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An important and often overlooked aspect of particle filtering methods is the estimation of unknown static parameters. A simple approach for addressing this problem is to augment the unknown static parameters as auxiliary states that are…

Signal Processing · Electrical Eng. & Systems 2024-11-01 Xiaokun Zhao , Marija Iloska , Yousef El-Laham , Mónica F. Bugallo

We consider distributed state estimation in a wireless sensor network without a fusion center. Each sensor performs a global estimation task---based on the past and current measurements of all sensors---using only local processing and local…

Applications · Statistics 2015-05-30 Ondrej Hlinka , Ondrej Sluciak , Franz Hlawatsch , Petar M. Djuric , Markus Rupp

In this paper, distributed Bayesian detection problems with unknown prior probabilities of hypotheses are considered. The sensors obtain observations which are conditionally dependent across sensors and their probability density functions…

Information Theory · Computer Science 2012-09-20 Xiaojing Shen , Pramod K. Varshney , Yunmin Zhu

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

This paper studies the event-triggered distributed fusion estimation problems for a class of nonlinear networked multisensor fusion systems without noise statistical characteristics. When considering the limited resource problems of two…

Systems and Control · Electrical Eng. & Systems 2022-08-04 Rusheng Wang , Bo Chen , Zhongyao Hu , Li Yu

In this paper, low-complexity distributed fusion filtering algorithm for mixed continuous-discrete multisensory dynamic systems is proposed. To implement the algorithm a new recursive equations for local cross-covariances are derived. To…

Other Computer Science · Computer Science 2010-02-26 Seokhyoung Lee , Vladimir Shin

In a variety of problems, the number and state of multiple moving targets are unknown and are subject to be inferred from their measurements obtained by a sensor with limited sensing ability. This type of problems is raised in a variety of…

Machine Learning · Computer Science 2015-01-13 Haojun Li

In this paper, we propose a distributed multi-object tracking algorithm through the use of multi-Bernoulli (MB) filter based on generalized Covariance Intersection (G-CI). Our analyses show that the G-CI fusion with two MB posterior…

Systems and Control · Computer Science 2016-12-06 Bailu Wang , Wei Yi , Reza Hoseinnezhad , Suqi Li , Lingjiang Kong , Xiaobo Yang

A novel approach for the fusion of detection scores from disparate object detection methods is proposed. In order to effectively integrate the outputs of multiple detectors, the level of ambiguity in each individual detection score (called…

Computer Vision and Pattern Recognition · Computer Science 2015-11-13 Ryan Robinson

In this paper, we present a novel distributed expectation propagation algorithm for multiple sensors, multiple objects tracking in cluttered environments. The proposed framework enables each sensor to operate locally while collaboratively…

Signal Processing · Electrical Eng. & Systems 2025-06-09 Qing Li , Runze Gan , James R. Hopgood , Michael E. Davies , Simon J. Godsill

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Hua Lan , Jinjie Hu , Zengfu Wang , Qiang Cheng

In this paper, we investigate distributed inference schemes, over binary-valued Markov random fields, which are realized by the belief propagation (BP) algorithm. We first show that a decision variable obtained by the BP algorithm in a…

Information Theory · Computer Science 2019-09-19 Younes Abdi , Tapani Ristaniemi

In this paper, we exploit the theory of compressive sensing to perform detection of a random source in a dense sensor network. When the sensors are densely deployed, observations at adjacent sensors are highly correlated while those…

Information Theory · Computer Science 2017-07-27 Thakshila Wimalajeewa , Pramod K. Varshney

Leveraging multimodal information with recursive Bayesian filters improves performance and robustness of state estimation, as recursive filters can combine different modalities according to their uncertainties. Prior work has studied how to…

Robotics · Computer Science 2020-12-24 Michelle A. Lee , Brent Yi , Roberto Martín-Martín , Silvio Savarese , Jeannette Bohg

This work studies the problem of stochastic dynamic filtering and state propagation with complex beliefs. The main contribution is GP-SUM, a filtering algorithm tailored to dynamic systems and observation models expressed as Gaussian…

Robotics · Computer Science 2019-02-01 Maria Bauza , Alberto Rodriguez

Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Wenhan Li , Xiongjie Chen , Wenwu Wang , Víctor Elvira , Yunpeng Li

Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…

Machine Learning · Computer Science 2025-01-07 Xiongjie Chen , Yunpeng Li

In this paper, we address the problem of the distributed multi-target tracking with labeled set filters in the framework of Generalized Covariance Intersection (GCI). Our analyses show that the label space mismatching (LS-DM) phenomenon,…

Systems and Control · Computer Science 2016-03-29 Bailu Wang , Wei Yi , Suqi Li , Lingjiang Kong , Xiaobo Yang

This paper proposes a belief propagation (BP)-based algorithm for sequential detection and estimation of multipath component (MPC) parameters based on radio signals. Under dynamic channel conditions with moving transmitter/receiver, the…

Information Theory · Computer Science 2022-05-24 Xuhong Li , Erik Leitinger , Alexander Venus , Fredrik Tufvesson