基于局部变分贝叶斯推断的分布式交互式多模型估计

针对目前部分多模型算法预先设定运动模型转移概率矩阵对状态估计精度的不利影响,本文提出了一种基于局部变分贝叶斯推断的分布式交互式多模型估计算法.不同于传统交互式多模型估计中运动模型转移概率矩阵为先验已知的假设条件,在分布融合估计框架下,首先基于最小化Kullback-Leibler散度准则的递归优化策略实现对运动模型转移概率矩阵的预测与更新;在此基础上,结合变分贝叶斯推断实现对当前时刻目标状态与模型概率的联合估计;最后依据协方差交叉融合策略完成对局部状态估计融合.仿真结果表明:新算法通过对运动模型转移概率矩阵以及模型概率自适应在线估计,有效提升了机动目标的状态估计精度.     

基于变分贝叶斯势均衡多目标多伯努利滤波的 多扩展目标跟踪算法

由于传统多扩展目标跟踪算法在量测噪声协方差未知情况下跟踪性能急剧下降,本文提出一种基于变分贝叶斯的势均衡多目标多伯努利滤波(VB--CBMe MBer)跟踪算法,并给出了高斯混合实现.该算法在未知量测噪声协方差的情况下,将量测看成随机分布在扩展目标上的量测产生点所产生,利用变分贝叶斯方法近似地求出各量测产生点状态和量测噪声协方差的联合概率密度,并给出其递归形式以估计量测产生点,继而将得到的量测产生点状态进行聚类得到扩展目标的状态.仿真实验表明,所提算法可以自适应地跟踪未知数目、未知量测噪声协方差的多扩展目标.其跟踪精度与传统的CBMe MBer跟踪算法相比,有明显提高.     

基于凸优化技术的改进型卡尔曼滤波算法

为了能够在高斯噪声和稀疏噪声混合情况下对目标进行准确跟踪,提出基于凸优化的改进型卡尔曼目标跟踪算法。改进后的方法以传统卡尔曼滤波方法为基础,结合凸优化技术,从最大后验估计理论和贝叶斯理论的角度构建目标跟踪的优化问题,将噪声统计特性作为先验约束引入优化过程中,实现在高斯噪声和稀疏噪声混合情况下对目标的准确跟踪。仿真实验结果证明该方法的可行性和有效性。     

基于不确定模型误差系统的变分贝叶斯STCKF

强跟踪容积卡尔曼滤波器在对含有模型误差和时变噪声的非线性系统进行滤波时, 容易出现性能降低甚至发散. 鉴于此, 提出一种基于变分贝叶斯的强跟踪容积卡尔曼滤波算法. 该算法运用虚拟噪声法补偿模型误差, 假设虚拟噪声均值非零, 且满足高斯分布, 虚拟噪声方差服从逆gamma分布, 在强跟踪容积卡尔曼滤波器估计状态的同时, 采用变分贝叶斯推理估计虚拟噪声参数. 仿真结果表明, 所提出算法对含模型误差与时变噪声的非线性系统具有较好的估计精度, 相比于自适应算法具有更强的鲁棒性.     

基于通信与观测联合优化的多无人机协同目标跟踪控制

为了提高目标跟踪任务的执行效能,提出一种基于通信与观测联合优化的多无人机协同运动目标跟踪控制方法.建立以信息成功传递概率描述的通信链路模型,采用扩展信息滤波实现目标状态融合估计与预测,使用Fisher信息矩阵对无人机观测所获取的信息进行表征.通过将信息成功传输概率引入到优化指标函数中,建立多无人机协同目标跟踪运动控制的滚动时域优化模型,实现通信与观测的联合优化,而这种联合优化体现在提高无人机与地面站之间信息成功传输概率与降低目标状态估计不确定性之间的折中.与不考虑通信优化的跟踪控制对比表明,所提方法可以提高跟踪过程中各架无人机与地面站之间的信息传输概率,使目标状态的全局融合估计结果更精确、更有效.     

