Moving Object Tracking
|
|
- Gary Randall Richards
- 5 years ago
- Views:
Transcription
1 Moving Objec Tracing Princeon Universiy COS 49 Lecure Dec Harpree S. Sawhney hsawhney@sarnoff.com
2 Recapiulaion : Las Lecure Moving objec deecion as robus regression wih oulier deecion Simulaneous muliple surface/moving objec esimaion Epecaion-Maimizaion EM) algorihm as a formal mechanism for muliple model esimaion & is applicaion o muliple moion deecion and esimaion
3 The Tracing Problem Mainain ideniy across ime of designaed or auomaically deeced objecs
4 The Tracing Problem : Issues Objec Deecion : Designaed or auomaically deeced Objec Sae Insaniaion: Objec represenaion Posiion Velociy Shape Color Appearance Templae Sae Predicion: Having seen { y0y Kyi-} wha sae do hese measuremens predic for he ne ime insan i? Need a represenaion for X Y = y KY y ) P i 0 0 i- = i- Daa Associaion: Which of he measuremens a he i-h insan correspond o he prediced sae a ha insan? Use o esablish he correspondence PXi Y0 = y0 KYi- = yi-) Sae Updae: Wih he corresponding measuremen y i esablished for insan i compue an esimae of he opimal new sae hrough PXi Y0 = y0 KYi = y i)
5 Objec Deecion Designaed Objec User specifies a emplae The sysem convers ha emplae ino an appropriae represenaion o be raced
6 Objec Deecion Fied Cameras Model he bacground using a reference image or a reference disribuion Deec objecs as changes wih respec o he reference
7 Objec Deecion Moving Cameras Align consecuive frames using he now well-nown echniques sudied in his class Use frame differencing beween aligned frames o deec changes designaed as new objecs
8 Simple Tracer : Blob racer Change-based racer: Approach Align video images Deec regions of change Trac change blobs Problem wih his approach is ha i uses no appearance informaion difficul o deal wih salled or close-by objecs
9 Moving Blobs
10 Simple Tracer - Correlaion Based Correlaion-based racer: Approach Iniialize he emplaes and he suppors of foreground objecs Esimae moion by correlaion The problem wih his approach is ha i does no simulaneously compue he segmenaion and appearance No accurae segmenaion or region of suppor may drif over ime. Ge confused by cluered bacgrounds
11 Problems wih he simple racers They lac he wo ey ingrediens for opimal racing: Sae predicion Opimal sae updaion Since measuremens are never perfec --- each has some uncerainy associaed wih i --- opimal sae predicion and updaion need o ae he uncerainies ino accoun Furhermore he objec represenaion needs o be richer No jus a change blob or fied emplae Opimal mehod for updaing he sae
12 Kalman Filering Assume ha resuls of eperimen i.e. opical flow) are noisy measuremens of sysem sae Model of how sysem evolves Predicion / correcion framewor Opimal combinaion of sysem model and observaions Rudolf Emil Kalman Acnowledgmen: much of he following maerial is based on he SIGGRAPH 00 course by Greg Welch and Gary Bishop UNC)
13 Simple Eample A poin whose posiion remains consan : Say a emperaure reading Noisy measuremen of ha single poin z Variance σ uncerainy σ ) Bes esimae of rue posiion ˆ = z Uncerainy in bes esimae ˆ σ = σ σ = σ
14 Simple Eample Second measuremen z variance σ Bes esimae of rue posiion Uncerainy in bes esimae ) ˆ ˆ ˆ z z z + = + + = +σ σ σ σ σ σ σ ) ˆ ˆ ˆ z z z + = + + = +σ σ σ σ σ σ σ ˆ ˆ σ σ σ + = ˆ ˆ σ σ σ + =
15 Online Weighed Average Combine successive measuremens ino consanlyimproving esimae Uncerainy decreases over ime Only need o eep curren measuremen las esimae of sae and uncerainy We have essenially compued he Leas Squares OR Minimum Variance OR Maimum Lielihood esimae of X given a number of noisy measuremens Z hrough an incremenal mehod
16 Terminology In his eample posiion is sae in general any vecor Sae evolves over ime according o a dynamic model or process model in his eample nohing changes ) Measuremens are relaed o he sae according o a measuremen model possibly incomplee possibly noisy) Bes esimae of sae ˆˆ wih covariance P
17 Very general model: Tracing Framewor We assume here are moving objecs which have an underlying sae X There are measuremens Z some of which are funcions of his sae There is a cloc a each ic he sae changes a each ic we ge a new observaion Eamples objec is ball sae is 3D posiion+velociy measuremens are sereo pairs objec is person sae is body configuraion measuremens are frames cloc is in camera 30 fps)
18 Bayesian Graphical Model Sae Variables: Those ha ell us abou objecs & heir saes Bu hey are hidden canno be direcly observed Dynamic Model K X - X X + Measuemen Model K Z - Z Z + Measuremens: Can be direcly observed Are noisy uncerain
19 Bayesian Formulaion p z ) = κpz ) p - )p - z - ) d - p z ) Poserior probabiliy afer laes measuremen pz ) Lielihood of he curren measuremen p -) p- z-) κ Temporal prior from he dynamic model Poserior probabiliy afer previous measuremen Normalizing consan
20 Key ideas: The Kalman Filer Linear models inerac uniquely well wih Gaussian noise mae he prior Gaussian everyhing else Gaussian and he calculaions are easy Gaussians are really easy o represen once you now he mean and covariance you re done
