scholarly journals Cost-Reference Particle Filter for Cognitive Radar Tracking Systems with Unknown Statistics

Sensors ◽  
2020 ◽  
Vol 20 (13) ◽  
pp. 3669 ◽  
Author(s):  
Lei Zhong ◽  
Yong Li ◽  
Wei Cheng ◽  
Yi Zheng
Keyword(s):  
Cost Function ◽  
Particle Filter ◽  
Particle Filtering ◽  
Estimation Error ◽  
Cognitive Structure ◽  
Tracking Accuracy ◽  
Cognitive Radar ◽  
Radar Tracking ◽  
Function Design ◽  
The Cost

A novel robust particle filtering algorithm is proposed for updating both the waveform and noise parameter for tracking accuracy simultaneously and adaptively. The approach is a significant step for cognitive radar towards more robust tracking in random dynamic systems with unknown statistics. Meanwhile, as an intelligent sensor, it would be most desirable for cognitive radar to develop the application of a traditional filter to be adaptive and to expand the adaptation to a wider scope. In this paper, after analysis of the Bayesian bounds and the corresponding cost function design, we propose the cognitive radar tracking method based on a particle filter by completely reconstructing the propagation and the update process with a cognitive structure. Moreover, we develop the cost-reference particle filter based on optimizing the cost function design according to the complicated system or environment with unknown statistics. With this method, the update of the estimation cost and variance arrives at the approximate optimization, and the estimation error can be more adjacent to corresponding low bounds. Simulations about the tracking implementation in unknown noise are utilized to demonstrate the superiority of the proposed algorithm to the existing methods in traditional radar.

scholarly journals Least Trimmed Squares Approach to Lucas-Kanade Algorithm in Object Tracking Problems

2013 ◽  
Vol 2013 ◽  
pp. 1-6
Author(s):  
Yih-Lon Lin
Keyword(s):  
Cost Function ◽  
Object Tracking ◽  
Vehicle Tracking ◽  
Tracking Accuracy ◽  
Least Trimmed Squares ◽  
Environment Adaptation ◽  
Tracking Process ◽  
Important Research Topic ◽  
Process Simulations ◽  
The Cost

The object tracking problem is an important research topic in computer vision. For real applications such as vehicle tracking and face tracking, there are many efficient and real-time algorithms. In this study, we will focus on the Lucas-Kanade (LK) algorithm for object tracking. Although this method is time consuming, it is effective in tracking accuracy and environment adaptation. In the standard LK method, the sum of squared errors is used as the cost function, while least trimmed squares is adopted as the cost function in this study. The resulting estimator is robust against outliers caused by noises and occlusions in the tracking process. Simulations are provided to show that the proposed algorithm outperforms the standard LK method in the sense that it is robust against the outliers in the object tracking problems.

scholarly journals UAV Motion Strategies in Uncertain Dynamic Environments: A Path Planning Method Based on Q-Learning Strategy

2018 ◽  
Vol 8 (11) ◽  
pp. 2169 ◽  
Author(s):  
Jun-hui Cui ◽  
Rui-xuan Wei ◽  
Zong-cheng Liu ◽  
Kai Zhou
Keyword(s):  
Path Planning ◽  
Cost Function ◽  
Tracking Error ◽  
Control Variable ◽  
Dynamic Environments ◽  
Tracking Accuracy ◽  
Bank Angle ◽  
Action Sequence ◽  
Q Learning ◽  
The Cost

A solution framework for UAV motion strategies in uncertain dynamic environments is constructed in this paper. Considering that the motion states of UAV might be influenced by some dynamic uncertainties, such as control strategies, flight environments, and any other bursting-out threats, we model the uncertain factors that might cause such influences to the path planning of the UAV, unified as an unobservable part of the system and take the acceleration together with the bank angle of the UAV as a control variable. Meanwhile, the cost function is chosen based on the tracking error, then the control instructions and flight path for UAV can be achieved. Then, the cost function can be optimized through Q-learning, and the best UAV action sequence for conflict avoidance under the moving threat environment can be obtained. According to Bellman’s optimization principle, the optimal action strategies can be obtained from the current confidence level. The method in this paper is more in line with the actual UAV path planning, since the generation of the path planning strategy at each moment takes into account the influence of the UAV control strategy on its motion at the next moment. The simulation results show that all the planning paths that are created according to the solution framework proposed in this paper have a very high tracking accuracy, and this method has a much shorter processing time as well as a shorter path it can create.

scholarly journals Ship tracking based on the fusion of Kalman filter and particle filter

2021 ◽  
Vol 2113 (1) ◽  
pp. 012017
Author(s):  
Wanjin Xu ◽  
Jiying Li ◽  
Junjie Bai ◽  
Yingying Zhang
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
State Estimation ◽  
Particle Filtering ◽  
Unscented Kalman Filter ◽  
Optimal Estimation ◽  
Estimation Algorithm ◽  
Tracking Accuracy ◽  
Gps Navigation ◽  
Degradation Degree

