## 2012 |

## Journal Articles |

Maiz, Cristina S; Molanes-Lopez, Elisa M; Miguez, Joaquin ; Djuric, Petar M A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers Journal Article IEEE Transactions on Signal Processing, 60 (9), pp. 4611–4627, 2012, ISSN: 1053-587X. Abstract | Links | BibTeX | Tags: Kalman filters, Mathematical model, nonlinear state space model, Outlier detection, prediction theory, predictive distribution, Probability density function, State-space methods, state-space models, statistical distributions, Target tracking, time serie processing, Vectors, Yttrium @article{Maiz2012, title = {A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers}, author = {Maiz, Cristina S. and Molanes-Lopez, Elisa M. and Miguez, Joaquin and Djuric, Petar M.}, url = {http://www.tsc.uc3m.es/~jmiguez/papers/P34_2012_A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers.pdf http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6203606}, issn = {1053-587X}, year = {2012}, date = {2012-01-01}, journal = {IEEE Transactions on Signal Processing}, volume = {60}, number = {9}, pages = {4611--4627}, abstract = {The literature in engineering and statistics is abounding in techniques for detecting and properly processing anomalous observations in the data. Most of these techniques have been developed in the framework of static models and it is only in recent years that we have seen attempts that address the presence of outliers in nonlinear time series. For a target tracking problem described by a nonlinear state-space model, we propose the online detection of outliers by including an outlier detection step within the standard particle filtering algorithm. The outlier detection step is implemented by a test involving a statistic of the predictive distribution of the observations, such as a concentration measure or an extreme upper quantile. We also provide asymptotic results about the convergence of the particle approximations of the predictive distribution (and its statistics) and assess the performance of the resulting algorithms by computer simulations of target tracking problems with signal power observations.}, keywords = {Kalman filters, Mathematical model, nonlinear state space model, Outlier detection, prediction theory, predictive distribution, Probability density function, State-space methods, state-space models, statistical distributions, Target tracking, time serie processing, Vectors, Yttrium}, pubstate = {published}, tppubtype = {article} } The literature in engineering and statistics is abounding in techniques for detecting and properly processing anomalous observations in the data. Most of these techniques have been developed in the framework of static models and it is only in recent years that we have seen attempts that address the presence of outliers in nonlinear time series. For a target tracking problem described by a nonlinear state-space model, we propose the online detection of outliers by including an outlier detection step within the standard particle filtering algorithm. The outlier detection step is implemented by a test involving a statistic of the predictive distribution of the observations, such as a concentration measure or an extreme upper quantile. We also provide asymptotic results about the convergence of the particle approximations of the predictive distribution (and its statistics) and assess the performance of the resulting algorithms by computer simulations of target tracking problems with signal power observations. |