21 Linear Models For sandard Kalman filering everyhing mus be linear Sysem / Dynamical model: ξ = Φ + ξ The mari Φ is sae ransiion mari The vecor ξ represens addiive noise assumed o have covariance Q : N0;Q) ~ N Φ - ;Q )
22 Linear Models Measuremen model / Lielihood model: z z ~ NH ;R Mari H is measuremen mari = H + μ ) The vecor μ is measuremen noise assumed o have covariance R : N0; μ)
23 Posiion-Velociy Model Poins moving wih consan velociy We wish o esimae heir PV sae a every ime insan Φ H = = = d 0 d Δ [ 0 ] Posiion-Velociy Sae Consan Velociy Dynamic Model Mari Only posiion is direcly observable
24 Predicion/Correcion Predic new sae Correc o ae new measuremens ino accoun T ˆ + Φ Φ = Φ = Q P P T ˆ + Φ Φ = Φ = Q P P ) ) P H K I P H z K = + = ˆ ) ) P H K I P H z K = + = ˆ
25 Kalman Gain Weighing of process model vs. measuremens T T ) K P H H P H + R = Compare o wha we saw earlier: σ σ + + σ
26 Opimal Linear Esimae Opimal Linear Filer ˆ + ) = K ˆ -) + K Prediced sae Measuremen Under Gaussian assumpions linear esimae is he opimal Esimaion Error: + ) = + + ) ~ ˆ + ) ~ = [K + K H ~ - I] z + K ~ K = I - -) + K For an unbiased esimae: E[ + )] = 0 K H v ˆ + ) = ˆ -) + K [z - H ˆ -)] K Is obained by minimizing he variance of he sae esimae
27 [Welch & Bishop] Resuls: Posiion-Only Model Moving Sill
28 [Welch & Bishop] Resuls: Posiion-Velociy Model Moving Sill
29 Eension: Muliple Models Simulaneously run many KFs wih differen sysem models Esimae probabiliy each KF is correc Final esimae: weighed average
30 Resuls: Muliple Models [Welch & Bishop]
31 Resuls: Muliple Models [Welch & Bishop]
32 Resuls: Muliple Models [Welch & Bishop]
33 Eension: SCAAT H be differen a differen imes Differen sensors ypes of measuremens Someimes measure only par of sae Single Consrain A A Time SCAAT) Incorporae resuls from one sensor a once Alernaive: wai unil you have measuremens from enough sensors o now complee sae MCAAT) MCAAT equaions ofen more comple bu someimes necessary for iniializaion
34 UNC HiBall 6 cameras looing a LEDs on ceiling LEDs flash over ime [Welch & Bishop]
35 Eension: Nonlineariy EKF) HiBall sae model has nonlinear degrees of freedom roaions) Eended Kalman Filer allows nonlineariies by: Using general funcions insead of marices Linearizing funcions o projec forward Lie s order Taylor series epansion Only have o evaluae Jacobians parial derivaives) no inver process/measuremen funcions
36 Oher Eensions On-line noise esimaion Using nown sysem inpu e.g. acuaors) Using informaion from boh pas and fuure Non-Gaussian noise and paricle filering
37 Daa Associaion Neares Neighbors choose he measuremen wih highes probabiliy given prediced sae popular bu can lead o caasrophe Probabilisic Daa Associaion combine measuremens weighing by probabiliy given prediced sae gae using prediced sae
38 Video based Tracing : Compleiies In addiion o posiion and velociy objec sae may include: Appearance shape specific objec models : people vehicles ec. Camera may move in addiion o he objec Trac bacground as well as he foreground Measuremen model and he associaed lielihood compuaion is more comple: Compue he lielihood of he presence of a head-n-shoulders person model a a given locaion in he image Muliple objecs need o be raced simulaneously Measuremens need o be opimally associaed wih a se of models raher han a single model as in he previous eamples
39 Applicaion - Tracing vehicles in aerial videos The goals of a racing sysem are o deec new moving objecs mainain ideniy of objecs handle muliple objecs and ineracions beween hem. e.g. passing sopped ec. provide informaion regarding he objecs e.g. shape appearance and moion. Tracing Sysem Video Sream Resuls
40 Tracing as a coninuous moion segmenaion problem Tracing problem coninuous moion segmenaion problem: esimaion of a complee represenaion of foreground and bacground objecs over ime. Complee represenaion Layer) includes: moion of objecs and bacground shape of objecs and suppor appearance of objecs Key: consrains
41 Layer based moion analysis mehod Simulaneously achieve moion and segmenaion esimaion EM algorihm) Esimae segmenaion based on moion consisency Esimae moion based on segmenaion
42 Moion layer represenaions - models/consrains Local consrains Global consrains Muli-frame consisency Moion Smooh dense flow: Weiss 97 D affine: Darrell9 Wang93 Hsu94 Sawhney96 Weiss 96 Vasconcelos97 D roaion and ranslaion & consan velociy: This paper 3D planar: Torr99 Segmenaion MRF segmenaion prior: Weiss96 Vasconcelos97 Bacground+Gaussian segmenaion prior: This paper - Secion. Consan segmenaion prior: This paper - Ellipical shape prior Appearance Consan appearance: This paper
43 Dynamic Layer Represenaion Spaial and emporal consrains on he layer segmenaion moion and appearance EM algorihm for maimum a poseriori esimaion Layer ownership is consrained by a parameric shape disribuion insead of a local smoohness consrain. I prevens he layer evolving ino arbirary shapes and enables racable esimaion over ime.
