Markov Chain Monte Carlo Particle Filter Research Articles

A Localized Adaptive Particle Filter within an Operational NWP Framework

Particle filters are well known in statistics. They have a long tradition in the framework of ensemble data assimilation (EDA) as well as Markov chain Monte Carlo (MCMC) methods. A key challenge today is to employ such methods in a high-dimensional environment, since the naïve application of the classical particle filter usually leads to filter divergence or filter collapse when applied within the very high dimension of many practical assimilation problems (known as the curse of dimensionality). The goal of this work is to develop a localized adaptive particle filter (LAPF), which follows closely the idea of the classical MCMC or bootstrap-type particle filter, but overcomes the problems of collapse and divergence based on localization in the spirit of the local ensemble transform Kalman filter (LETKF) and adaptivity with an adaptive Gaussian resampling or rejuvenation scheme in ensemble space. The particle filter has been implemented in the data assimilation system for the global forecast model ICON at Deutscher Wetterdienst (DWD). We carry out simulations over a period of 1 month with a global horizontal resolution of 52 km and 90 layers. With four variables analyzed per grid point, this leads to 6.6 × 106 degrees of freedom. The LAPF can be run stably and shows a reasonable performance. We compare its scores to the operational setup of the ICON LETKF.

실제 네트워크를 고려한 베이지안 필터 기반 이동단말 위치 추적

연결정보만을 이용하는 range-free 측위 기법의 성능은 이동성을 갖는 무선 단말 움직임에 취약한 문제점이 있다. 본 논문은 실제 전파 환경을 고려한 실내 네트워크에서 베이지안 필터를 사용하여 실시간으로 움직이는 무선장치를 추적하는 두 가지 알고리즘을 제안하였다. 제안하는 알고리즘은 측정 모델의 선형성에 따라 Kalman filter 와 Markov Chain Monte Carlo (MCMC) particle filter를 적용하였다. Kalman과 MCMC particle filter 기반 알고리즘은 각각 무선단말 간 연결정보를, 이동 단말의 한 홉 간격 내 단말로부터 수신하는 신호의 세기 (RSS: received signal strength)와 연결정보를 혼합한 융합정보를 측정 모델로 사용하였다. 정확한 시뮬레이션을 위해 실내 쇼핑몰 지도를 구현한 네트워크 지형, 그리고 라디오 불규칙도 모델을 적용하였다. 또한, 장애물 존재 여부에 따라 라디오 불규칙도를 분류하였다. 성능평가를 위해 MATLAB 시뮬레이션을 수행하였으며, 기존 range-free 측위 기법보다 향상된 위치정확도를 확인하였다. The range-free localization using connectivity information has problems of mobile tracking. This paper proposes two Bayesian filter-based mobile tracking algorithms considering a propagation scenario. Kalman and Markov Chain Monte Carlo (MCMC) particle filters are applied according to linearity of two measurement models. Measurement models of the Kalman and MCMC particle filter-based algorithms respectively are defined as connectivity between mobiles, information fusion of connectivity information and received signal strength (RSS) from neighbors within one-hop. To perform the accurate simulation, we consider a real indoor map of shopping mall and degree of radio irregularity (DOI) model. According to obstacles between mobiles, we assume two types of DOIs. We show the superiority of the proposed algorithm over existing range-free algorithms through MATLAB simulations.

A Multimodal Approach to Blind Source Separation of Moving Sources

A novel multimodal approach is proposed to solve the problem of blind source separation (BSS) of moving sources. The challenge of BSS for moving sources is that the mixing filters are time varying; thus, the unmixing filters should also be time varying, which are difficult to calculate in real time. In the proposed approach, the visual modality is utilized to facilitate the separation for both stationary and moving sources. The movement of the sources is detected by a 3-D tracker based on video cameras. Positions and velocities of the sources are obtained from the 3-D tracker based on a Markov Chain Monte Carlo particle filter (MCMC-PF), which results in high sampling efficiency. The full BSS solution is formed by integrating a frequency domain blind source separation algorithm and beamforming: if the sources are identified as stationary for a certain minimum period, a frequency domain BSS algorithm is implemented with an initialization derived from the positions of the source signals. Once the sources are moving, a beamforming algorithm which requires no prior statistical knowledge is used to perform real time speech enhancement and provide separation of the sources. Experimental results confirm that by utilizing the visual modality, the proposed algorithm not only improves the performance of the BSS algorithm and mitigates the permutation problem for stationary sources, but also provides a good BSS performance for moving sources in a low reverberant environment.

Audiovisual Probabilistic Tracking of Multiple Speakers in Meetings

Tracking speakers in multiparty conversations constitutes a fundamental task for automatic meeting analysis. In this paper, we present a novel probabilistic approach to jointly track the location and speaking activity of multiple speakers in a multisensor meeting room, equipped with a small microphone array and multiple uncalibrated cameras. Our framework is based on a mixed-state dynamic graphical model defined on a multiperson state-space, which includes the explicit definition of a proximity-based interaction model. The model integrates audiovisual (AV) data through a novel observation model. Audio observations are derived from a source localization algorithm. Visual observations are based on models of the shape and spatial structure of human heads. Approximate inference in our model, needed given its complexity, is performed with a Markov Chain Monte Carlo particle filter (MCMC-PF), which results in high sampling efficiency. We present results-based on an objective evaluation procedure-that show that our framework 1) is capable of locating and tracking the position and speaking activity of multiple meeting participants engaged in real conversations with good accuracy, 2) can deal with cases of visual clutter and occlusion, and 3) significantly outperforms a traditional sampling-based approach