added section recursive state estimation, and 3/4 of related work

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Toni
2016-04-19 07:45:23 +02:00
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3 changed files with 55 additions and 63 deletions

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@@ -18,16 +18,20 @@ On the other hand, fixed-interval smoothing requires all observations until time
The origin of MC smoothing can be traced back to Genshiro Kitagawa. The origin of MC smoothing can be traced back to Genshiro Kitagawa.
In his work \cite{kitagawa1996monte} he presented the simplest form of smoothing as an extension to the particle filter. In his work \cite{kitagawa1996monte} he presented the simplest form of smoothing as an extension to the particle filter.
This algorithm is often called the filter-smoother since it runs online and a smoothing is provided while filtering. This algorithm is often called the filter-smoother since it runs online and a smoothing is provided while filtering.
This approach can produce an accurate approximation of the filtering posterior $p(\vec{q}_{t} \mid \vec{o}_{1:t})$ with computational complexity of only $\mathcal{O}(N)$. This approach uses the particle filter steps to update weighted paths $\{(\vec{q}_{1:t}^i , w^i_t)\}^N_{i=1}$, producing an accurate approximation of the filtering posterior $p(\vec{q}_{t} \mid \vec{o}_{1:t})$ with a computational complexity of only $\mathcal{O}(N)$.
\commentByFrank{kleines n?} However, it gives a poor representation of previous states due a monotonic decrease of distinct particles caused by resampling of each weighted path \cite{Doucet11:ATO}.
However, it gives a poor representation of previous states \cite{Doucet11:ATO}.
\commentByFrank{wenn noch platz, einen satz mehr dazu warum es schlecht ist?}
Based on this, more advanced methods like the forward-backward smoother \cite{doucet2000} and backward simulation \cite{Godsill04:MCS} were developed. Based on this, more advanced methods like the forward-backward smoother \cite{doucet2000} and backward simulation \cite{Godsill04:MCS} were developed.
Both methods are running backwards in time to reweight a set of particles recursively by using future observations. Both methods are running backwards in time to reweight a set of particles recursively by using future observations.
Algorithmic details will be shown in section \ref{sec:smoothing}. Algorithmic details will be shown in section \ref{sec:smoothing}.
%wo werden diese eingesetzt, paar beispiele. offline, online %wo werden diese eingesetzt, paar beispiele. offline, online
In recent years, smoothing gets attention mainly in the field of computer vision and ... Here, ... In recent years, smoothing gets attention mainly in other areas as indoor localisation.
The early work of \cite{isard1998smoothing} demonstrates the possibilities of smoothing for visual tracking.
They used a combination of the CONDENSATION particle filter with a forward-backward smoother.
Based on this pioneering approach, many different solutions for visual and multi-target tracking have been developed \cite{Perez2004}.
For example, in \cite{Platzer:2008} a particle smoother is used to reduce multimodalities in a blood flow simulation for human vessels. Or \cite{}
Nevertheless, their are some promising approach for indoor localisation systems as well. For example ... Nevertheless, their are some promising approach for indoor localisation systems as well. For example ...

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@@ -1,11 +1,8 @@
\section{Recursive State Estimation} \section{Recursive State Estimation}
\commentByFrank{schon mal kopiert, dass es da ist.} As mentioned before, most smoothing methods require a preceding filtering.
\commentByFrank{die neue activity in die observation eingebaut} In our previous work \cite{Ebner-16}, we consider indoor localisation as a time-sequential, non-linear and non-Gaussian state estimation problem.
\commentByFrank{magst du hier auch gleich smoothing ansprechen? denke es würde sinn machen weils ja zum kompletten systemablauf gehört und den hatten wir hier ja immer drin. oder was meinst du?} Therefore, a Bayes filter that satisfies the Markov property is used to calculate the posterior, which is given by
We consider indoor localisation as a time-sequential, non-linear and non-Gaussian state estimation problem.
Using a recursive Bayes filter that satisfies the Markov property, the posterior distribution at time $t$ can be written as
% %
\begin{equation} \begin{equation}
\arraycolsep=1.2pt \arraycolsep=1.2pt
@@ -13,40 +10,33 @@
&p(\mStateVec_{t} \mid \mObsVec_{1:t}) \propto\\ &p(\mStateVec_{t} \mid \mObsVec_{1:t}) \propto\\
&\underbrace{p(\mObsVec_{t} \mid \mStateVec_{t})}_{\text{evaluation}} &\underbrace{p(\mObsVec_{t} \mid \mStateVec_{t})}_{\text{evaluation}}
\int \underbrace{p(\mStateVec_{t} \mid \mStateVec_{t-1}, \mObsVec_{t-1})}_{\text{transition}} \int \underbrace{p(\mStateVec_{t} \mid \mStateVec_{t-1}, \mObsVec_{t-1})}_{\text{transition}}
\underbrace{p(\mStateVec_{t-1} \mid \mObsVec_{1:t-1})d\vec{q}_{t-1}}_{\text{recursion}} \enspace, \underbrace{p(\mStateVec_{t-1} \mid \mObsVec_{1:t-1})d\vec{q}_{t-1}}_{\text{recursion}} \enspace.