44 Represenaion and consrains - segmenaion and appearance Segmenaion prior model bacground + ellipical shapes consan value over ime Φ = { l s} Bacground layer Layer j β γ Appearance model - consan value over ime A
45 Represenaion and consrains - moion Moion model moion foreground ranslaion + roaion consan velociy model Θ = u u ω ) ω bacground planar surface
46 MAP esimaion P moion image appearance moion shape _ appearance prior shape image _ prior ) moion appearance shape prior moion appearance shape prior moion appearance shape prior image - image image +
47 MAP esimaion - formulaion Noaion curren image is. Curren sae is. Esimaion I ] A [ Φ Θ Λ = ) ) ma arg ) ma arg = P P P I I I I I Λ Λ Λ Λ Λ Λ Λ Λ prior lielihood
48 Opimizaion using EM algorihm The general Epecaion Maimizaion algorihm observaion and parameer objecive funcion: equivalen o ieraively improving condiional epecaion For he dynamic layer racer: Opimize over ) log ] ) [log ) θ θ θ θ θ P y y P E Q + = ) ) arg ma θ θ θ P y P y θ ) log ] ) [log + = P I I I z I P E Q Λ Λ Λ Λ Λ Λ Λ Q
49 Opimizaion - 3 seps Opimizaion over moion segmenaion and appearance correspond o he following hree seps: layer moion esimaion based on curren segmenaion and appearance weighed correlaion or direc mehod layer segmenaion esimaion compeiion beween moion layers layer appearance esimaion Kalman filering of appearance
50 Opimizaion - flow char frame - frame updae ownership h i j esimae moion Θ updae ownership h i j esimae shape prior Φ updae ownership h i j esimae appearance A frame +
51 Opimizaion - illusraion moion - moion shape prior - moion esimaion shape esimaion appearance esimaion shape prior appearance - appearance frame
52 Opimizaion - equaions Moion esimaion weighed SSD Ownership esimaion - gradien mehod Appearance esimaion ) / / ) / )) / )) I j i A I i j i A i j j i j j h I h T A T A σ σ σ σ + + = 3. 0 ) / / ) ) ) ) )) ) ls j j j y j i n i i j i i j i j i j i j s s s y L D L L D h s f σ γ = = 3. 0 ) / / ) ) ) ) )) ) ls j j j j i n i i j i i j i j i j i j l l l y L D L L D h l f σ γ = =
53 Inference of objec saus A sae ransiion graph is designed o rigger evens such as objec iniializaion objec eliminaion infer objec saes such as moving sopping wo objecs ha are close o each oher ec.
54 Inference of Objec Saus NM {!NM&!NS} NM & SI occluded NB!NM OB LT!NM&NS new!nm &!OB moving!nm&ns OB disappear NM&!SI&!ZM NM &!SI&ZM NM OB NM&NS sop!ns OB LT Condiions NS = normal SSD score OB = ou of scope LT = NM for a long ime ZM= zero moion esimaion NB = new blob no objec covering a blob NM = no moion blob covering he objec SI = significan increase of SSD
55 Implemenaion - Sarnoff Layer Tracer Airborne Video Surveillance Sysem racing componen) Performance: Video Sream Sarnoff VFE 00 SGI Ocane Originally developed on a PC pored o SGI Ocane. 0-5 Hz for one objec over a single processor.
56 Turning Resuls
57 Resuls Turning a) b) c)
58 Resuls Passing - opposie direcions
59 Resuls Passing - opposie direcions a) b) c)
60 Resuls Passing - he same direcion
61 Resuls Passing - he same direcion a) b) c)
62 Sop Passing Resuls
63 Resuls Sop Passing a) b) c)
64 Implemenaion - Sarnoff Layer Tracer Moion esimaion: 95% of compuaion is for moion esimaion. Currenly weighed SSD correlaion is used. Searching in a 33 window a half resoluion for 3 differen angles. The size of he objec is around 4040 piels. Ownership esimaion change image is inegraed ino he formulaion o furher improve he robusness. Appearance esimaion appearance model for he bacground is no compued insead he previous image is used.
65 An Alernaive Appearance Model In he previous model appearance ges incremenally averaged over ime since i is par of he sae vecor A more sophisicaed appearance model allows for averaging as well as eeping up wih frame-o-frame appearance changes: Jepson e al. s WSL model A miure model of appearance Esimaed incremenally using online EM
66 WSL Adapive Model in D Wandering Process: consan variance σ w d μ s Sable Process: variance σ s Los Process d [ ] d Miure model for curren daa 4 dof): p d q m d ) m p d q ) + m p d d ) + = s s w w ml pl d ) sable parameers q = μ s σ s ) miing probabiliies m = ms mw ml)
67 On-Line Approimae EM One E One E-Sep: Sep: Compue daa ownerships only a curren ime ) ) ) = j j j d d p d d p m d o m q q } { l s w j One M One M-Sep: Sep: Updae weighed i h -order daa momens ) 0) j j M d m = 0) ) s s s M M = μ 0) ) s s s s M M σ μ = Updaed miing probabiliies 0 h order momens): Updaed mean and variance of sable process: ) ) ) ) i j i j i j M d d o M + = α α } { l s w j } { l s w j
68 Esimaion of Moion Parameers To esimae he moion model parameers we maimize he sum of log lielihood and log prior : O u) = log L D u A D ) + log p u u) where: warp parameers: daa a ime -: appearance model: parameric moion: lielihood u D = { d )} R - A = q m ) = w ; u) prior
69 Opimizaion Deails Daa Lielihood: daa from ime is warped bac o - and compared o predicions from he racing region a ime -. = )) ) ) ; ) - d A d p D A D L R u w u Moion Prior: ) ) ) 0 σ σ = G G p u u u u u slow smooh Fiing process for is similar o fiing miure models for flow Jepson & Blac 993). u
70 Real-Time Tracing
71 Major Componens of a Tracer Filered Represenaion Adapive Bacground Modeling Deeced change objecs Foreground Deecion Frame-oframe Tracing Filered Bacground Model Sae Machine
72 Tracer Bloc Diagram Sysem sae a ime A ime +) Sysem sae a ime +) Objec green bo) as seen a ime. laes model of appearance) Laes appearance model Objec appearance as learn from recen pas. learn model of appearance) Probabilisic visibiliy mas brigher he piel more liely ha i belongs o he objec Velociy esimae Deph if available moion esimaion appearance esimaion Occlusion handling visibiliy esimaion Updaed learn model Updaed visibiliy mas Velociy esimae Deph if available
73 Sample Progress of he Tracer Occlusion is deeced a his frame Noe learn model is much more immune o occlusions han he laes model. The appearance models and visibiliy mas are sill frozen o =8 because of occlusion The objec reappears afer occlusion and he models and visibiliy mas are updaed Sysem sae a ime = Sysem sae a ime =8 Sysem sae a ime =6 Sysem sae a ime =7
74 Tracer Feaures Non-parameric disribuion based bacground represenaion. Resilien o environmenal effecs lie wind-induced moion heainduced scinillaion ec. Foreground eracion based on pyramid filers and flow. Tunable for differen scenarios: oudoors indoors. Comprehensive racing based on appearance moion and shape. Auomaically adaps o smooh and sudden changes of appearance. Auomaically weighs appearance and shape maching. Precise moion esimaion based on opical flow. Sae machine ha eplois appearance moion and shape. Handles occlusions and confusing evens wih muliple objecs.
