Gaussian mixture implementations of probability hypothesis density filters for non-linear dynamical models

2008 ◽  
Author(s):  
D. Clark ◽  
Ba-Tuong Vo ◽  
Ba-Ngu Vo ◽  
S. Godsill
Keyword(s):  
Gaussian Mixture ◽  
Dynamical Models ◽  
Probability Hypothesis Density ◽  
Non Linear

Distributed track‐to‐track fusion for non‐linear systems with Gaussian mixture noise

2019 ◽  
Vol 13 (5) ◽  
pp. 740-749 ◽  
Author(s):  
Kelin Lu ◽  
Changyin Sun ◽  
Qien Fu ◽  
Qian Zhu
Keyword(s):  
Linear Systems ◽  
Gaussian Mixture ◽  
Track Fusion ◽  
Non Linear ◽  
Non Linear Systems

scholarly journals A Hybrid Hidden Markov Model for Pipeline Leakage Detection

2021 ◽  
Vol 11 (7) ◽  
pp. 3138
Author(s):  
Mingchi Zhang ◽  
Xuemin Chen ◽  
Wei Li
Keyword(s):  
Neural Network ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Gaussian Mixture Model ◽  
Mixture Model ◽  
Deep Neural Network ◽  
Hidden Markov ◽  
Gaussian Mixture ◽  
State Sequence ◽  
Non Linear

In this paper, a deep neural network hidden Markov model (DNN-HMM) is proposed to detect pipeline leakage location. A long pipeline is divided into several sections and the leakage occurs in different section that is defined as different state of hidden Markov model (HMM). The hybrid HMM, i.e., DNN-HMM, consists of a deep neural network (DNN) with multiple layers to exploit the non-linear data. The DNN is initialized by using a deep belief network (DBN). The DBN is a pre-trained model built by stacking top-down restricted Boltzmann machines (RBM) that compute the emission probabilities for the HMM instead of Gaussian mixture model (GMM). Two comparative studies based on different numbers of states using Gaussian mixture model-hidden Markov model (GMM-HMM) and DNN-HMM are performed. The accuracy of the testing performance between detected state sequence and actual state sequence is measured by micro F1 score. The micro F1 score approaches 0.94 for GMM-HMM method and it is close to 0.95 for DNN-HMM method when the pipeline is divided into three sections. In the experiment that divides the pipeline as five sections, the micro F1 score for GMM-HMM is 0.69, while it approaches 0.96 with DNN-HMM method. The results demonstrate that the DNN-HMM can learn a better model of non-linear data and achieve better performance compared to GMM-HMM method.

scholarly journals Strong Tracking PHD Filter Based on Variational Bayesian with Inaccurate Process and Measurement Noise Covariance

Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1126
Author(s):  
Zhentao Hu ◽  
Linlin Yang ◽  
Yong Jin ◽  
Han Wang ◽  
Shibo Yang
Keyword(s):  
Real Time ◽  
Gaussian Mixture ◽  
Measurement Noise ◽  
Tracking Accuracy ◽  
Process Noise ◽  
Probability Hypothesis Density ◽  
Measurement Noise Covariance ◽  
Multi Target Tracking ◽  
Noise Covariance ◽  
Fading Factor

Assuming that the measurement and process noise covariances are known, the probability hypothesis density (PHD) filter is effective in real-time multi-target tracking; however, noise covariance is often unknown and time-varying for an actual scene. To solve this problem, a strong tracking PHD filter based on Variational Bayes (VB) approximation is proposed in this paper. The measurement noise covariance is described in the linear system by the inverse Wishart (IW) distribution. Then, the fading factor in the strong tracking principle uses the optimal measurement noise covariance at the previous moment to control the state prediction covariance in real-time. The Gaussian IW (GIW) joint distribution adopts the VB approximation to jointly return the measurement noise covariance and the target state covariance. The simulation results show that, compared with the traditional Gaussian mixture PHD (GM-PHD) and the VB-adaptive PHD, the proposed algorithm has higher tracking accuracy and stronger robustness in a more reasonable calculation time.

