2014
Read, Jesse; Achutegui, Katrin; Miguez, Joaquin
A Distributed Particle Filter for Nonlinear Tracking in Wireless Sensor Networks Artículo de revista
En: Signal Processing, vol. 98, pp. 121–134, 2014.
Resumen | Enlaces | BibTeX | Etiquetas: Distributed filtering, Target tracking, Wireless sensor network
@article{Read2014b,
title = {A Distributed Particle Filter for Nonlinear Tracking in Wireless Sensor Networks},
author = {Jesse Read and Katrin Achutegui and Joaquin Miguez},
url = {http://www.tsc.uc3m.es/~jmiguez/papers/P40_2014_A Distributed Particle Filter for Nonlinear Tracking in Wireless Sensor Networks.pdf
http://www.sciencedirect.com/science/article/pii/S0165168413004568},
year = {2014},
date = {2014-01-01},
journal = {Signal Processing},
volume = {98},
pages = {121--134},
abstract = {The use of distributed particle filters for tracking in sensor networks has become popular in recent years. The distributed particle filters proposed in the literature up to now are only approximations of the centralized particle filter or, if they are a proper distributed version of the particle filter, their implementation in a wireless sensor network demands a prohibitive communication capability. In this work, we propose a mathematically sound distributed particle filter for tracking in a real-world indoor wireless sensor network composed of low-power nodes. We provide formal and general descriptions of our methodology and then present the results of both real-world experiments and/or computer simulations that use models fitted with real data. With the same number of particles as a centralized filter, the distributed algorithm is over four times faster, yet our simulations show that, even assuming the same processing speed, the accuracy of the centralized and distributed algorithms is practically identical. The main limitation of the proposed scheme is the need to make all the sensor observations available to every processing node. Therefore, it is better suited to broadcast networks or multihop networks where the volume of generated data is kept low, e.g., by an adequate local pre-processing of the observations.},
keywords = {Distributed filtering, Target tracking, Wireless sensor network},
pubstate = {published},
tppubtype = {article}
}
The use of distributed particle filters for tracking in sensor networks has become popular in recent years. The distributed particle filters proposed in the literature up to now are only approximations of the centralized particle filter or, if they are a proper distributed version of the particle filter, their implementation in a wireless sensor network demands a prohibitive communication capability. In this work, we propose a mathematically sound distributed particle filter for tracking in a real-world indoor wireless sensor network composed of low-power nodes. We provide formal and general descriptions of our methodology and then present the results of both real-world experiments and/or computer simulations that use models fitted with real data. With the same number of particles as a centralized filter, the distributed algorithm is over four times faster, yet our simulations show that, even assuming the same processing speed, the accuracy of the centralized and distributed algorithms is practically identical. The main limitation of the proposed scheme is the need to make all the sensor observations available to every processing node. Therefore, it is better suited to broadcast networks or multihop networks where the volume of generated data is kept low, e.g., by an adequate local pre-processing of the observations.
2012
Maiz, Cristina S; Molanes-Lopez, Elisa M; Miguez, Joaquin; Djuric, Petar M
A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers Artículo de revista
En: IEEE Transactions on Signal Processing, vol. 60, no 9, pp. 4611–4627, 2012, ISSN: 1053-587X.
Resumen | Enlaces | BibTeX | Etiquetas: 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 = {Cristina S Maiz and Elisa M Molanes-Lopez and Joaquin Miguez and Petar M Djuric},
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.