75 Eample: Oudoors
76 Eample: Indoor Overhead
77 Eample: Airpor Overhead
78 Eample: Airpor Ligh Traffic)
79 Eample: Airpor Sequence
80 Eample: Hallway Sequence
81 Eample: Hallway Sequence
82 3D Tracing wih Presence of Cluer and Muli-Camera Handoff Camera Camera Video of Camera and Camera Handing-off from camera o camera
83 3D Tracing in Oudoor Scenarios Original video Video wih enire mob being raced simulaneously Each color represens a differen person in he image Noe he 3D racer can disinguish beween people and heir shadows Deph Map Video
84 3D Tracing in Oudoor Scenarios Original video Video wih people and vehicles being raced simulaneously Each color represens a differen person/vehicle in he image Deph Map Video
85
Tracking. Announcements
Tracking Tuesday, Nov 24 Krisen Grauman UT Ausin Announcemens Pse 5 ou onigh, due 12/4 Shorer assignmen Auo exension il 12/8 I will no hold office hours omorrow 5 6 pm due o Thanksgiving 1 Las ime: Moion
More informationProbabilistic Robotics SLAM
Probabilisic Roboics SLAM The SLAM Problem SLAM is he process by which a robo builds a map of he environmen and, a he same ime, uses his map o compue is locaion Localizaion: inferring locaion given a map
More informationAugmented Reality II - Kalman Filters - Gudrun Klinker May 25, 2004
Augmened Realiy II Kalman Filers Gudrun Klinker May 25, 2004 Ouline Moivaion Discree Kalman Filer Modeled Process Compuing Model Parameers Algorihm Exended Kalman Filer Kalman Filer for Sensor Fusion Lieraure
More informationUsing the Kalman filter Extended Kalman filter
Using he Kalman filer Eended Kalman filer Doz. G. Bleser Prof. Sricker Compuer Vision: Objec and People Tracking SA- Ouline Recap: Kalman filer algorihm Using Kalman filers Eended Kalman filer algorihm
More informationProbabilistic Robotics SLAM
Probabilisic Roboics SLAM The SLAM Problem SLAM is he process by which a robo builds a map of he environmen and, a he same ime, uses his map o compue is locaion Localizaion: inferring locaion given a map
More informationProbabilistic Robotics
Probabilisic Roboics Bayes Filer Implemenaions Gaussian filers Bayes Filer Reminder Predicion bel p u bel d Correcion bel η p z bel Gaussians : ~ π e p N p - Univariae / / : ~ μ μ μ e p Ν p d π Mulivariae
More informationZürich. ETH Master Course: L Autonomous Mobile Robots Localization II
Roland Siegwar Margaria Chli Paul Furgale Marco Huer Marin Rufli Davide Scaramuzza ETH Maser Course: 151-0854-00L Auonomous Mobile Robos Localizaion II ACT and SEE For all do, (predicion updae / ACT),
More informationIntroduction to Mobile Robotics
Inroducion o Mobile Roboics Bayes Filer Kalman Filer Wolfram Burgard Cyrill Sachniss Giorgio Grisei Maren Bennewiz Chrisian Plagemann Bayes Filer Reminder Predicion bel p u bel d Correcion bel η p z bel
More informationSEIF, EnKF, EKF SLAM. Pieter Abbeel UC Berkeley EECS
SEIF, EnKF, EKF SLAM Pieer Abbeel UC Berkeley EECS Informaion Filer From an analyical poin of view == Kalman filer Difference: keep rack of he inverse covariance raher han he covariance marix [maer of
More informationApplications in Industry (Extended) Kalman Filter. Week Date Lecture Title
hp://elec34.com Applicaions in Indusry (Eended) Kalman Filer 26 School of Informaion echnology and Elecrical Engineering a he Universiy of Queensland Lecure Schedule: Week Dae Lecure ile 29-Feb Inroducion
More informationNotes on Kalman Filtering
Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren
More informationKriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number
More informationCS 4495 Computer Vision Tracking 1- Kalman,Gaussian
CS 4495 Compuer Vision A. Bobick CS 4495 Compuer Vision - KalmanGaussian Aaron Bobick School of Ineracive Compuing CS 4495 Compuer Vision A. Bobick Adminisrivia S5 will be ou his Thurs Due Sun Nov h :55pm
More informationRobot Motion Model EKF based Localization EKF SLAM Graph SLAM
Robo Moion Model EKF based Localizaion EKF SLAM Graph SLAM General Robo Moion Model Robo sae v r Conrol a ime Sae updae model Noise model of robo conrol Noise model of conrol Robo moion model
More information2.160 System Identification, Estimation, and Learning. Lecture Notes No. 8. March 6, 2006
2.160 Sysem Idenificaion, Esimaion, and Learning Lecure Noes No. 8 March 6, 2006 4.9 Eended Kalman Filer In many pracical problems, he process dynamics are nonlinear. w Process Dynamics v y u Model (Linearized)
