scholarly journals Variational Measurement Update for Extended Object Tracking Using Gaussian Processes

Author(s):  
Murat Kumru ◽  
Hilal Köksal ◽  
Emre Özkan

We present an alternative inference framework for the Gaussian process-based extended object tracking (GPEOT) models. The method provides an approximate solution to the Bayesian filtering problem in GPEOT by relying on a new measurement update, which we derive using variational Bayes techniques. The resulting algorithm effectively computes approximate posterior densities of the kinematic and the extent states. We conduct various experiments on simulated and real data and examine the performance compared with a reference method, which employs an extended Kalman filter for inference. The proposed algorithm significantly improves the accuracy of both the kinematic and the extent estimates and proves robust against model uncertainties.

2021 ◽  
Author(s):  
Murat Kumru ◽  
Hilal Köksal ◽  
Emre Özkan

We present an alternative inference framework for the Gaussian process-based extended object tracking (GPEOT) models. The method provides an approximate solution to the Bayesian filtering problem in GPEOT by relying on a new measurement update, which we derive using variational Bayes techniques. The resulting algorithm effectively computes approximate posterior densities of the kinematic and the extent states. We conduct various experiments on simulated and real data and examine the performance compared with a reference method, which employs an extended Kalman filter for inference. The proposed algorithm significantly improves the accuracy of both the kinematic and the extent estimates and proves robust against model uncertainties.


Author(s):  
Mohadese Jahanian ◽  
Amin Ramezani ◽  
Ali Moarefianpour ◽  
Mahdi Aliari Shouredeli

One of the most significant systems that can be expressed by partial differential equations (PDEs) is the transmission pipeline system. To avoid the accidents that originated from oil and gas pipeline leakage, the exact location and quantity of leakage are required to be recognized. The designed goal is a leakage diagnosis based on the system model and the use of real data provided by transmission line systems. Nonlinear equations of the system have been extracted employing continuity and momentum equations. In this paper, the extended Kalman filter (EKF) is used to detect and locate the leakage and to attenuate the negative effects of measurement and process noises. Besides, a robust extended Kalman filter (REKF) is applied to compensate for the effect of parameter uncertainty. The quantity and the location of the occurred leakage are estimated along the pipeline. Simulation results show that REKF has better estimations of the leak and its location as compared with that of EKF. This filter is robust against process noise, measurement noise, parameter uncertainties, and guarantees a higher limit for the covariance of state estimation error as well. It is remarkable that simulation results are evaluated by OLGA software.


2018 ◽  
Vol 7 (2.7) ◽  
pp. 12
Author(s):  
Penumarty Hiranmayi ◽  
Kola Sai Gowtham ◽  
S Koteswara Rao ◽  
V Gopi Tilak

The phenomenon of simple harmonic motion is more vigilantly explained using a simple pendulum. The angular motion of a pendulum is linear in nature. But the analysis of the motion along the horizontal direction is non-linear. To estimate this, several algorithms like the Kalman filter, Extended Kalman Filter etc. are adopted. Here in this paper, Particle filter is chosen which is a method to form Monte Carlo approximations to the solutions of Bayesian filtering equations. Sequential importance resampling based Particle filters are used where the filtering distributions are multi-nodal or consist of discrete state components since under these circumstances the Bayesian approximations do not always work well.


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