Non-linear automatic target tracking in clutter using dynamic Gaussian mixture

2012 ◽  
Vol 6 (9) ◽  
pp. 937-944 ◽  
Author(s):  
D. Mušicki ◽  
T.L. Song ◽  
W.C. Kim ◽  
D. Nešić
Keyword(s):  
Target Tracking ◽  
Gaussian Mixture ◽  
Non Linear

scholarly journals Time-Matching Random Finite Set-Based Filter for Radar Multi-Target Tracking

Sensors ◽  
2018 ◽  
Vol 18 (12) ◽  
pp. 4416 ◽  
Author(s):  
Defu Jiang ◽  
Ming Liu ◽  
Yiyue Gao ◽  
Yang Gao ◽  
Wei Fu ◽  
...  
Keyword(s):  
Target Tracking ◽  
Gaussian Mixture ◽  
Bayesian Filtering ◽  
Probability Hypothesis Density ◽  
Random Finite Set ◽  
Bayesian Formulation ◽  
Multi Target Tracking ◽  
Finite Set ◽  
Density Filter ◽  
Bernoulli Filter

The random finite set (RFS) approach provides an elegant Bayesian formulation of the multi-target tracking (MTT) problem without the requirement of explicit data association. In order to improve the performance of the RFS-based filter in radar MTT applications, this paper proposes a time-matching Bayesian filtering framework to deal with the problem caused by the diversity of target sampling times. Based on this framework, we develop a time-matching joint generalized labeled multi-Bernoulli filter and a time-matching probability hypothesis density filter. Simulations are performed by their Gaussian mixture implementations. The results show that the proposed approach can improve the accuracy of target state estimation, as well as the robustness.

AUTOMATED IDENTIFICATION OF EPILEPTIC AND ALCOHOLIC EEG SIGNALS USING RECURRENCE QUANTIFICATION ANALYSIS

2012 ◽  
Vol 12 (05) ◽  
pp. 1240028 ◽  
Author(s):  
EE PING NG ◽  
TEIK-CHENG LIM ◽  
SUBHAGATA CHATTOPADHYAY ◽  
MURALIDHAR BAIRY
Keyword(s):  
Nearest Neighbor ◽  
Probabilistic Neural Network ◽  
Gaussian Mixture ◽  
Recurrence Quantification Analysis ◽  
Support Vector ◽  
K Nearest Neighbor ◽  
Eeg Signals ◽  
Recurrence Quantification ◽  
Non Linear ◽  
Quantification Analysis

Epilepsy is a common neurological disorder characterized by recurrence seizures. Alcoholism causes organic changes in the brain, resulting in seizure attacks similar to epileptic fits. Hence, it is challenging to differentiate the cause of fits as epileptic or alcoholism, which is important for deciding on the treatment in the neurology ward. The focus of this paper is to automatically differentiate epileptic, normal, and alcoholic electroencephalogram (EEG) signals. As the EEG signals are non-linear and dynamic in nature, it is difficult to tell the subtle changes in these signals with the help of linear techniques or by the naked eye. Therefore, to analyze the normal (control), epileptic, and alcoholic EEG signals, two non-linear methods, such as recurrence plots (RPs) and then recurrence quantification analysis (RQA) are adopted. Approximately 10 RQA parameters have been used to classify the EEG signals into three distinct classes, i.e., normal, epileptic, and alcoholic. Six classifiers, such as support vector machine (SVM), radial basis probabilistic neural network (RBPNN), decision tree (DT), Gaussian mixture model (GMM), k-nearest neighbor (kNN), and fuzzy Sugeno classifiers have been developed to accomplish this task. Results show that the GMM classifier outperformed the other classifiers with a classification sensitivity of 99.6%, specificity of 98.3%, and accuracy of 98.6%.

Sign in / Sign up

Export Citation Format

Share Document