More informationTwo Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017
Two Popular Bayesian Esimaors: Paricle and Kalman Filers McGill COMP 765 Sep 14 h, 2017 1 1 1, dx x Bel x u x P x z P Recall: Bayes Filers,,,,,,, 1 1 1 1 u z u x P u z u x z P Bayes z = observaion u =
More informationL07. KALMAN FILTERING FOR NON-LINEAR SYSTEMS. NA568 Mobile Robotics: Methods & Algorithms
L07. KALMAN FILTERING FOR NON-LINEAR SYSTEMS NA568 Mobile Roboics: Mehods & Algorihms Today s Topic Quick review on (Linear) Kalman Filer Kalman Filering for Non-Linear Sysems Exended Kalman Filer (EKF)
More informationEstimation of Poses with Particle Filters
Esimaion of Poses wih Paricle Filers Dr.-Ing. Bernd Ludwig Chair for Arificial Inelligence Deparmen of Compuer Science Friedrich-Alexander-Universiä Erlangen-Nürnberg 12/05/2008 Dr.-Ing. Bernd Ludwig (FAU
More informationTracking. Many slides adapted from Kristen Grauman, Deva Ramanan
Tracking Man slides adaped from Krisen Grauman Deva Ramanan Coures G. Hager Coures G. Hager J. Kosecka cs3b Adapive Human-Moion Tracking Acquisiion Decimaion b facor 5 Moion deecor Grascale convers. Image
More information2016 Possible Examination Questions. Robotics CSCE 574
206 Possible Examinaion Quesions Roboics CSCE 574 ) Wha are he differences beween Hydraulic drive and Shape Memory Alloy drive? Name one applicaion in which each one of hem is appropriae. 2) Wha are he
More informationData Fusion using Kalman Filter. Ioannis Rekleitis
Daa Fusion using Kalman Filer Ioannis Rekleiis Eample of a arameerized Baesian Filer: Kalman Filer Kalman filers (KF represen poserior belief b a Gaussian (normal disribuion A -d Gaussian disribuion is
More informationEKF SLAM vs. FastSLAM A Comparison
vs. A Comparison Michael Calonder, Compuer Vision Lab Swiss Federal Insiue of Technology, Lausanne EPFL) michael.calonder@epfl.ch The wo algorihms are described wih a planar robo applicaion in mind. Generalizaion
More informationAn recursive analytical technique to estimate time dependent physical parameters in the presence of noise processes
WHAT IS A KALMAN FILTER An recursive analyical echnique o esimae ime dependen physical parameers in he presence of noise processes Example of a ime and frequency applicaion: Offse beween wo clocks PREDICTORS,
More informationSequential Importance Resampling (SIR) Particle Filter
Paricle Filers++ Pieer Abbeel UC Berkeley EECS Many slides adaped from Thrun, Burgard and Fox, Probabilisic Roboics 1. Algorihm paricle_filer( S -1, u, z ): 2. Sequenial Imporance Resampling (SIR) Paricle
More informationמקורות לחומר בשיעור ספר הלימוד: Forsyth & Ponce מאמרים שונים חומר באינטרנט! פרק פרק 18
עקיבה מקורות לחומר בשיעור ספר הלימוד: פרק 5..2 Forsh & once פרק 8 מאמרים שונים חומר באינטרנט! Toda Tracking wih Dnamics Deecion vs. Tracking Tracking as probabilisic inference redicion and Correcion Linear
More informationPhysics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle
Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,
More informationAlgorithms for Sensor-Based Robotics: Kalman Filters for Mapping and Localization
Algorihms for Sensor-Based Roboics: Kalman Filers for Mapping and Localizaion Sensors! Laser Robos link o he eernal world (obsession wih deph) Sensors, sensors, sensors! and racking wha is sensed: world
More informationState-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter
Sae-Space Models Iniializaion, Esimaion and Smoohing of he Kalman Filer Iniializaion of he Kalman Filer The Kalman filer shows how o updae pas predicors and he corresponding predicion error variances when
More informationOptical Flow I. Guido Gerig CS 6320, Spring 2015
Opical Flow Guido Gerig CS 6320, Spring 2015 (credis: Marc Pollefeys UNC Chapel Hill, Comp 256 / K.H. Shafique, UCSF, CAP5415 / S. Narasimhan, CMU / Bahadir K. Gunurk, EE 7730 / Bradski&Thrun, Sanford
More informationTracking. Many slides adapted from Kristen Grauman, Deva Ramanan
Tracking Man slides adaped from Krisen Grauman Deva Ramanan Coures G. Hager Coures G. Hager J. Kosecka cs3b Adapive Human-Moion Tracking Acquisiion Decimaion b facor 5 Moion deecor Grascale convers. Image
More informationObject Tracking. Computer Vision Jia-Bin Huang, Virginia Tech. Many slides from D. Hoiem
Objec Tracking Compuer Vision Jia-Bin Huang Virginia Tech Man slides from D. Hoiem Adminisraive suffs HW 5 (Scene caegorizaion) Due :59pm on Wed November 6 oll on iazza When should we have he final exam?