\end{array} \end{array}
\label{equ:bayesInt} \label{equ:bayesInt}
\end{equation} \end{equation}
% %
where $\mObsVec_{1:t} = \mObsVec_{1}, \mObsVec_{1}, ..., \mObsVec_{t}$ is a series of observations up to time $t$. Here, the previous observation $\mObsVec_{t-1}$ is included into the state transition \cite{Koeping14-PSA}.
The hidden state $\mStateVec$ is given by For approximating eq. \eqref{equ:bayesInt} by means of MC methods, the transition is used as proposal distribution, also known as CONDENSATION algorithm \cite{isard1998smoothing}.
In context of indoor localisation, the hidden state $\mStateVec$ is defined as follows:
\begin{equation} \begin{equation}
\mStateVec = (x, y, z, \mStateHeading, \mStatePressure),\enskip \mStateVec = (x, y, z, \mStateHeading, \mStatePressure),\enskip
x, y, z, \mStateHeading, \mStatePressure \in \R \enspace, x, y, z, \mStateHeading, \mStatePressure \in \R \enspace,
\end{equation} \end{equation}
% %
where $x, y, z$ represent the position in 3D space, $\mStateHeading$ the user's heading and $\mStatePressure$ the where $x, y, z$ represent the position in 3D space, $\mStateHeading$ the user's heading and $\mStatePressure$ the relative atmospheric pressure prediction in hectopascal (hPa). Further, the observation is given by
relative atmospheric pressure prediction in hectopascal (hPa).
\commentByFrank{hier einfach kuerzen und aufs fusion paper verweisen? auch wenn das noch ned durch ist?}
The recursive part of the density estimation contains all information up to time $t-1$.
Furthermore, the state transition $p(\mStateVec_{t} \mid \mStateVec_{t-1}, \mObsVec_{t-1})$ models the pedestrian's movement as described in section \ref{sec:trans}.
%It should be noted, that we also include the current observation $\mObsVec_{t}$ in it.
As proven in \cite{Koeping14-PSA}, we may include the observation $\mObsVec_{t-1}$ into the state transition.
Containing all relevant sensor measurements to evaluate the current state, the observation vector is defined as follows:
% %
\begin{equation} \begin{equation}
\mObsVec = (\mRssiVec_\text{wifi}, \mRssiVec_\text{ib}, \mObsHeading, \mObsSteps, \mObsPressure, \mObsActivity) \enspace, \mObsVec = (\mRssiVec_\text{wifi}, \mRssiVec_\text{ib}, \mObsHeading, \mObsSteps, \mObsPressure, x) \enspace,
\end{equation} \end{equation}
% %
where $\mRssiVec_\text{wifi}$ and $\mRssiVec_\text{ib}$ contain the measurements of all nearby \docAP{}s (\docAPshort{}) covering all relevant sensor measurements.
and \docIBeacon{}s, respectively. $\mObsHeading$ and $\mObsSteps$ describe the relative angular change and the number Here, $\mRssiVec_\text{wifi}$ and $\mRssiVec_\text{ib}$ contain the measurements of all nearby \docAP{}s (\docAPshort{}) and \docIBeacon{}s, respectively.
of steps detected for the pedestrian. $\mObsPressure$ is the relative barometric pressure with respect to a fixed reference. $\mObsHeading$ and $\mObsSteps$ describe the relative angular change and the number of steps detected for the pedestrian.
Finally, $\mObsActivity$ contains the activity, currently estimated for the pedestrian, which is one of: unknown, standing, walking or $\mObsPressure$ is the relative barometric pressure with respect to a fixed reference.
walking stairs. Finally, $x$ contains the activity, currently estimated for the pedestrian, which is one of: unknown, standing, walking or walking stairs.
%For further information on how to incorporate such highly different sensor types,
%one should refer to the process of probabilistic sensor fusion \cite{Khaleghi2013}. The probability density of the state evaluation is given by
By assuming statistical independence of all sensors, the probability density of the state evaluation is given by
% %
\begin{equation} \begin{equation}
%\begin{split} %\begin{split}
@@ -54,23 +44,16 @@
p(\vec{o}_t \mid \vec{q}_t)_\text{baro} p(\vec{o}_t \mid \vec{q}_t)_\text{baro}
\,p(\vec{o}_t \mid \vec{q}_t)_\text{ib} \,p(\vec{o}_t \mid \vec{q}_t)_\text{ib}
\,p(\vec{o}_t \mid \vec{q}_t)_\text{wifi} \,p(\vec{o}_t \mid \vec{q}_t)_\text{wifi}
\enspace. \enspace
%\end{split} %\end{split}
\label{eq:evalBayes} \label{eq:evalBayes}
\end{equation} \end{equation}
% %
Here, every single component refers to a probabilistic sensor model. and therefore similar to \cite{Ebner-16}.