Abstract Aiming at the problem of low filtering accuracy and even divergence caused by model mismatch when using extended Kalman filter in ship GPS navigation and positioning state estimation, a positioning ship state estimation algorithm based on the fusion of improved unscented Kalman filter and particle filter is proposed. Compared with the traditional particle filtering algorithm, the algorithm has two improvements: first, the algorithm uses untraced Kalman as the main framework, and uses the optimal estimation of particle updating state by particle algorithm; Secondly, in the resampling process, a resampling algorithm based on weight optimization is proposed to increase the diversity of particles. The simulation results show that not only the particle degradation degree of the particle filter is reduced, but also the particle tracking accuracy is improved.

scholarly journals Efficient Reject Options for Particle Filter Object Tracking in Medical Applications

Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 2114
Author(s):  
Johannes Kummert ◽  
Alexander Schulz ◽  
Tim Redick ◽  
Nassim Ayoub ◽  
Ali Modabber ◽  
...  
Keyword(s):  
Particle Filter ◽  
Object Tracking ◽  
Particle Filtering ◽  
Threshold Value ◽  
Video Data ◽  
Threshold Strategy ◽  
Tracking Accuracy ◽  
Flexible Machine ◽  
Important Challenge ◽  
Classification Tasks

Reliable object tracking that is based on video data constitutes an important challenge in diverse areas, including, among others, assisted surgery. Particle filtering offers a state-of-the-art technology for this challenge. Becaise a particle filter is based on a probabilistic model, it provides explicit likelihood values; in theory, the question of whether an object is reliably tracked can be addressed based on these values, provided that the estimates are correct. In this contribution, we investigate the question of whether these likelihood values are suitable for deciding whether the tracked object has been lost. An immediate strategy uses a simple threshold value to reject settings with a likelihood that is too small. We show in an application from the medical domain—object tracking in assisted surgery in the domain of Robotic Osteotomies—that this simple threshold strategy does not provide a reliable reject option for object tracking, in particular if different settings are considered. However, it is possible to develop reliable and flexible machine learning models that predict a reject based on diverse quantities that are computed by the particle filter. Modeling the task in the form of a regression enables a flexible handling of different demands on the tracking accuracy; modeling the challenge as an ensemble of classification tasks yet surpasses the results, while offering the same flexibility.

scholarly journals Unscented Particle Filter Algorithm Based on Divide-and-Conquer Sampling for Target Tracking

Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 2236
Author(s):  
Sichun Du ◽  
Qing Deng
Keyword(s):  
Particle Filter ◽  
State Space ◽  
Adaptive Filtering ◽  
Divide And Conquer ◽  
Particle Swarm Algorithm ◽  
Tracking Accuracy ◽  
Filtering Algorithm ◽  
Maneuvering Target ◽  
Unscented Particle Filter ◽  
Particle Filter Algorithm

Unscented particle filter (UPF) struggles to completely cover the target state space when handling the maneuvering target tracing problem, and the tracking performance can be affected by the low sample diversity and algorithm redundancy. In order to solve this problem, the method of divide-and-conquer sampling is applied to the UPF tracking algorithm. By decomposing the state space, the descending dimension processing of the target maneuver is realized. When dealing with the maneuvering target, particles are sampled separately in each subspace, which directly prevents particles from degeneracy. Experiments and a comparative analysis were carried out to comprehensively analyze the performance of the divide-and-conquer sampling unscented particle filter (DCS-UPF). The simulation result demonstrates that the proposed algorithm can improve the diversity of particles and obtain higher tracking accuracy in less time than the particle swarm algorithm and intelligent adaptive filtering algorithm. This algorithm can be used in complex maneuvering conditions.

scholarly journals An Adaptive Optimization Method Based on Learning Rate Schedule for Neural Networks

2021 ◽  
Vol 11 (2) ◽  
pp. 850
Author(s):  
Dokkyun Yi ◽  
Sangmin Ji ◽  
Jieun Park
Keyword(s):  
Artificial Intelligence ◽  
Cost Function ◽  
Numerical Experiments ◽  
Global Minimum ◽  
Optimization Method ◽  
Learning Method ◽  
Adaptive Optimization ◽  
The Cost ◽  
Proof Of Convergence ◽  
Learning Data

Artificial intelligence (AI) is achieved by optimizing the cost function constructed from learning data. Changing the parameters in the cost function is an AI learning process (or AI learning for convenience). If AI learning is well performed, then the value of the cost function is the global minimum. In order to obtain the well-learned AI learning, the parameter should be no change in the value of the cost function at the global minimum. One useful optimization method is the momentum method; however, the momentum method has difficulty stopping the parameter when the value of the cost function satisfies the global minimum (non-stop problem). The proposed method is based on the momentum method. In order to solve the non-stop problem of the momentum method, we use the value of the cost function to our method. Therefore, as the learning method processes, the mechanism in our method reduces the amount of change in the parameter by the effect of the value of the cost function. We verified the method through proof of convergence and numerical experiments with existing methods to ensure that the learning works well.