More informationHidden Markov Models
Hidden Markov Models Probabilisic reasoning over ime So far, we ve mosly deal wih episodic environmens Excepions: games wih muliple moves, planning In paricular, he Bayesian neworks we ve seen so far describe
More information3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon
3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of
More informationCS376 Computer Vision Lecture 6: Optical Flow
CS376 Compuer Vision Lecure 6: Opical Flow Qiing Huang Feb. 11 h 2019 Slides Credi: Krisen Grauman and Sebasian Thrun, Michael Black, Marc Pollefeys Opical Flow mage racking 3D compuaion mage sequence
More informationGeorey E. Hinton. University oftoronto. Technical Report CRG-TR February 22, Abstract
Parameer Esimaion for Linear Dynamical Sysems Zoubin Ghahramani Georey E. Hinon Deparmen of Compuer Science Universiy oftorono 6 King's College Road Torono, Canada M5S A4 Email: zoubin@cs.orono.edu Technical
More informationAnno accademico 2006/2007. Davide Migliore
Roboica Anno accademico 2006/2007 Davide Migliore migliore@ele.polimi.i Today Eercise session: An Off-side roblem Robo Vision Task Measuring NBA layers erformance robabilisic Roboics Inroducion The Bayesian
More informationCSE-473. A Gentle Introduction to Particle Filters
CSE-473 A Genle Inroducion o Paricle Filers Bayes Filers for Robo Localizaion Dieer Fo 2 Bayes Filers: Framework Given: Sream of observaions z and acion daa u: d Sensor model Pz. = { u, z2, u 1, z 1 Dynamics
More informationAnnouncements. Recap: Filtering. Recap: Reasoning Over Time. Example: State Representations for Robot Localization. Particle Filtering
Inroducion o Arificial Inelligence V22.0472-001 Fall 2009 Lecure 18: aricle & Kalman Filering Announcemens Final exam will be a 7pm on Wednesday December 14 h Dae of las class 1.5 hrs long I won ask anyhing
More informationIn this chapter the model of free motion under gravity is extended to objects projected at an angle. When you have completed it, you should
Cambridge Universiy Press 978--36-60033-7 Cambridge Inernaional AS and A Level Mahemaics: Mechanics Coursebook Excerp More Informaion Chaper The moion of projeciles In his chaper he model of free moion
More informationFundamental Problems In Robotics
Fundamenal Problems In Roboics Wha does he world looks like? (mapping sense from various posiions inegrae measuremens o produce map assumes perfec knowledge of posiion Where am I in he world? (localizaion
More informationFinancial Econometrics Kalman Filter: some applications to Finance University of Evry - Master 2
Financial Economerics Kalman Filer: some applicaions o Finance Universiy of Evry - Maser 2 Eric Bouyé January 27, 2009 Conens 1 Sae-space models 2 2 The Scalar Kalman Filer 2 21 Presenaion 2 22 Summary
More informationLecture 4 Kinetics of a particle Part 3: Impulse and Momentum
MEE Engineering Mechanics II Lecure 4 Lecure 4 Kineics of a paricle Par 3: Impulse and Momenum Linear impulse and momenum Saring from he equaion of moion for a paricle of mass m which is subjeced o an
More informationLecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still.
Lecure - Kinemaics in One Dimension Displacemen, Velociy and Acceleraion Everyhing in he world is moving. Nohing says sill. Moion occurs a all scales of he universe, saring from he moion of elecrons in
More informationModal identification of structures from roving input data by means of maximum likelihood estimation of the state space model
Modal idenificaion of srucures from roving inpu daa by means of maximum likelihood esimaion of he sae space model J. Cara, J. Juan, E. Alarcón Absrac The usual way o perform a forced vibraion es is o fix
More informationSolution: b All the terms must have the dimension of acceleration. We see that, indeed, each term has the units of acceleration
PHYS 54 Tes Pracice Soluions Spring 8 Q: [4] Knowing ha in he ne epression a is acceleraion, v is speed, is posiion and is ime, from a dimensional v poin of view, he equaion a is a) incorrec b) correc
More information0.1 MAXIMUM LIKELIHOOD ESTIMATION EXPLAINED
0.1 MAXIMUM LIKELIHOOD ESTIMATIO EXPLAIED Maximum likelihood esimaion is a bes-fi saisical mehod for he esimaion of he values of he parameers of a sysem, based on a se of observaions of a random variable
More informationData Assimilation. Alan O Neill National Centre for Earth Observation & University of Reading
Daa Assimilaion Alan O Neill Naional Cenre for Earh Observaion & Universiy of Reading Conens Moivaion Univariae scalar) daa assimilaion Mulivariae vecor) daa assimilaion Opimal Inerpoleion BLUE) 3d-Variaional
More informationFrom Particles to Rigid Bodies
Rigid Body Dynamics From Paricles o Rigid Bodies Paricles No roaions Linear velociy v only Rigid bodies Body roaions Linear velociy v Angular velociy ω Rigid Bodies Rigid bodies have boh a posiion and
More informationm = 41 members n = 27 (nonfounders), f = 14 (founders) 8 markers from chromosome 19
Sequenial Imporance Sampling (SIS) AKA Paricle Filering, Sequenial Impuaion (Kong, Liu, Wong, 994) For many problems, sampling direcly from he arge disribuion is difficul or impossible. One reason possible
More informationSpeaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis
Speaker Adapaion Techniques For Coninuous Speech Using Medium and Small Adapaion Daa Ses Consaninos Boulis Ouline of he Presenaion Inroducion o he speaker adapaion problem Maximum Likelihood Sochasic Transformaions
More informationBook Corrections for Optimal Estimation of Dynamic Systems, 2 nd Edition
Boo Correcions for Opimal Esimaion of Dynamic Sysems, nd Ediion John L. Crassidis and John L. Junins November 17, 017 Chaper 1 This documen provides correcions for he boo: Crassidis, J.L., and Junins,
More informationLinear Gaussian State Space Models
Linear Gaussian Sae Space Models Srucural Time Series Models Level and Trend Models Basic Srucural Model (BSM Dynamic Linear Models Sae Space Model Represenaion Level, Trend, and Seasonal Models Time Varying
