The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking

We present a novel filtering algorithm for tracking multiple clusters of coordinated objects. Based on a Markov chain Monte Carlo (MCMC) mechanism, the new algorithm propagates a discrete approximation of the underlying filtering density. A dynamic Gaussian mixture model is utilized for representing the time-varying clustering structure. This involves point process formulations of typical behavioral moves such as birth and death of clusters as well as merging and splitting. For handling complex, possibly large scale scenarios, the sampling efficiency of the basic MCMC scheme is enhanced via the use of a Metropolis within Gibbs particle refinement step. As the proposed methodology essentially involves random set representations, a new type of estimator, termed the probability hypothesis density surface (PHDS), is derived for computing point estimates. It is further proved that this estimator is optimal in the sense of the mean relative entropy. Finally, the algorithm's performance is assessed and demonstrated in both synthetic and realistic tracking scenarios. © 2012 Elsevier Ltd. All rights reserved.

RcppArmadillo : accelerating R with high-performance C++ linear algebra

The R statistical environment and language has demonstrated particular strengths for interactive development of statistical algorithms, as well as data modelling and visualisation. Its current implementation has an interpreter at its core which may result in a performance penalty in comparison to directly executing user algorithms in the native machine code of the host CPU. In contrast, the C++ language has no built-in visualisation capabilities, handling of linear algebra or even basic statistical algorithms; however, user programs are converted to high-performance machine code, ahead of execution. A new method avoids possible speed penalties in R by using the Rcpp extension package in conjunction with the Armadillo C++ matrix library. In addition to the inherent performance advantages of compiled code, Armadillo provides an easy-to-use template-based meta-programming framework, allowing the automatic pooling of several linear algebra operations into one, which in turn can lead to further speedups. With the aid of Rcpp and Armadillo, conversion of linear algebra centered algorithms from R to C++ becomes straightforward. The algorithms retains the overall structure as well as readability, all while maintaining a bidirectional link with the host R environment. Empirical timing comparisons of R and C++ implementations of a Kalman filtering algorithm indicate a speedup of several orders of magnitude.

Damage-tolerant design optimization of laminated composite structures using dispersion of ply angles by genetic algorithm

This article aims to obtain damage-tolerant designs with minimum weight for a laminated composite structure using genetic algorithm. Damage tolerance due to impacts in a laminated composite structure is enhanced by dispersing the plies such that too many adjacent plies do not have the same angle. Weight of the structure is minimized and the Tsai-Wu failure criterion is considered for the safe design. Design variables considered are the number of plies and ply orientation. The influence of dispersed ply angles on the weight of the structure for a given loading conditions is studied by varying the angles in the range of 0 degrees-45 degrees, 0 degrees-60 degrees and 0 degrees-90 degrees at intervals of 5 degrees and by using specific ply angles tailored to loading conditions. A comparison study is carried out between the conventional stacking sequence and the stacking sequence with dispersed ply angles for damage-tolerant weight minimization and some useful designs are obtained. Unconventional stacking sequence is more damage tolerant than the conventional stacking sequence is demonstrated by performing a finite element analysis under both tensile as well as compressive loading conditions. Moreover, a new mathematical function called the dispersion function is proposed to measure the dispersion of ply angles in a laminate. The approach for dispersing ply angles to achieve damage tolerance is especially suited for composite material design space which has multiple local minima.

A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

Effects of SEBS-g-BTAI on the morphology, structure and mechanical properties of PA6/SEBS blends

Styrene-b-(ethylene-co-1-butene)-b-styrene (SEBS) triblock copolymer functionalized with epsilon-caprolactam blocked allyl (3-isocyanate-4-tolyl) carbamate (SEBS-g-BTAI) was used to toughen polyamide 6 (PA6) via reactive blending. Compared to the PA6/SEBS blends, mechanical properties such as tensile strength, Young's modulus, especially Izod notched strength of PA6/SEBS-g-BTAI blends were improved distinctly. Both theological and FTIR results indicated a new copolymer formed by the reaction of end groups of PA6 and isocyanate group regenerated in the backbone of SEBS-g-BTAI. Smaller dispersed particle sizes with narrower distribution were found in PA6/SEBS-g-BTAI blends, via field emitted scanning electron microscopy (FESEM). The core-shell structures with PS core and PEB shell were also observed in the PA6/SEBS-g-BTAI blends via transmission electron microscopy (TEM), which might improve the toughening ability of the rubber particles.

