HMM framework, modeling, identification and monitoring methods are detailed that allow one to identify a HMM of degradation for each operation from mixed-operation data and perform operation-specific monitoring of the system. Using a large data set provided by a major manufacturer, the new methods are applied to a semiconductor manufacturing process running multiple operations in a production environment.

Asymptotic behaviour of point processes with Markov-dependent intervals

This splitting techniques for MARKOV chains developed by NUMMELIN (1978a) and ATHREYA and NEY (1978b) are used to derive an imbedded renewal process in WOLD's point process with MARKOV-correlated intervals. This leads to a simple proof of renewal theorems for such processes. In particular, a key renewal theorem is proved, from which analogues to both BLACKWELL's and BREIMAN's forms of the renewal theorem can be deduced.

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

Bayesian Inference for Retrospective Population Genetics Models Using Markov Chain Monte Carlo Methods

Genetics, the science of heredity and variation in living organisms, has a central role in medicine, in breeding crops and livestock, and in studying fundamental topics of biological sciences such as evolution and cell functioning. Currently the field of genetics is under a rapid development because of the recent advances in technologies by which molecular data can be obtained from living organisms. In order that most information from such data can be extracted, the analyses need to be carried out using statistical models that are tailored to take account of the particular genetic processes. In this thesis we formulate and analyze Bayesian models for genetic marker data of contemporary individuals. The major focus is on the modeling of the unobserved recent ancestry of the sampled individuals (say, for tens of generations or so), which is carried out by using explicit probabilistic reconstructions of the pedigree structures accompanied by the gene flows at the marker loci. For such a recent history, the recombination process is the major genetic force that shapes the genomes of the individuals, and it is included in the model by assuming that the recombination fractions between the adjacent markers are known. The posterior distribution of the unobserved history of the individuals is studied conditionally on the observed marker data by using a Markov chain Monte Carlo algorithm (MCMC). The example analyses consider estimation of the population structure, relatedness structure (both at the level of whole genomes as well as at each marker separately), and haplotype configurations. For situations where the pedigree structure is partially known, an algorithm to create an initial state for the MCMC algorithm is given. Furthermore, the thesis includes an extension of the model for the recent genetic history to situations where also a quantitative phenotype has been measured from the contemporary individuals. In that case the goal is to identify positions on the genome that affect the observed phenotypic values. This task is carried out within the Bayesian framework, where the number and the relative effects of the quantitative trait loci are treated as random variables whose posterior distribution is studied conditionally on the observed genetic and phenotypic data. In addition, the thesis contains an extension of a widely-used haplotyping method, the PHASE algorithm, to settings where genetic material from several individuals has been pooled together, and the allele frequencies of each pool are determined in a single genotyping.

Critical age-dependent branching Markov processes and their scaling limits

This paper studies:(i)the long-time behaviour of the empirical distribution of age and normalized position of an age-dependent critical branching Markov process conditioned on non-extinction;and (ii) the super-process limit of a sequence of age-dependent critical branching Brownian motions.

On the Milito-Cruz adaptive control scheme for Markov chains

Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a finite parametrized family of possible transition matrices is available. The scheme involves the minimization of a composite functional of the observed history of the process incorporating both control and estimation aspects. We prove the a.s. optimality of a similar scheme when the state space is countable and the parameter space a compact subset ofR.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.