More informationCptS 570 Machine Learning School of EECS Washington State University. CptS Machine Learning 1
CpS 570 Machine Learning School of EECS Washingon Sae Universiy CpS 570 - Machine Learning 1 Form of underlying disribuions unknown Bu sill wan o perform classificaion and regression Semi-parameric esimaion
More informationGround Rules. PC1221 Fundamentals of Physics I. Kinematics. Position. Lectures 3 and 4 Motion in One Dimension. A/Prof Tay Seng Chuan
Ground Rules PC11 Fundamenals of Physics I Lecures 3 and 4 Moion in One Dimension A/Prof Tay Seng Chuan 1 Swich off your handphone and pager Swich off your lapop compuer and keep i No alking while lecure
More informationCSE-571 Robotics. Sample-based Localization (sonar) Motivation. Bayes Filter Implementations. Particle filters. Density Approximation
Moivaion CSE57 Roboics Bayes Filer Implemenaions Paricle filers So far, we discussed he Kalman filer: Gaussian, linearizaion problems Paricle filers are a way o efficienly represen nongaussian disribuions
More informationNumerical Dispersion
eview of Linear Numerical Sabiliy Numerical Dispersion n he previous lecure, we considered he linear numerical sabiliy of boh advecion and diffusion erms when approimaed wih several spaial and emporal
More informationReferences are appeared in the last slide. Last update: (1393/08/19)
SYSEM IDEIFICAIO Ali Karimpour Associae Professor Ferdowsi Universi of Mashhad References are appeared in he las slide. Las updae: 0..204 393/08/9 Lecure 5 lecure 5 Parameer Esimaion Mehods opics o be
More informationRobust estimation based on the first- and third-moment restrictions of the power transformation model
h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,
More information7630 Autonomous Robotics Probabilistic Localisation
7630 Auonomous Roboics Probabilisic Localisaion Principles of Probabilisic Localisaion Paricle Filers for Localisaion Kalman Filer for Localisaion Based on maerial from R. Triebel, R. Käsner, R. Siegwar,
More informationNon-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important
on-parameric echniques Insance Based Learning AKA: neares neighbor mehods, non-parameric, lazy, memorybased, or case-based learning Copyrigh 2005 by David Helmbold 1 Do no fi a model (as do LTU, decision
More informationLecture 3: Exponential Smoothing
NATCOR: Forecasing & Predicive Analyics Lecure 3: Exponenial Smoohing John Boylan Lancaser Cenre for Forecasing Deparmen of Managemen Science Mehods and Models Forecasing Mehod A (numerical) procedure
More informationObject tracking: Using HMMs to estimate the geographical location of fish
Objec racking: Using HMMs o esimae he geographical locaion of fish 02433 - Hidden Markov Models Marin Wæver Pedersen, Henrik Madsen Course week 13 MWP, compiled June 8, 2011 Objecive: Locae fish from agging
More informationNon-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important
on-parameric echniques Insance Based Learning AKA: neares neighbor mehods, non-parameric, lazy, memorybased, or case-based learning Copyrigh 2005 by David Helmbold 1 Do no fi a model (as do LDA, logisic
More information15. Vector Valued Functions
1. Vecor Valued Funcions Up o his poin, we have presened vecors wih consan componens, for example, 1, and,,4. However, we can allow he componens of a vecor o be funcions of a common variable. For example,
More informationIB Physics Kinematics Worksheet
IB Physics Kinemaics Workshee Wrie full soluions and noes for muliple choice answers. Do no use a calculaor for muliple choice answers. 1. Which of he following is a correc definiion of average acceleraion?
More informationDiebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles
Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance
More informationOnline Convex Optimization Example And Follow-The-Leader
CSE599s, Spring 2014, Online Learning Lecure 2-04/03/2014 Online Convex Opimizaion Example And Follow-The-Leader Lecurer: Brendan McMahan Scribe: Sephen Joe Jonany 1 Review of Online Convex Opimizaion
More informationGMM - Generalized Method of Moments
GMM - Generalized Mehod of Momens Conens GMM esimaion, shor inroducion 2 GMM inuiion: Maching momens 2 3 General overview of GMM esimaion. 3 3. Weighing marix...........................................
More informationIntroduction to Mobile Robotics SLAM: Simultaneous Localization and Mapping
Inroducion o Mobile Roboics SLAM: Simulaneous Localizaion and Mapping Wolfram Burgard, Maren Bennewiz, Diego Tipaldi, Luciano Spinello Wha is SLAM? Esimae he pose of a robo and he map of he environmen
More information1. VELOCITY AND ACCELERATION
1. VELOCITY AND ACCELERATION 1.1 Kinemaics Equaions s = u + 1 a and s = v 1 a s = 1 (u + v) v = u + as 1. Displacemen-Time Graph Gradien = speed 1.3 Velociy-Time Graph Gradien = acceleraion Area under
More informationSPH3U: Projectiles. Recorder: Manager: Speaker:
SPH3U: Projeciles Now i s ime o use our new skills o analyze he moion of a golf ball ha was ossed hrough he air. Le s find ou wha is special abou he moion of a projecile. Recorder: Manager: Speaker: 0
More informationOBJECTIVES OF TIME SERIES ANALYSIS
OBJECTIVES OF TIME SERIES ANALYSIS Undersanding he dynamic or imedependen srucure of he observaions of a single series (univariae analysis) Forecasing of fuure observaions Asceraining he leading, lagging
More informationVehicle Arrival Models : Headway
Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where
More informationModule 4: Time Response of discrete time systems Lecture Note 2
Module 4: Time Response of discree ime sysems Lecure Noe 2 1 Prooype second order sysem The sudy of a second order sysem is imporan because many higher order sysem can be approimaed by a second order model
More information1 Review of Zero-Sum Games
COS 5: heoreical Machine Learning Lecurer: Rob Schapire Lecure #23 Scribe: Eugene Brevdo April 30, 2008 Review of Zero-Sum Games Las ime we inroduced a mahemaical model for wo player zero-sum games. Any