The barometer information is evaluated using $p(\vec{o}_t \mid \vec{q}_t)_\text{baro}$, Here, we assume a statistical independence of all sensors and every single component refers to a probabilistic sensor model.
whereby absolute position information is given by $p(\vec{o}_t \mid \vec{q}_t)_\text{ib}$ for The barometer information is evaluated using $p(\vec{o}_t \mid \vec{q}_t)_\text{baro}$, whereby absolute position information is given by $p(\vec{o}_t \mid \vec{q}_t)_\text{ib}$ for \docIBeacon{}s and by $p(\vec{o}_t \mid \vec{q}_t)_\text{wifi}$ for \docWIFI{}.
\docIBeacon{}s and by $p(\vec{o}_t \mid \vec{q}_t)_\text{wifi}$ for \docWIFI{}.
%It is well known that finding analytic solutions for densities is very difficult and only possible in rare cases.
%Therefore, numerical solutions like Gaussian filters or the broad class of Monte Carlo methods are deployed \cite{sarkka2013bayesian}.
Since we assume indoor localisation to be a time-sequential, non-linear and non-Gaussian process,
a particle filter is chosen as approximation of the posterior distribution.
\commentByFrank{smoothing?}
%Within this work the state transition $p(\mStateVec_{t} \mid \mStateVec_{t-1}, \mObsVec_{t-1})$ is used as proposal distribution,
%also known as CONDENSATION algorithm \cite{Isard98:CCD}.

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@@ -975,16 +975,6 @@ ISSN={0162-8828},}
year={2006}, year={2006},
} }
@misc{VAP2,
title={IEEE P802.11 Wireless LANs - Virtual Access Points},
author={Aboba, Bernard},
year={2003},
REMurl={http://aboba.drizzlehosting.com/IEEE/11-03-154r1-I-Virtual-Access-Points.doc},
note={\url{http://aboba.drizzlehosting.com/IEEE/11-03-154r1-I-Virtual-Access-Points.doc}},
note={zuletzt abgerufen am 28.11.2013},
pages={13},
}
% reference points to reset errors, automatic floorplan generation, backend-phase % reference points to reset errors, automatic floorplan generation, backend-phase
@inproceedings{crowdinside, @inproceedings{crowdinside,
author = {Alzantot, Moustafa and Youssef, Moustafa}, author = {Alzantot, Moustafa and Youssef, Moustafa},
@@ -2082,16 +2072,15 @@ year = {2014}
@incollection{Platzer:2008, @incollection{Platzer:2008,
year={2008}, year={2008},
isbn={978-3-540-78639-9}, isbn={978-3-540-78639-9},
booktitle={Bildverarbeitung für die Medizin 2008}, booktitle={Bildverarbeitung f\"ur die Medizin 2008},
series={Informatik Aktuell}, series={Informatik Aktuell},
editor={Tolxdorff, Thomas and Braun, Jürgen and Deserno, ThomasM. and Horsch, Alexander and Handels, Heinz and Meinzer, Hans-Peter}, editor={Tolxdorff, Thomas and Braun, J\"urgen and Deserno, Thomas M. and Horsch, Alexander and Handels, Heinz and Meinzer, Hans-Peter},
doi={10.1007/978-3-540-78640-5_58}, doi={10.1007/978-3-540-78640-5_58},
title={3D Blood Flow Reconstruction from 2D Angiograms}, title={{3D Blood Flow Reconstruction from 2D Angiograms}},
url={http://dx.doi.org/10.1007/978-3-540-78640-5_58},
publisher={Springer Berlin Heidelberg}, publisher={Springer Berlin Heidelberg},
author={Platzer, Esther-S. and Deinzer, Frank and Paulus, Dietrich and Denzler, Joachim}, author={Platzer, Esther-S. and Deinzer, Frank and Paulus, Dietrich and Denzler, Joachim},
pages={288-292}, pages={288--292},
language={English} language={English},
} }
@article{haugh2004monte, @article{haugh2004monte,
@@ -2273,12 +2262,12 @@ IGNOREmonth={Apr},
} }
@incollection{isard1998smoothing, @incollection{isard1998smoothing,
title={A Smoothing Filter for Condensation}, title={{A Smoothing Filter for Condensation}},
author={Isard, Michael and Blake, Andrew}, author={Isard, Michael and Blake, Andrew},
booktitle={Computer Vision—ECCV'98}, booktitle={Computer Vision—ECCV'98},
pages={767--781}, pages={767--781},
year={1998}, year={1998},
publisher={Springer} publisher={Springer},
} }
@inproceedings{klaas2006fast, @inproceedings{klaas2006fast,
@@ -2717,5 +2706,21 @@ volume = {13},
year = {1967} year = {1967}
} }
@article{Perez2004,
author = {P{\'{e}}rez, Patrick and Vermaak, Jaco and Blake, Andrew},
doi = {10.1109/JPROC.2003.823147},
isbn = {0018-9219},
issn = {00189219},
journal = {Proceedings of the IEEE},
keywords = {Color,Data fusion,Motion,Particle filters,Sound,Visual tracking},
IGNOREmonth = {mar},
number = {3},
pages = {495--513},
shorttitle = {Proceedings of the IEEE},
title = {{Data Fusion for Visual Tracking with Particles}},
url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=1271403},
volume = {92},
year = {2004}
}