基于D-vine Copula理论的贝叶斯分类器设计

高斯判别分析、朴素贝叶斯等传统贝叶斯分类方法在构建变量的联合概率分布时,往往会对变量间的相关性进行简化处理,从而使得贝叶斯决策理论中类条件概率密度的估计与实际数据之间存在一定的偏差.对此,结合Copula函数研究特征变量之间的相关性优化问题,设计基于D-vine Copula理论的贝叶斯分类器,主要目的是为了提高类条件概率密度估计的准确性.将变量的联合概率分布分解为一系列二元Copula函数与边缘概率密度函数的乘积,采用核函数方法对边缘概率密度进行估计 ,通过极大似然估计对二元Copula函数的参数分别进行优化,进而得到类条件概率密度函数的形式.将基于D-vine Copula理论的贝叶斯分类器应用到生物电信号的分类问题上,并对分类效果进行分析和验证.结果表明,所提出的方法在各项分类指标上均具备良好的性能.     

声探测网络延时概率多假设跟踪算法

针对利用同步固定声探测网络中的纯方位角延时量测数据对低空机动目标进行探测与跟踪的问题,为提高跟踪精度,根据期望最大化算法提出一种延时概率多假设目标跟踪算法,对网络中多个时刻各个传感器数据间的组合进行延时概率多假设建模,形成多假设联合量测,利用内嵌合适的贝叶斯平滑器对目标状态进行递归优化,最终得到目标状态的极大后验估计值.仿真结果表明算法能够有效解决声探测网络延时数据难以利用的问题,对低空机动目标的状态进行有效跟踪,满足估计精度要求,收敛速度快,鲁棒性强的特点.     

星凸形多扩展目标跟踪中的传感器控制方法

针对多扩展目标跟踪中的传感器控制问题, 本文基于有限集统计(FISST)理论与随机超曲面模型(RHM), 利 用多伯努利(MBer)滤波器提出有效的传感器控制策略. 首先, 文中给出多扩展目标跟踪中基于信息论联合目标形状 估计优化和目标运动状态估计优化的传感器控制方法的求解思路. 其次, 给出RHM容积卡尔曼高斯混合(GM)势均 衡多扩展目标多伯努利滤波算法的具体实现过程. 然后, 结合GM密度间的柯西施瓦兹(Cauchy-Schwarz)散度提出 相应的传感器控制决策方法. 此外, 详细推导了扩展目标势的后验期望(PENET)的GM实现, 并提出以GM–PENET 为评价函数的传感器控制方法. 最后, 通过构造随机星凸形多扩展目标的跟踪优化仿真实验验证了本文所提传感 器控制方法的有效性.     

多观测器轨迹优化仿真研究

研究优化机载雷达组网系统的跟踪性能问题,在机载雷达组网中,多观测器与目标间的相对几何关系对定位跟踪精度有影响.可通过改变观测载体的飞行速度和航向角,控制其沿最优轨迹运动有效提高观测器的估计性能.为了对多站时差无源定位准确跟踪问题提出遗传算法对机载多观测器轨迹进行优化.推导出目标优化函数的表达式,采用遗传的轨迹优化算法,求解每一采样时刻使得目标函数最小的观测器位置,并在最佳位置对目标进行量测.可将轨迹优化加入运动目标被动跟踪过程构成闭环,通过估计和优化相结合的方法仿真实现观测器自适应运动下的运动目标被动跟踪.通过结果比较证明,算法可以有效提高对运动目标的跟踪精度.     

基于ET-PHD滤波器和变分贝叶斯近似的扩展目标跟踪算法

针对未知测量噪声协方差情况下的多扩展目标跟踪问题，利用扩展目标概率假设密度（ET-PHD）滤波器和变分贝叶斯（VB）近似理论，提出了一种标准ET-PHD滤波器的扩展方法及其解析的实现方法。首先，根据标准ET-PHD滤波器的目标状态方程和测量方程，定义了目标状态和测量噪声协方差的增广状态变量及二者的联合转移函数；然后，根据标准ET-PHD滤波器，构建了扩展的ET-PHD滤波器的预测和更新公式；最后，在线性高斯假设的条件下，利用高斯和逆伽马（IG）混合分布表示目标的联合后验强度函数，从而给出了扩展ET-PHD滤波器的解析实现。仿真结果表明：所提算法能提供可靠的跟踪结果，可有效地处理未知测量噪声协方差环境中的多扩展目标跟踪问题。     

