The problem of tracking curves in dense visual clutter is challenging. Kalman filtering is inadequate because it is based on Gaussian densities which, being unimodal, cannot represent simultaneous alternative hypotheses. The Condensation algorithm uses "factored sampling", previously applied to the interpretation of static images, in which the probability distribution of possible interpretations is represented by a randomly generated set. Condensation uses learned dynamical models, together with visual observations, to propagate the random set over time. The result is highly robust tracking of agile motion. Notwithstanding the use of stochastic methods, the algorithm runs in near real-time. Contents 1 Tracking curves in clutter 2 2 Discrete-time propagation of state density 3 3 Factored sampling 6 4 The Condensation algorithm 8 5 Stochastic dynamical models for curve motion 10 6 Observation model 13 7 Applying the Condensation algorithm to video-streams 17 8 Conclusions 26 A Non-line...

Wavelet-based statistical signal processing techniques such as denoising and detection typically model the wavelet coefficients as independent or jointly Gaussian. These models are unrealistic for many real-world signals. In this paper, we develop a new framework based on wavelet-domain hidden Markov models (HMMs). The framework enables us to concisely model the statistical dependencies and nonGaussian statistics often encountered in practice. Wavelet-domain HMMs are designed with the intrinsic properties of the wavelet transform in mind and provide powerful yet tractable probabilistic signal models. Efficient Expectation Maximization algorithms are developed for fitting the HMMs to observational signal data. The new framework is suitable for a wide range of applications, including signal estimation, detection, classification, prediction, and even synthesis. To demonstrate the utility of wavelet-domain HMMs, we develop novel algorithms for signal denoising, classification, and detectio...

rapolation techniques, especially exponential smoothing and exponentially weighted moving average methods ([20, 71]). Developments of smoothing and discounting techniques in stock control and production planning areas led to formalisms in terms of linear, state-space models for time series with time-varying trends and seasonal patterns, and eventually to the associated Bayesian formalism of methods of inference and prediction. From the early 1960s, practical Bayesian forecasting systems in this context involved the combination of formal time series models and historical data analysis together with methods for subjective intervention and forecast monitoring, so that complete forecasting systems, rather than just routine and automatic data analysis and extrapolation, were in use at that time ([19, 22]). Methods developed in those early days are still in use now in some companies in sales forecasting and stock control areas. There have been major developments in models and methods since t

The problem of tracking multiple targets with multiple sensors in the presence of interfering measurements is considered. A new hybrid bootstrap filter is proposed. The bootstrap filter is an approach where random samples are used to represent the target posterior distributions. By using this approach, we circumvent the usual problem of an exponentially increasing number of association hypotheses as well as allowing the use of any nonlinear/non-Gaussian system and/or measurement models. I. INTRODUCTION This paper concerns the problem of tracking multiple targets using the information from multiple sensors. The sensors produce measurements as a result of random noise, clutter, countermeasures and interference, in addition to those from the required targets. Hence, it is usually not possible to distinguish with certainty the origin of the sensor measurements. In the Bayesian approach to target tracking, the aim is to construct the probability density function (pdf) of the targets conditi...

Abstract—Compressive sensing (CS) is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for stable, sub-Nyquist signal acquisition. When a statistical characterization of the signal is available, Bayesian inference can complement conventional CS methods based on linear programming or greedy algorithms. We perform asymptotically optimal Bayesian inference using belief propagation (BP) decoding, which represents the CS encoding matrix as a graphical model. Fast computation is obtained by reducing the size of the graphical model with sparse encoding matrices. To decode a length- signal containing large coefficients, our CS-BP decoding algorithm uses ( log ()) measurements and ( log 2 ()) computation. Finally, although we focus on a two-state mixture Gaussian model, CS-BP is easily adapted to other signal models. Index Terms—Bayesian inference, belief propagation, compressive sensing, fast algorithms, sparse matrices. I.

