Over the last years, particle filters have been applied with great success to a variety of state estimation problems. In this paper we present a statistical approach to increasing the efficiency of particle filters by adapting the size of sample sets during the estimation process.

Learning patterns of human behavior from sensor data is extremely important for high-level activity inference. We show how to extract and label a person’s activities and significant places from traces of GPS data. In contrast to existing techniques, our approach simultaneously detects and classifies the significant locations of a person and takes the high-level context into account. Our system uses relational Markov networks to represent the hierarchical activity model that encodes the complex relations among GPS readings, activities and significant places. We apply FFT-based message passing to perform efficient summation over large numbers of nodes in the networks. We present experiments that show significant improvements over existing techniques. 1

This paper shows how state-of-the-art state estimation techniques can be used to provide efficient solutions to the difficult problem of real-time diagnosis in mobile robots. The power of the adopted estimation techniques resides in our ability to combine particle filters with classical algorithms, such as Kalman filters. We demonstrate these techniques in two scenarios: a mobile waiter robot and planetary rovers designed by NASA for Mars exploration. Keywords—Diagnosis, Rao–Blackwellized particle filtering, robotics, state estimation. I.

this report. Kautz [79] modeled plan recognition logically in a manner that allowed goals and plans to be described at various levels of abstraction. Etzioni et al. [94, 95, 92, 93] developed a version space algorithm for plan recognition that is provably sound and polynomial time [94, 93]. Weld et al. developed goal recognition algorithms using inductive logic programming [90] and version-space algebra [89, 168, 88] in the context of programming by demonstration

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This paper concerns the sequential estimation of a hidden state vector from noisy observations delivered by several sensors. Different from the standard framework, we assume here that the sensors may switch autonomously between different sensor states, that is, between different observation models. This includes sensor failure or sensor functioning conditions change. In our model, sensor states are represented by discrete latent variables, which prior probabilities are Markovian. We propose a family of efficient particle filters, for both synchronous and asynchronous sensor observations, as well as for important special cases. Moreover, we discuss connections with previous works. Finally, we study thoroughly a wheel land vehicle positioning problem where the GPS information may be unreliable because of multipath/masking effects. EDICS: SEN- FUS

This paper addresses the joint estimation and detection of time-varying harmonic components in audio signals. We follow a flexible viewpoint, where several frequency/amplitude trajectories are tracked in spectrogram using particle filtering. The core idea is that each harmonic component (composed of a fundamental partial together with several overtone partials) is considered a target. Tracking requires to define a state-space model with state transition and measurement equations. Particle filtering algorithms rely on a so-called sequential importance distribution, and we show that it can be built on previous multipitch estimation algorithms, so as to yield an even more efficient estimation procedure with established convergence properties. Moreover, as our model captures all the harmonic model information, it actually separates the harmonic sources. Simulations on synthetic and real music data show the interest of our approach.

Abstract — Model identification and measurement acquisition is always to some degree uncertain. Therefore, a framework for Nonlinear Model Predictive Control (NMPC) is proposed that explicitly considers the noise influence on nonlinear dynamic systems with continuous state spaces and a finite set of control inputs in order to significantly increase the control quality. Integral parts of NMPC are the prediction of system states over a finite horizon as well as the problem specific modeling of reward functions. For achieving an efficient and also accurate state prediction, the introduced framework uses transition densities approximated by means of axis-aligned Gaussian mixtures. The representation power of Gaussian mixtures is also used to model versatile reward functions. Thus, together with the prediction technique a closed-form calculation of the optimization problems arising from NMPC is possible. Additionally, an efficient algorithm for calculating an approximate value function of the corresponding optimal control problem employing dynamic programming is presented. Thus, the value function can be calculated off-line, which reduces the on-line computational burden significantly and also permits the use of long optimization horizons. The capabilities of the framework and especially the benefits that can be gained by incorporating the noise in the controller are illustrated by the example of a two-wheeled differential-drive mobile robot following a given path. I.

Abstract: In this paper, a framework for Nonlinear Model Predictive Control (NMPC) that explicitly incorporates the noise influence on systems with continuous state spaces is introduced. By the incorporation of noise, which results from uncertainties during model identification and the measurement process, the quality of control can be significantly increased. Since NMPC requires the prediction of system states over a certain horizon, an efficient state prediction technique for nonlinear noise-affected systems is required. This is achieved by using transition densities approximated by axis-aligned Gaussian mixtures together with methods to reduce the computational burden. A versatile cost function representation also employing Gaussian mixtures provides an increased freedom of modeling. Combining the prediction technique with this value function representation allows closed-form calculation of the necessary optimization problems arising from NMPC. The capabilities of the framework and especially the benefits that can be gained by considering the noise in the controller are illustrated by the example of a mobile robot following a given path. NOTATION x variable x random variable x vector-valued random variable ˜f x (x) probability density function of x f x (x) approximate of ˜f x (x) N (x − µ;σ 2) Gaussian density with mean µ and standard deviation σ Ex{x} expected value of x Jk(x k) value function Vk(x k,u k) input dependent value function gn(x n,u n) cost function k time index n time index of prediction horizon 1

Introduction State estimation plays a critical role in modern diagnosis and control systems. Early detection of changes in the states of industrial process can be used to plan maintenance or to choose a suitable control policy. These changes are typically very subtle. They depend on operating conditions and on complex interactions of many discrete and continuous variables. It is often difficult for a human operator to evaluate or diagnose the process continuously [1, 2]. Here, we propose and real-time, automatic strategy for estimating the states of industrial processes from noisy measurements of continuous variables. This approach enables us to reduce the cognitive load experienced by human operators. It also serves to minimise the number of instruments and to open up room for sophisticated control strategies. In particular, we adopt a jump Markov linear Gaussian (JMLG) model to describe an industrial heat exchanger with different linear regimes of operation. A discrete state variabl