More informationSpeech and Language Processing
Speech and Language rocessing Lecure 4 Variaional inference and sampling Informaion and Communicaions Engineering Course Takahiro Shinozaki 08//5 Lecure lan (Shinozaki s par) I gives he firs 6 lecures
More informationProblemas das Aulas Práticas
Mesrado Inegrado em Engenharia Elecroécnica e de Compuadores Conrolo em Espaço de Esados Problemas das Aulas Práicas J. Miranda Lemos Fevereiro de 3 Translaed o English by José Gaspar, 6 J. M. Lemos, IST
More informationLecture 20: Riccati Equations and Least Squares Feedback Control
34-5 LINEAR SYSTEMS Lecure : Riccai Equaions and Leas Squares Feedback Conrol 5.6.4 Sae Feedback via Riccai Equaions A recursive approach in generaing he marix-valued funcion W ( ) equaion for i for he
More informationWEEK-3 Recitation PHYS 131. of the projectile s velocity remains constant throughout the motion, since the acceleration a x
WEEK-3 Reciaion PHYS 131 Ch. 3: FOC 1, 3, 4, 6, 14. Problems 9, 37, 41 & 71 and Ch. 4: FOC 1, 3, 5, 8. Problems 3, 5 & 16. Feb 8, 018 Ch. 3: FOC 1, 3, 4, 6, 14. 1. (a) The horizonal componen of he projecile
More informationMaintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011
Mainenance Models Prof Rober C Leachman IEOR 3, Mehods of Manufacuring Improvemen Spring, Inroducion The mainenance of complex equipmen ofen accouns for a large porion of he coss associaed wih ha equipmen
More informationPENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD
PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD HAN XIAO 1. Penalized Leas Squares Lasso solves he following opimizaion problem, ˆβ lasso = arg max β R p+1 1 N y i β 0 N x ij β j β j (1.1) for some 0.
More informationTime series model fitting via Kalman smoothing and EM estimation in TimeModels.jl
Time series model fiing via Kalman smoohing and EM esimaion in TimeModels.jl Gord Sephen Las updaed: January 206 Conens Inroducion 2. Moivaion and Acknowledgemens....................... 2.2 Noaion......................................
More informationSmoothing. Backward smoother: At any give T, replace the observation yt by a combination of observations at & before T
Smoohing Consan process Separae signal & noise Smooh he daa: Backward smooher: A an give, replace he observaion b a combinaion of observaions a & before Simple smooher : replace he curren observaion wih
More informationAn introduction to the theory of SDDP algorithm
An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking
More informationBias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé
Bias in Condiional and Uncondiional Fixed Effecs Logi Esimaion: a Correcion * Tom Coupé Economics Educaion and Research Consorium, Naional Universiy of Kyiv Mohyla Academy Address: Vul Voloska 10, 04070
More informationSimulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010
Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid
More informationThe Rosenblatt s LMS algorithm for Perceptron (1958) is built around a linear neuron (a neuron with a linear
In The name of God Lecure4: Percepron and AALIE r. Majid MjidGhoshunih Inroducion The Rosenbla s LMS algorihm for Percepron 958 is buil around a linear neuron a neuron ih a linear acivaion funcion. Hoever,
More informationKinematics and kinematic functions
Kinemaics and kinemaic funcions Kinemaics deals wih he sudy of four funcions (called kinemaic funcions or KFs) ha mahemaically ransform join variables ino caresian variables and vice versa Direc Posiion
More informationTrajectory planning in Cartesian space
Roboics 1 Trajecory planning in Caresian space Prof. Alessandro De Luca Roboics 1 1 Trajecories in Caresian space in general, he rajecory planning mehods proposed in he join space can be applied also in
More informationChapter 2. First Order Scalar Equations
Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.
More informationCHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK
175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he
More informationSTATE-SPACE MODELLING. A mass balance across the tank gives:
B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing
More informationComparing Means: t-tests for One Sample & Two Related Samples
Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion
More informationSolutions from Chapter 9.1 and 9.2
Soluions from Chaper 9 and 92 Secion 9 Problem # This basically boils down o an exercise in he chain rule from calculus We are looking for soluions of he form: u( x) = f( k x c) where k x R 3 and k is
More informationKinematics Vocabulary. Kinematics and One Dimensional Motion. Position. Coordinate System in One Dimension. Kinema means movement 8.
Kinemaics Vocabulary Kinemaics and One Dimensional Moion 8.1 WD1 Kinema means movemen Mahemaical descripion of moion Posiion Time Inerval Displacemen Velociy; absolue value: speed Acceleraion Averages
More informationReducing Drift in Parametric Motion Tracking
Reducing Drif in Parameric Moion Tracking A. Rahimi L.-P. Morency T. Darrell MIT AI Lab Cambridge, MA 2139 Absrac We develop a class of differenial moion rackers ha auomaically sabilize when in finie domains.
More informationChapter 4. Truncation Errors
Chaper 4. Truncaion Errors and he Taylor Series Truncaion Errors and he Taylor Series Non-elemenary funcions such as rigonomeric, eponenial, and ohers are epressed in an approimae fashion using Taylor
More informationMaximum Likelihood Parameter Estimation in State-Space Models
Maximum Likelihood Parameer Esimaion in Sae-Space Models Arnaud Douce Deparmen of Saisics, Oxford Universiy Universiy College London 4 h Ocober 212 A. Douce (UCL Maserclass Oc. 212 4 h Ocober 212 1 / 32
More informationKINEMATICS IN ONE DIMENSION
KINEMATICS IN ONE DIMENSION PREVIEW Kinemaics is he sudy of how hings move how far (disance and displacemen), how fas (speed and velociy), and how fas ha how fas changes (acceleraion). We say ha an objec
More information