Compressed sensing is an emerging field that enables to reconstruct sparse or compressible signals from a small number of linear projections. We describe a specific measurement scheme using an LDPC-like measurement matrix, which is a real-valued analogue to LDPC techniques over a finite alphabet. We then describe the reconstruction details for mixture Gaussian signals. The technique can be extended to additional compressible signal models. 1

This thesis establishes a stochastic framework for tracking curves in visual clutter, using a Bayesian random-sampling algorithm. The approach is rooted in ideas from statistics, control theory and computer vision. The problem is to track outlines and features of foreground objects, modelled as curves, as they move in substantial clutter, and to do it at, or close to, video frame-rate. The algorithm, named Condensation, for Conditional density propagation, has recently been derived independently by several researchers, and is generating signi cant interest in the statistics and signal processing communities. This thesis contributes to the literature on Condensation-like lters by presenting some novel applications of and extensions to the basic algorithm, and contributes to the visual motion estimation literature by demonstrating high tracking performance in cluttered environments. Despite its power the Condensation algorithm has a remarkably simple form and this allows the use of non-linear motion models which combine characteristics of discrete Hidden Markov Models with the continuous Auto-Regressive Process motion models traditionally used in Kalman lters. These mixed discrete-continuous models have promising applications to the emerging eld of perception of action. This thesis also implements two algorithms to smooth the output of the Condensation lter which improves the accuracy of motion estimation in a batch-mode procedure after tracking is complete.

The shape of if-part fuzzy sets affects how well feedforward fuzzy systems approximate continuous functions. We explore a wide range of candidate if-part sets and derive supervised learning laws that tune them. Then we test how well the resulting adaptive fuzzy systems approximate a battery of test functions. No one set shape emerges as the best shape. The sinc function often does well and has a tractable learning law. But its undulating sidelobes may have no linguistic meaning. This suggests that the engineering goal of function-approximation accuracy may sometimes have to outweigh the linguistic or philosophical interpretations of fuzzy sets that have accompanied their use in expert systems. We divide the if-part sets into two large classes. The first class consists of-dimensional joint sets that factor into scalar sets as found in almost all published fuzzy systems. These sets ignore the correlations among vector components of input vectors. Fuzzy systems that use factorable if-part sets suffer in general from exponential rule explosion in high dimensions when they blindly approximate functions without knowledge of the functions. The factorable fuzzy sets themselves also suffer from what we call the second curse of dimensionality: The fuzzy sets tend to become binary spikes in high dimension. The second class of if-part sets consists of the more general but less common-dimensional joint sets that do not factor into scalar fuzzy sets. We present a method for constructing such unfactorable joint sets from scalar distance measures. Fuzzy systems that use unfactorable if-part sets need not suffer from exponential rule explosion but their increased complexity may lead to intractable learning laws and inscrutable if-then rules. We prove that some of these unfactorable join...

This thesis deals with all aspects of mobile robot localization for indoor applications. The problems span from tracking the position given an initial estimate, over finding it without any prior position knowledge, to automatically building a representation of the environment while performing localization. The theme is the use of minimalistic models which capture the large scale structures of the environment, such as the dominant walls, to provide scalable and low-complexity solutions.

In this paper, we address the complex problem of sequential Bayesian estimation and model selection/averaging. This problem does not usually admit any type of closed-form analytical solutions and, as a result, one has to resort to numerical methods. We propose here an original and powerful sequential simulation-based strategy to perform the necessary computations. This strategy is based on Monte Carlo particle methods and model selection/averaging using predictive distributions. It combines sequential importance sampling, Rao-Blackwellisation, a selection procedure and reversible jump MCMC moves. We demonstrate the eectiveness of the method by performing inference and learning on a hybrid model consisting of a dynamic linear model and a dynamic mixture of kernel basis functions. 1 Authorship based on alphabetical order 2 Corresponding author 1 Introduction Model selection is a fundamental data analysis task that arises in many elds of science and engineering. Research in this a...