Robust Sequential Estimator Research Articles

Time-Series InSAR Dynamic Analysis With Robust Sequential Adjustment

Nowadays, SAR instruments such as ESA’s Sentinel-1 constellation, ICEYE’s constellation of small and agile radar satellites, and the upcoming ALOS-4 and NASA/ISRO SAR missions provide new opportunities for near-real-time monitoring of geohazards with enhanced spatiotemporal resolution. Sequential dynamic adjustment model is regarded as an effective way to rapidly update time-series InSAR measurements. However, the accuracy of geophysical parameters of interest estimated from the conventional sequential least squares is greatly sensitive to the anomalous observations and/or anomalous prior parameter information. This letter aims to introduce the robust sequential adjustment method based on the M-estimation principle into near-real-time InSAR deformation monitoring to mitigate the effect of anomalous errors. Using both synthetic and real Sentinel-1 SAR datasets over Echigo plain in Japan, we fully evaluate the performance of the robust sequential estimation approach with respect to unwrapping errors in the SAR data stack. Measurements at 9 GPS stations located in the study area are used to validate the results. We find that the averaged RMSE of robust sequential adjustment is reduced by 15% in comparison with that of the conventional sequential least-squares method.

A Sequential Estimation Algorithm of Particle Filters by Combination of Multiple Independent Features in Evidence

We investigate a robust sequential estimation algorithm of particle filters, which combine multiple features of visual objects, in order to obtain reliable evidential information from independent sources of sensor data. Most of particle filter algorithms are based on conditional density propagation in Bayesian inference rules. In this paper, it is modified by the conjunctive rule of independent features. Therefore, the proposed algorithm is more reliable since it demonstrates the solution to both efficiency depletion and over-sampling in particle filters.

Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals

Estimation of parameters of nonlinear superimposed sinusoidal signals is an important problem in digital signal processing. In this paper, we consider the problem of estimation of parameters of real valued sinusoidal signals. We propose a real-coded genetic algorithm based robust sequential estimation procedure for estimation of signal parameters. The proposed sequential method is based on elitist generational genetic algorithm and robust M-estimation techniques. The method is particularly useful when there is a large number of superimposed sinusoidal components present in the observed signal and is robust with respect to presence of outliers in the data and impulsive heavy tail noise distributions. Simulations studies and real life signal analysis are performed to ascertain the performance of the proposed sequential procedure. It is observed that the proposed methods perform better than the usual non-robust methods of estimation.

Robust online detection of pipeline corrosion from range data

We present the Finite-Window Robust Sequential Estimator for the detection and analysis of corrosion in range images of gas pipelines. This statistically robust, real-time technique estimates the pipeline surface range function in the presence of noise, surface deviations, and changes in the underlying model. Deviations from the robust surface fit, corresponding to statistical outliers, represent potential areas of corrosion. Because the algorithm estimates surface parameters over a finite, sliding window of data, it can track moderately high-order surfaces using lower order models. The system is consistent, objective, and non-destructive and can be used with the pipeline in service.

The Robust Sequential Estimator: a general approach and its application to surface organization in range data

Presents an autonomous, statistically robust, sequential function approximation approach to simultaneous parameterization and organization of (possibly partially occluded) surfaces in noisy, outlier-ridden (not Gaussian), functional range data. At the core of this approach is the Robust Sequential Estimator, a robust extension to the method of sequential least squares. Unlike most existing surface characterization techniques, the authors' method generates complete surface hypotheses in parameter space. Given a noisy depth map of an unknown 3-D scene, the algorithm first selects appropriate seed points representing possible surfaces. For each nonredundant seed it chooses the best approximating model from a given set of competing models using a modified Akaike Information Criterion. With this best model, each surface is expanded from its seed over the entire image, and this step is repeated for all seeds. Those points which appear to be outliers with respect to the model in growth are not included in the (possibly disconnected) surface. Point regions are deleted from each newly grown surface in the prune stage. Noise, outliers, or coincidental surface alignment may cause some points to appear to belong to more than one surface. These ambiguities are resolved by a weighted voting scheme within a 5/spl times/5 decision window centered around the ambiguous point. The isolated point regions left after the resolve stage are removed and any missing points in the data are filled by the surface having a majority consensus in an 8-neighborhood. >

Performance evaluation of a class of M-estimators for surface parameter estimation in noisy range data

Depth maps are frequently analyzed as if the errors are normally, identically, and independently distributed. This noise model does not consider at least two types of anomalies encountered in sampling: a few large deviations in the data (outliers) and a uniformly distributed error component arising from rounding and quantization. The theory of robust statistics, which formally addresses these problems, is used in a robust sequential estimator (RSE) of the authors' design. The RSE assigns different weights to each observation based on maximum-likelihood analysis, assuming that the errors follow a t distribution which represents the outliers more realistically. This concept is extended to several well-known maximum-likelihood estimators (M-estimators). Since most M-estimators do not have a target distribution, the weights are obtained by a simple linearization and then embedded in the same RSE algorithm. Experimental results over a variety of real and synthetic range imagery are presented, and the performance of these estimators is evaluated under different noise conditions. >