## Inproceedings |

Zhong, Jingshan ; Dauwels, Justin ; Vazquez, Manuel A; Waller, Laura Efficient Gaussian Inference Algorithms for Phase Imaging Inproceedings 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 617–620, IEEE, Kyoto, 2012, ISSN: 1520-6149. Abstract | Links | BibTeX | Tags: biomedical optical imaging, complex optical field, computational complexity, defocus distances, Fourier domain, Gaussian inference algorithms, image sequences, inference mechanisms, intensity image sequence, iterative Kalman smoothing, iterative methods, Kalman filter, Kalman filters, Kalman recursions, linear model, Manganese, Mathematical model, medical image processing, Noise, noisy intensity image, nonlinear observation model, Optical imaging, Optical sensors, Phase imaging, phase inference algorithms, smoothing methods @inproceedings{Zhong2012a, title = {Efficient Gaussian Inference Algorithms for Phase Imaging}, author = {Zhong, Jingshan and Dauwels, Justin and Vazquez, Manuel A. and Waller, Laura}, url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=6287959}, issn = {1520-6149}, year = {2012}, date = {2012-01-01}, booktitle = {2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)}, pages = {617--620}, publisher = {IEEE}, address = {Kyoto}, abstract = {Novel efficient algorithms are developed to infer the phase of a complex optical field from a sequence of intensity images taken at different defocus distances. The non-linear observation model is approximated by a linear model. The complex optical field is inferred by iterative Kalman smoothing in the Fourier domain: forward and backward sweeps of Kalman recursions are alternated, and in each such sweep, the approximate linear model is refined. By limiting the number of iterations, one can trade off accuracy vs. complexity. The complexity of each iteration in the proposed algorithm is in the order of N logN, where N is the number of pixels per image. The storage required scales linearly with N. In contrast, the complexity of existing phase inference algorithms scales with N3 and the required storage with N2. The proposed algorithms may enable real-time estimation of optical fields from noisy intensity images.}, keywords = {biomedical optical imaging, complex optical field, computational complexity, defocus distances, Fourier domain, Gaussian inference algorithms, image sequences, inference mechanisms, intensity image sequence, iterative Kalman smoothing, iterative methods, Kalman filter, Kalman filters, Kalman recursions, linear model, Manganese, Mathematical model, medical image processing, Noise, noisy intensity image, nonlinear observation model, Optical imaging, Optical sensors, Phase imaging, phase inference algorithms, smoothing methods}, pubstate = {published}, tppubtype = {inproceedings} } Novel efficient algorithms are developed to infer the phase of a complex optical field from a sequence of intensity images taken at different defocus distances. The non-linear observation model is approximated by a linear model. The complex optical field is inferred by iterative Kalman smoothing in the Fourier domain: forward and backward sweeps of Kalman recursions are alternated, and in each such sweep, the approximate linear model is refined. By limiting the number of iterations, one can trade off accuracy vs. complexity. The complexity of each iteration in the proposed algorithm is in the order of N logN, where N is the number of pixels per image. The storage required scales linearly with N. In contrast, the complexity of existing phase inference algorithms scales with N3 and the required storage with N2. The proposed algorithms may enable real-time estimation of optical fields from noisy intensity images. |

## 2010 |

## Inproceedings |

Achutegui, Katrin ; Rodas, Javier ; Escudero, Carlos J; Miguez, Joaquin A Model-Switching Sequential Monte Carlo Algorithm for Indoor Tracking with Experimental RSS Data Inproceedings 2010 International Conference on Indoor Positioning and Indoor Navigation, pp. 1–8, IEEE, Zurich, 2010, ISBN: 978-1-4244-5862-2. Abstract | Links | BibTeX | Tags: Approximation methods, Computational modeling, Data models, generalized IMM system, GIMM approach, indoor radio, Indoor tracking, Kalman filters, maneuvering target motion, Mathematical model, model switching sequential Monte Carlo algorithm, Monte Carlo methods, multipath propagation, multiple model interaction, propagation environment, radio receivers, radio tracking, radio transmitters, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, sensors, state space model, target position dependent data, transmitter-to-receiver distance, wireless technology @inproceedings{Achutegui2010, title = {A Model-Switching Sequential Monte Carlo Algorithm for Indoor Tracking with Experimental RSS Data}, author = {Achutegui, Katrin and Rodas, Javier and Escudero, Carlos J. and Miguez, Joaquin}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5648053}, isbn = {978-1-4244-5862-2}, year = {2010}, date = {2010-01-01}, booktitle = {2010 International Conference on Indoor Positioning and Indoor Navigation}, pages = {1--8}, publisher = {IEEE}, address = {Zurich}, abstract = {In this paper we address the problem of indoor tracking using received signal strength (RSS) as position-dependent data. This type of measurements are very appealing because they can be easily obtained with a variety of (inexpensive) wireless technologies. However, the extraction of accurate location information from RSS in indoor scenarios is not an easy task. Due to the multipath propagation, it is hard to adequately model the correspondence between the received power and the transmitter-to-receiver distance. For that reason, we propose the use of a compound model that combines several sub-models, whose parameters are adjusted to different propagation environments. This methodology, called Interacting Multiple Models (IMM), has been used in the past either for modeling the motion of maneuvering targets or the relationship between the target position and the observations. Here, we extend its application to handle both types of uncertainty simultaneously and we refer to the resulting state-space model as a generalized IMM (GIMM) system. The flexibility of the GIMM approach is attained at the expense of an increase in the number of random processes that must be accurately tracked. To overcome this difficulty, we introduce a Rao-Blackwellized sequential Monte Carlo tracking algorithm that exhibits good performance both with synthetic and experimental data.}, keywords = {Approximation methods, Computational modeling, Data models, generalized IMM system, GIMM approach, indoor radio, Indoor tracking, Kalman filters, maneuvering target motion, Mathematical model, model switching sequential Monte Carlo algorithm, Monte Carlo methods, multipath propagation, multiple model interaction, propagation environment, radio receivers, radio tracking, radio transmitters, random processes, Rao-Blackwellized sequential Monte Carlo tracking, received signal strength, RSS data, sensors, state space model, target position dependent data, transmitter-to-receiver distance, wireless technology}, pubstate = {published}, tppubtype = {inproceedings} } In this paper we address the problem of indoor tracking using received signal strength (RSS) as position-dependent data. This type of measurements are very appealing because they can be easily obtained with a variety of (inexpensive) wireless technologies. However, the extraction of accurate location information from RSS in indoor scenarios is not an easy task. Due to the multipath propagation, it is hard to adequately model the correspondence between the received power and the transmitter-to-receiver distance. For that reason, we propose the use of a compound model that combines several sub-models, whose parameters are adjusted to different propagation environments. This methodology, called Interacting Multiple Models (IMM), has been used in the past either for modeling the motion of maneuvering targets or the relationship between the target position and the observations. Here, we extend its application to handle both types of uncertainty simultaneously and we refer to the resulting state-space model as a generalized IMM (GIMM) system. The flexibility of the GIMM approach is attained at the expense of an increase in the number of random processes that must be accurately tracked. To overcome this difficulty, we introduce a Rao-Blackwellized sequential Monte Carlo tracking algorithm that exhibits good performance both with synthetic and experimental data. |