Sorting permutations by fragmentation-weighted operations

2020 ◽  
Vol 18 (02) ◽  
pp. 2050006 ◽  
Author(s):  
Alexsandro Oliveira Alexandrino ◽  
Carla Negri Lintzmayer ◽  
Zanoni Dias
Keyword(s):  
Approximation Algorithms ◽  
Computational Biology ◽  
Cost Function ◽  
Traditional Approach ◽  
Upper Bounds ◽  
Evolutionary Distance ◽  
Lower And Upper Bounds ◽  
Approximation Factor ◽  
New Type ◽  
The Cost

One of the main problems in Computational Biology is to find the evolutionary distance among species. In most approaches, such distance only involves rearrangements, which are mutations that alter large pieces of the species’ genome. When we represent genomes as permutations, the problem of transforming one genome into another is equivalent to the problem of Sorting Permutations by Rearrangement Operations. The traditional approach is to consider that any rearrangement has the same probability to happen, and so, the goal is to find a minimum sequence of operations which sorts the permutation. However, studies have shown that some rearrangements are more likely to happen than others, and so a weighted approach is more realistic. In a weighted approach, the goal is to find a sequence which sorts the permutations, such that the cost of that sequence is minimum. This work introduces a new type of cost function, which is related to the amount of fragmentation caused by a rearrangement. We present some results about the lower and upper bounds for the fragmentation-weighted problems and the relation between the unweighted and the fragmentation-weighted approach. Our main results are 2-approximation algorithms for five versions of this problem involving reversals and transpositions. We also give bounds for the diameters concerning these problems and provide an improved approximation factor for simple permutations considering transpositions.

Maximum Likelihood Ensemble Filter: Theoretical Aspects

2005 ◽  
Vol 133 (6) ◽  
pp. 1710-1726 ◽  
Author(s):  
Milija Zupanski
Keyword(s):  
Maximum Likelihood ◽  
Data Assimilation ◽  
Cost Function ◽  
Ensemble Data Assimilation ◽  
Error Covariance ◽  
Ensemble Data ◽  
Analysis Error ◽  
Nonlinear Observation ◽  
The Cost ◽  
Maximum Likelihood Ensemble Filter

Abstract A new ensemble-based data assimilation method, named the maximum likelihood ensemble filter (MLEF), is presented. The analysis solution maximizes the likelihood of the posterior probability distribution, obtained by minimization of a cost function that depends on a general nonlinear observation operator. The MLEF belongs to the class of deterministic ensemble filters, since no perturbed observations are employed. As in variational and ensemble data assimilation methods, the cost function is derived using a Gaussian probability density function framework. Like other ensemble data assimilation algorithms, the MLEF produces an estimate of the analysis uncertainty (e.g., analysis error covariance). In addition to the common use of ensembles in calculation of the forecast error covariance, the ensembles in MLEF are exploited to efficiently calculate the Hessian preconditioning and the gradient of the cost function. A sufficient number of iterative minimization steps is 2–3, because of superior Hessian preconditioning. The MLEF method is well suited for use with highly nonlinear observation operators, for a small additional computational cost of minimization. The consistent treatment of nonlinear observation operators through optimization is an advantage of the MLEF over other ensemble data assimilation algorithms. The cost of MLEF is comparable to the cost of existing ensemble Kalman filter algorithms. The method is directly applicable to most complex forecast models and observation operators. In this paper, the MLEF method is applied to data assimilation with the one-dimensional Korteweg–de Vries–Burgers equation. The tested observation operator is quadratic, in order to make the assimilation problem more challenging. The results illustrate the stability of the MLEF performance, as well as the benefit of the cost function minimization. The improvement is noted in terms of the rms error, as well as the analysis error covariance. The statistics of innovation vectors (observation minus forecast) also indicate a stable performance of the MLEF algorithm. Additional experiments suggest the amplified benefit of targeted observations in ensemble data assimilation.

Using the cost function to generate Marshallian demand systems

2000 ◽  
Vol 25 (2) ◽  
pp. 209-227 ◽  
Author(s):  
Keith R. McLaren ◽  
Peter D. Rossitter ◽  
Alan A. Powell
Keyword(s):  
Cost Function ◽  
Demand Systems ◽  
The Cost
Sign in / Sign up

Export Citation Format

Share Document