Recovering Three-Dimensional Structure from Motion with Surface Reconstruction

We address the computational role that the construction of a complete surface representation may play in the recovery of 3--D structure from motion. We present a model that combines a feature--based structure--from- -motion algorithm with smooth surface interpolation. This model can represent multiple surfaces in a given viewing direction, incorporates surface constraints from object boundaries, and groups image features using their 2--D image motion. Computer simulations relate the model's behavior to perceptual observations. In a companion paper, we discuss further perceptual experiments regarding the role of surface reconstruction in the human recovery of 3--D structure from motion.

Detecting Instances of Shape Classes That Exhibit Variable Structure

This paper proposes a method for detecting shapes of variable structure in images with clutter. The term "variable structure" means that some shape parts can be repeated an arbitrary number of times, some parts can be optional, and some parts can have several alternative appearances. The particular variation of the shape structure that occurs in a given image is not known a priori. Existing computer vision methods, including deformable model methods, were not designed to detect shapes of variable structure; they may only be used to detect shapes that can be decomposed into a fixed, a priori known, number of parts. The proposed method can handle both variations in shape structure and variations in the appearance of individual shape parts. A new class of shape models is introduced, called Hidden State Shape Models, that can naturally represent shapes of variable structure. A detection algorithm is described that finds instances of such shapes in images with large amounts of clutter by finding globally optimal correspondences between image features and shape models. Experiments with real images demonstrate that our method can localize plant branches that consist of an a priori unknown number of leaves and can detect hands more accurately than a hand detector based on the chamfer distance.

Neurofuzzy control using Kalman filtering state feedback with coloured noise for unknown non-linear processes

This paper presents a controller design scheme for a priori unknown non-linear dynamical processes that are identified via an operating point neurofuzzy system from process data. Based on a neurofuzzy design and model construction algorithm (NeuDec) for a non-linear dynamical process, a neurofuzzy state-space model of controllable form is initially constructed. The control scheme based on closed-loop pole assignment is then utilized to ensure the time invariance and linearization of the state equations so that the system stability can be guaranteed under some mild assumptions, even in the presence of modelling error. The proposed approach requires a known state vector for the application of pole assignment state feedback. For this purpose, a generalized Kalman filtering algorithm with coloured noise is developed on the basis of the neurofuzzy state-space model to obtain an optimal state vector estimation. The derived controller is applied in typical output tracking problems by minimizing the tracking error. Simulation examples are included to demonstrate the operation and effectiveness of the new approach.

Neurofuzzy state identification using prefiltering

A new state estimator algorithm is based on a neurofuzzy network and the Kalman filter algorithm. The major contribution of the paper is recognition of a bias problem in the parameter estimation of the state-space model and the introduction of a simple, effective prefiltering method to achieve unbiased parameter estimates in the state-space model, which will then be applied for state estimation using the Kalman filtering algorithm. Fundamental to this method is a simple prefiltering procedure using a nonlinear principal component analysis method based on the neurofuzzy basis set. This prefiltering can be performed without prior system structure knowledge. Numerical examples demonstrate the effectiveness of the new approach.

Adaptive filter feature identification for structural health monitoring in aeronautical panel

This paper presents an approach for structural health monitoring (SHM) by using adaptive filters. The experimental signals from different structural conditions provided by piezoelectric actuators/sensors bonded in the test structure are modeled by a discrete-time recursive least square (RLS) filter. The biggest advantage to use a RLS filter is the clear possibility to perform an online SHM procedure since that the identification is also valid for non-stationary linear systems. An online damage-sensitive index feature is computed based on autoregressive (AR) portion of coefficients normalized by the square root of the sum of the square of them. The proposed method is then utilized in a laboratory test involving an aeronautical panel coupled with piezoelectric sensors/actuators (PZTs) in different positions. A hypothesis test employing the t-test is used to obtain the damage decision. The proposed algorithm was able to identify and localize the damages simulated in the structure. The results have shown the applicability and drawbacks the method and the paper concludes with suggestions to improve it. ©2010 Society for Experimental Mechanics Inc.

