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.

State estimation using the particle filter with mode tracking

A particle filter is a data assimilation scheme that employs a fully nonlinear, non-Gaussian analysis step. Unfortunately as the size of the state grows the number of ensemble members required for the particle filter to converge to the true solution increases exponentially. To overcome this Vaswani [Vaswani N. 2008. IEEE Trans Signal Process 56:4583–97] proposed a new method known as mode tracking to improve the efficiency of the particle filter. When mode tracking, the state is split into two subspaces. One subspace is forecast using the particle filter, the other is treated so that its values are set equal to the mode of the marginal pdf. There are many ways to split the state. One hypothesis is that the best results should be obtained from the particle filter with mode tracking when we mode track the maximum number of unimodal dimensions. The aim of this paper is to test this hypothesis using the three dimensional stochastic Lorenz equations with direct observations. It is found that mode tracking the maximum number of unimodal dimensions does not always provide the best result. The best choice of states to mode track depends on the number of particles used and the accuracy and frequency of the observations.

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.

The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.

The effect of the equivalent-weights particle filter on dynamical balance in a primitive equation model

The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

Twin experiments with the equivalent weights particle filter and HadCM3

This paper investigates the use of a particle filter for data assimilation with a full scale coupled ocean–atmosphere general circulation model. Synthetic twin experiments are performed to assess the performance of the equivalent weights filter in such a high-dimensional system. Artificial 2-dimensional sea surface temperature fields are used as observational data every day. Results are presented for different values of the free parameters in the method. Measures of the performance of the filter are root mean square errors, trajectories of individual variables in the model and rank histograms. Filter degeneracy is not observed and the performance of the filter is shown to depend on the ability to keep maximum spread in the ensemble.

Implicit equal-weights particle filter

Filter degeneracy is the main obstacle for the implementation of particle filter in non-linear high-dimensional models. A new scheme, the implicit equal-weights particle filter (IEWPF), is introduced. In this scheme samples are drawn implicitly from proposal densities with a different covariance for each particle, such that all particle weights are equal by construction. We test and explore the properties of the new scheme using a 1,000-dimensional simple linear model, and the 1,000-dimensional non-linear Lorenz96 model, and compare the performance of the scheme to a Local Ensemble Kalman Filter. The experiments show that the new scheme can easily be implemented in high-dimensional systems and is never degenerate, with good convergence properties in both systems.

Mice and larvae tracking using a particle filter with an auto-adjustable observation model

This paper proposes a novel way to combine different observation models in a particle filter framework. This, so called, auto-adjustable observation model, enhance the particle filter accuracy when the tracked objects overlap without infringing a great runtime penalty to the whole tracking system. The approach has been tested under two important real world situations related to animal behavior: mice and larvae tracking. The proposal was compared to some state-of-art approaches and the results show, under the datasets tested, that a good trade-off between accuracy and runtime can be achieved using an auto-adjustable observation model. (C) 2009 Elsevier B.V. All rights reserved.

Range-based Weighted-likelihood Particle Filter for RSS-based Indoor Tracking

Attractive business cases in various application fields contribute to the sustained long-term interest in indoor localization and tracking by the research community. Location tracking is generally treated as a dynamic state estimation problem, consisting of two steps: (i) location estimation through measurement, and (ii) location prediction. For the estimation step, one of the most efficient and low-cost solutions is Received Signal Strength (RSS)-based ranging. However, various challenges - unrealistic propagation model, non-line of sight (NLOS), and multipath propagation - are yet to be addressed. Particle filters are a popular choice for dealing with the inherent non-linearities in both location measurements and motion dynamics. While such filters have been successfully applied to accurate, time-based ranging measurements, dealing with the more error-prone RSS based ranging is still challenging. In this work, we address the above issues with a novel, weighted likelihood, bootstrap particle filter for tracking via RSS-based ranging. Our filter weights the individual likelihoods from different anchor nodes exponentially, according to the ranging estimation. We also employ an improved propagation model for more accurate RSS-based ranging, which we suggested in recent work. We implemented and tested our algorithm in a passive localization system with IEEE 802.15.4 signals, showing that our proposed solution largely outperforms a traditional bootstrap particle filter.

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.

Two-layer particle filter for multiple target detection and tracking

This paper deals with the detection and tracking of an unknown number of targets using a Bayesian hierarchical model with target labels. To approximate the posterior probability density function, we develop a two-layer particle filter. One deals with track initiation, and the other with track maintenance. In addition, the parallel partition method is proposed to sample the states of the surviving targets.

Hardware-Based Particle Filter with Evolutionary Resampling Stage

Autonomous systems require, in most of the cases, reasoning and decision-making capabilities. Moreover, the decision process has to occur in real time. Real-time computing means that every situation or event has to have an answer before a temporal deadline. In complex applications, these deadlines are usually in the order of milliseconds or even microseconds if the application is very demanding. In order to comply with these timing requirements, computing tasks have to be performed as fast as possible. The problem arises when computations are no longer simple, but very time-consuming operations. A good example can be found in autonomous navigation systems with visual-tracking submodules where Kalman filtering is the most extended solution. However, in recent years, some interesting new approaches have been developed. Particle filtering, given its more general problem-solving features, has reached an important position in the field. The aim of this thesis is to design, implement and validate a hardware platform that constitutes itself an embedded intelligent system. The proposed system would combine particle filtering and evolutionary computation algorithms to generate intelligent behavior. Traditional approaches to particle filtering or evolutionary computation have been developed in software platforms, including parallel capabilities to some extent. In this work, an additional goal is fully exploiting hardware implementation advantages. By using the computational resources available in a FPGA device, better performance results in terms of computation time are expected. These hardware resources will be in charge of extensive repetitive computations. With this hardware-based implementation, real-time features are also expected.

A modified particle filter for simultaneous robot localization and landmark tracking in an indoor environment

This paper presents the implementation of a modified particle filter for vision-based simultaneous localization and mapping of an autonomous robot in a structured indoor environment. Through this method, artificial landmarks such as multi-coloured cylinders can be tracked with a camera mounted on the robot, and the position of the robot can be estimated at the same time. Experimental results in simulation and in real environments show that this approach has advantages over the extended Kalman filter with ambiguous data association and various levels of odometric noise.

Particle filtering in geophysical systems

The application of particle filters in geophysical systems is reviewed. Some background on Bayesian filtering is provided, and the existing methods are discussed. The emphasis is on the methodology, and not so much on the applications themselves. It is shown that direct application of the basic particle filter (i.e., importance sampling using the prior as the importance density) does not work in high-dimensional systems, but several variants are shown to have potential. Approximations to the full problem that try to keep some aspects of the particle filter beyond the Gaussian approximation are also presented and discussed.

Towards the automatic reconstruction of dendritic trees using particle filters

The 3D reconstruction of a Golgi-stained dendritic tree from a serial stack of images captured with a transmitted light bright-field microscope is investigated. Modifications to the bootstrap filter are discussed such that the tree structure may be estimated recursively as a series of connected segments. The tracking performance of the bootstrap particle filter is compared against Differential Evolution, an evolutionary global optimisation method, both in terms of robustness and accuracy. It is found that the particle filtering approach is significantly more robust and accurate for the data considered.