A survey on joint tracking using expectation–maximization based techniques

Many target tracking problems can actually be cast as joint tracking problems where the underlying target state may only be observed via the relationship with a latent variable. In the presence of uncertainties in both observations and latent variable, which encapsulates the target tracking into a variational problem, the expectation–maximization (EM) method provides an iterative procedure under Bayesian inference framework to estimate the state of target in the process which minimizes the latent variable uncertainty. In this paper, we treat the joint tracking problem using a united framework under the EM method and provide a comprehensive overview of various EM approaches in joint tracking context from their necessity, benefits, and challenging viewpoints. Some examples on the EM application idea are presented. In addition, future research directions and open issues for using EM method in the joint tracking are given.     

变分贝叶斯概率数据关联算法

针对杂波环境下的目标跟踪问题, 提出了一种基于变分贝叶斯的概率数据关联算法(Variational Bayesian based probabilistic data association algorithm, VB-PDA). 该算法首先将关联事件视为一个随机变量并利用多项分布对其进行建模, 随后基于数据集、目标状态、关联事件的联合概率密度函数求取关联事件的后验概率密度函数, 最后将关联事件的后验概率密度函数引入变分贝叶斯框架中以获取状态近似后验概率密度函数. 相比于概率数据关联算法, VB-PDA算法在提高算法实时性的同时在权重Kullback-Leibler (KL)平均准则下获取了近似程度更高的状态后验概率密度函数. 相关仿真实验对提出算法的有效性进行了验证.     

Distributed adaptive Kalman filter based on variational Bayesian technique

In this paper, distributed Kalman filter design is studied for linear dynamics with unknown measurement noise variance, which modeled by Wishart distribution. To solve the problem in a multi-agent network, a distributed adaptive Kalman filter is proposed with the help of variational Bayesian, where the posterior distribution of joint state and noise variance is approximated by a free-form distribution. The convergence of the proposed algorithm is proved in two main steps: noise statistics is estimated, where each agent only use its local information in variational Bayesian expectation (VB-E) step, and state is estimated by a consensus algorithm in variational Bayesian maximum (VB-M) step. Finally, a distributed target tracking problem is investigated with simulations for illustration.     

动态背景下基于粒子滤波的运动目标跟踪方法

在智能视频监控系统中,实现对动态背景下的运动目标准确跟踪是一个难点问题。使用一种基于粒子滤波的方法来对动态背景下的运动目标进行跟踪。该方法基于贝叶斯估计,利用粒子集来表示概率,通过递推的贝叶斯滤波来近似逼近最优化的估计结果。实验结果证明,该方法可准确跟踪动态背景下的运动目标,是一种有效的目标跟踪方法。     

Robust object tracking using least absolute deviation

Recently, sparse representation has been applied to object tracking, where each candidate target is approximately represented as a sparse linear combination of target templates. In this paper, we present a new tracking algorithm, which is faster and more robust than other tracking algorithms, based on sparse representation. First, with an analysis of many typical tracking examples with various degrees of corruption, we model the corruption as a Laplacian distribution. Then, a LAD–Lasso optimisation model is proposed based on Bayesian Maximum A Posteriori (MAP) estimation theory. Compared with L1 Tracker and APG-L1 Tracker, the number of optimisation variables is reduced greatly; it is equal to the number of target templates, regardless of the dimensions of the feature. Finally, we use the Alternating Direction Method of Multipliers (ADMM) to solve the proposed optimisation problem. Experiments on some challenging sequences demonstrate that our proposed method performs better than the state-of-the-art methods in terms of accuracy and robustness.     