Cancelación activa del ruido utilizando el KIT TMS320C5515 EZDSP

El control, o cancelación activa de ruido, consiste en la atenuación del ruido presente en un entorno acústico mediante la emisión de una señal igual y en oposición de fase al ruido que se desea atenuar. La suma de ambas señales en el medio acústico produce una cancelación mutua, de forma que el nivel de ruido resultante es mucho menor al inicial. El funcionamiento de estos sistemas se basa en los principios de comportamiento de los fenómenos ondulatorios descubiertos por Augustin-Jean Fresnel, Christiaan Huygens y Thomas Young entre otros. Desde la década de 1930, se han desarrollado prototipos de sistemas de control activo de ruido, aunque estas primeras ideas eran irrealizables en la práctica o requerían de ajustes manuales cada poco tiempo que hacían inviable su uso. En la década de 1970, el investigador estadounidense Bernard Widrow desarrolla la teoría de procesado adaptativo de señales y el algoritmo de mínimos cuadrados LMS. De este modo, es posible implementar filtros digitales cuya respuesta se adapte de forma dinámica a las condiciones variables del entorno. Con la aparición de los procesadores digitales de señal en la década de 1980 y su evolución posterior, se abre la puerta para el desarrollo de sistemas de cancelación activa de ruido basados en procesado de señal digital adaptativo. Hoy en día, existen sistemas de control activo de ruido implementados en automóviles, aviones, auriculares o racks de equipamiento profesional. El control activo de ruido se basa en el algoritmo fxlms, una versión modificada del algoritmo LMS de filtrado adaptativo que permite compensar la respuesta acústica del entorno. De este modo, se puede filtrar una señal de referencia de ruido de forma dinámica para emitir la señal adecuada que produzca la cancelación. Como el espacio de cancelación acústica está limitado a unas dimensiones de la décima parte de la longitud de onda, sólo es viable la reducción de ruido en baja frecuencia. Generalmente se acepta que el límite está en torno a 500 Hz. En frecuencias medias y altas deben emplearse métodos pasivos de acondicionamiento y aislamiento, que ofrecen muy buenos resultados. Este proyecto tiene como objetivo el desarrollo de un sistema de cancelación activa de ruidos de carácter periódico, empleando para ello electrónica de consumo y un kit de desarrollo DSP basado en un procesador de muy bajo coste. Se han desarrollado una serie de módulos de código para el DSP escritos en lenguaje C, que realizan el procesado de señal adecuado a la referencia de ruido. Esta señal procesada, una vez emitida, produce la cancelación acústica. Empleando el código implementado, se han realizado pruebas que generan la señal de ruido que se desea eliminar dentro del propio DSP. Esta señal se emite mediante un altavoz que simula la fuente de ruido a cancelar, y mediante otro altavoz se emite una versión filtrada de la misma empleando el algoritmo fxlms. Se han realizado pruebas con distintas versiones del algoritmo, y se han obtenido atenuaciones de entre 20 y 35 dB medidas en márgenes de frecuencia estrechos alrededor de la frecuencia del generador, y de entre 8 y 15 dB medidas en banda ancha. ABSTRACT. Active noise control consists on attenuating the noise in an acoustic environment by emitting a signal equal but phase opposed to the undesired noise. The sum of both signals results in mutual cancellation, so that the residual noise is much lower than the original. The operation of these systems is based on the behavior principles of wave phenomena discovered by Augustin-Jean Fresnel, Christiaan Huygens and Thomas Young. Since the 1930’s, active noise control system prototypes have been developed, though these first ideas were practically unrealizable or required manual adjustments very often, therefore they were unusable. In the 1970’s, American researcher Bernard Widrow develops the adaptive signal processing theory and the Least Mean Squares algorithm (LMS). Thereby, implementing digital filters whose response adapts dynamically to the variable environment conditions, becomes possible. With the emergence of digital signal processors in the 1980’s and their later evolution, active noise cancellation systems based on adaptive signal processing are attained. Nowadays active noise control systems have been successfully implemented on automobiles, planes, headphones or racks for professional equipment. Active noise control is based on the fxlms algorithm, which is actually a modified version of the LMS adaptive filtering algorithm that allows compensation for the acoustic response of the environment. Therefore it is possible to dynamically filter a noise reference signal to obtain the appropriate cancelling signal. As the noise cancellation space is limited to approximately one tenth of the wavelength, noise attenuation is only viable for low frequencies. It is commonly accepted the limit of 500 Hz. For mid and high frequencies, conditioning and isolating passive techniques must be used, as they produce very good results. The objective of this project is to develop a noise cancellation system for periodic noise, by using consumer electronics and a DSP development kit based on a very-low-cost processor. Several C coded modules have been developed for the DSP, implementing the appropriate signal processing to the noise reference. This processed signal, once emitted, results in noise cancellation. The developed code has been tested by generating the undesired noise signal in the DSP. This signal is emitted through a speaker simulating the noise source to be removed, and another speaker emits an fxlms filtered version of the same signal. Several versions of the algorithm have been tested, obtaining attenuation levels around 20 – 35 dB measured in a tight bandwidth around the generator frequency, or around 8 – 15 dB measured in broadband.