## 2009 |

## Inproceedings |

Djuric, Petar M; Bugallo, Monica F; Closas, Pau ; Miguez, Joaquin Measuring the Robustness of Sequential Methods Inproceedings 2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, pp. 29–32, IEEE, Aruba, Dutch Antilles, 2009, ISBN: 978-1-4244-5179-1. Abstract | Links | BibTeX | Tags: Additive noise, cumulative distribution functions, data processing method, extended Kalman filtering, Extraterrestrial measurements, Filtering, Gaussian distribution, Gaussian noise, Kalman filters, Kolmogorov-Smirnov distance, Least squares approximation, Noise robustness, nonlinear filters, robustness, sequential methods, statistical distributions, telecommunication computing @inproceedings{Djuric2009a, title = {Measuring the Robustness of Sequential Methods}, author = {Djuric, Petar M. and Bugallo, Monica F. and Closas, Pau and Miguez, Joaquin}, url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5413275}, isbn = {978-1-4244-5179-1}, year = {2009}, date = {2009-01-01}, booktitle = {2009 IEEE 13th Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop}, pages = {29--32}, publisher = {IEEE}, address = {Aruba, Dutch Antilles}, abstract = {Whenever we apply methods for processing data, we make a number of model assumptions. In reality, these assumptions are not always correct. Robust methods can withstand model inaccuracies, that is, despite some incorrect assumptions they can still produce good results. We often want to know how robust employed methods are. To that end we need to have a yardstick for measuring robustness. In this paper, we propose an approach for constructing such metrics for sequential methods. These metrics are derived from the Kolmogorov-Smirnov distance between the cumulative distribution functions of the actual observations and the ones based on the assumed model. The use of the proposed metrics is demonstrated with simulation examples.}, keywords = {Additive noise, cumulative distribution functions, data processing method, extended Kalman filtering, Extraterrestrial measurements, Filtering, Gaussian distribution, Gaussian noise, Kalman filters, Kolmogorov-Smirnov distance, Least squares approximation, Noise robustness, nonlinear filters, robustness, sequential methods, statistical distributions, telecommunication computing}, pubstate = {published}, tppubtype = {inproceedings} } Whenever we apply methods for processing data, we make a number of model assumptions. In reality, these assumptions are not always correct. Robust methods can withstand model inaccuracies, that is, despite some incorrect assumptions they can still produce good results. We often want to know how robust employed methods are. To that end we need to have a yardstick for measuring robustness. In this paper, we propose an approach for constructing such metrics for sequential methods. These metrics are derived from the Kolmogorov-Smirnov distance between the cumulative distribution functions of the actual observations and the ones based on the assumed model. The use of the proposed metrics is demonstrated with simulation examples. |