Regularized variational Bayesian learning of echo state networks with delay&sum readout

In this work, a variational Bayesian framework for efficient training of echo state networks (ESNs) with automatic regularization and delay&sum (D&S) readout adaptation is proposed. The algorithm uses a classical batch learning of ESNs. By treating the network echo states as fixed basis functions parameterized with delay parameters, we propose a variational Bayesian ESN training scheme. The variational approach allows for a seamless combination of sparse Bayesian learning ideas and a variational Bayesian space-alternating generalized expectation-maximization (VB-SAGE) algorithm for estimating parameters of superimposed signals. While the former method realizes automatic regularization of ESNs, which also determines which echo states and input signals are relevant for "explaining" the desired signal, the latter method provides a basis for joint estimation of D&S readout parameters. The proposed training algorithm can naturally be extended to ESNs with fixed filter neurons. It also generalizes the recently proposed expectation-maximization-based D&S readout adaptation method. The proposed algorithm was tested on synthetic data prediction tasks as well as on dynamic handwritten character recognition.     

Variational Bayesian inference based robust multiple measurement sparse signal recovery

This work concentrates on not only probing into a novel Bayesian probabilistic model to formulate a general type of robust multiple measurement vectors sparse signal recovery problem with impulsive noise, but also developing an improved variational Bayesian method to recover the original joint row sparse signals. In the design of the model, two three-level hierarchical Bayesian estimation procedures are designed to characterize impulsive noise and joint row sparse source signals by means of Gaussian scale mixtures and multivariate generalized t distribution. Those hidden variables, included in signal and measurement models are estimated based on a variational Bayesian framework, in which multiple kinds of probability distributions are adopted to express their features. In the design of the algorithm, the proposed algorithm is a full Bayesian inference approach related to variational Bayesian estimation. It is robust to impulsive noise, since the posterior distribution estimation can be effectively approached through estimating unknown parameters. Extensive simulation results show that the proposed algorithm significantly outperforms the compared robust sparse signal recovery approaches under different kinds of impulsive noises.     

非线性系统的多扩展目标跟踪算法

目前扩展目标跟踪算法大都假设其系统为线性高斯系统，针对非线性系统的多扩展目标跟踪问题，提出了采用粒子滤波技术对目标状态和关联假设进行联合估计的多扩展目标跟踪算法。首先，提出了将多扩展目标状态和关联假设进行联合估计的思想，解决了在估计目标状态和数据关联时相互牵制的问题；其次，根据扩展目标演化模型、量测模型建立多扩展目标状态和关联假设的联合建议分布函数，并利用粒子滤波技术实现联合估计的Bayes框架；最后，为解决直接采用粒子滤波实现时存在的维数灾难问题，将目标联合状态粒子的产生和演化分解为各个目标状态粒子的产生和演化，对每个目标的粒子集根据与其相关的权重单独进行重抽样，这样在抑制目标状态估计较差部分的同时使每个目标都保留了对其状态估计较好的粒子。仿真实验结果表明，与扩展目标概率假设密度滤波器的高斯混合实现方式和序贯蒙特卡洛实现方式相比，所提算法的状态估计精度较高，形状估计的Jaccard距离分别降低了30%、20%左右，更适合于非线性系统的多扩展目标跟踪。     

Distributed interacted multisensor joint probabilistic data association algorithm based on D-S theory

With the development of science and technique, the surveillance systems used in the battlefield have been developed into multisensor systems. Therefore, the multisenor multitarget tracking algorithms, such as centralized multisensor joint probabilistic da…     

带有色厚尾量测噪声的鲁棒高斯近似滤波器和平滑器

为了解决带有色厚尾量测噪声的非线性状态估计问题,本文提出了新的鲁棒高斯近似（Gaussian approximate,GA）滤波器和平滑器.首先,基于状态扩展方法将量测差分后带一步延迟状态和白色厚尾量测噪声的非线性状态估计问题,转化成带厚尾量测噪声的标准非线性状态估计问题.其次,针对量测差分后模型中的噪声尺度矩阵和自由度（Degrees of freedom,DOF）参数未知问题,设计了新的高斯近似滤波器和平滑器,通过建立未知参数和待估计状态的共轭先验分布,并利用变分贝叶斯方法同时估计未知的状态、尺度矩阵、自由度参数.最后,利用目标跟踪仿真验证了本文提出的带有色厚尾量测噪声的鲁棒高斯近似滤波器和平滑器的有效性以及与现有方法相比的优越性.