This paper presents a joint trajectory smoothing and tracking framework for a specific class of targets with smooth motion. We model the target trajectory by a continuous function of time (FoT), which leads to a curve fitting approach that finds a trajectory FoT fitting the sensor data in a sliding time-window. A simulation study is conducted to demonstrate the effectiveness of our approach in tracking a maneuvering target, in comparison with the conventional filters and smoothers. Note to Practitioners —Estimation, such as automatically tracking and predicting the movement of an aircraft, a train, or a bus, plays a key role in our daily life. In this paper, we provide a new approach for the online estimation of the target trajectory function by means of fitting the time-series observation, which accommodates the lack of quantifiable knowledge about the target motion and of the statistical property of the sensor observation noise. The resulting trajectory function can be used to infer either the past or the present state of the target. Engineering-friendly strategies are provided for computationally efficient implementation. The proposed approach is particularly appealing to a broad range of real-world targets that move in smooth courses, such as passenger aircraft and ships.
More relevantly to our approach, efforts have been devoted to continuous time trajectory estimation via data fitting in different disciplines. De facto, signal processing stems from the interpolation and extrapolation of a sequence of observations @cite_82 . Data fitting is a self-contained mathematical problem and a prosperous research theme by its own, which has proven to be a powerful and universal method for pattern learning and time series data prediction, especially when adequate analytical solutions may not exist. Moreover, the recursive LS algorithm reformulated in state-space form was recognized a special case of the Kalman filter (KF) @cite_48 @cite_21 .
@cite_48 @cite_21 @cite_82
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Recent compressive sensing results show that it is possible to accurately reconstruct certain compressible signals from relatively few linear measurements via solving nonsmooth convex optimization problems. In this paper, we propose the use of the alternating direction method - a classic approach for optimization problems with separable variables (D. Gabay and B. Mercier, ?A dual algorithm for the solution of nonlinear variational problems via finite-element approximations,? Computer and Mathematics with Applications, vol. 2, pp. 17-40, 1976; R. Glowinski and A. Marrocco, ?Sur lapproximation par elements finis dordre un, et la resolution par penalisation-dualite dune classe de problemes de Dirichlet nonlineaires,? Rev. Francaise dAut. Inf. Rech. Oper., vol. R-2, pp. 41-76, 1975) - for signal reconstruction from partial Fourier (i.e., incomplete frequency) measurements. Signals are reconstructed as minimizers of the sum of three terms corresponding to total variation, ?1-norm of a certain transform, and least squares data fitting. Our algorithm, called RecPF and published online, runs very fast (typically in a few seconds on a laptop) because it requires a small number of iterations, each involving simple shrinkages and two fast Fourier transforms (or alternatively discrete cosine transforms when measurements are in the corresponding domain). RecPF was compared with two state-of-the-art algorithms on recovering magnetic resonance images, and the results show that it is highly efficient, stable, and robust. We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and numerically by Krzakala [30], message passing algorithms can effectively solve the reconstruction problem for spatially coupled measurements with undersampling rates close to the fraction of nonzero coordinates. We use an approximate message passing (AMP) algorithm and analyze it through the state evolution method. We give a rigorous proof that this approach is successful as soon as the undersampling rate δ exceeds the (upper) Renyi information dimension of the signal, d(pX). More precisely, for a sequence of signals of diverging dimension n whose empirical distribution converges to pX, reconstruction is with high probability successful from d(pX) n+o(n) measurements taken according to a band diagonal matrix. For sparse signals, i.e., sequences of dimension n and k(n) nonzero entries, this implies reconstruction from k(n)+o(n) measurements. For “discrete” signals, i.e., signals whose coordinates take a fixed finite set of values, this implies reconstruction from o(n) measurements. The result is robust with respect to noise, does not apply uniquely to random signals, but requires the knowledge of the empirical distribution of the signal pX. We propose and study a new technique for efficiently acquiring and reconstructing signals based on convolution with a fixed FIR filter having random taps. The method is designed for sparse and compressible signals, i.e., ones that are well approximated by a short linear combination of vectors from an orthonormal basis. Signal reconstruction involves a non-linear Orthogonal Matching Pursuit algorithm that we implement efficiently by exploiting the nonadaptive, time-invariant structure of the measurement process. While simpler and more efficient than other random acquisition techniques like Compressed Sensing, random filtering is sufficiently generic to summarize many types of compressible signals and generalizes to streaming and continuous-time signals. Extensive numerical experiments demonstrate its efficacy for acquiring and reconstructing signals sparse in the time, frequency, and wavelet domains, as well as piecewise smooth signals and Poisson processes. The problem of estimating position and orientation (pose) of an object in real time constitutes an important issue for vision-based control of robots. Many vision-based pose-estimation schemes in robot control rely on an extended Kalman filter (EKF) that requires tuning of filter parameters. To obtain satisfactory results, EKF-based techniques rely on “known” noise statistics, initial object pose, and sufficiently high sampling rates for good approximation of measurement-function linearization. Deviations from such assumptions usually lead to degraded pose estimation during visual servoing. In this paper, a new algorithm, namely iterative adaptive EKF (IAEKF), is proposed by integrating mechanisms for noise adaptation and iterative-measurement linearization. The experimental results are provided to demonstrate the superiority of IAEKF in dealing with erroneous a priori statistics, poor pose initialization, variations in the sampling rate, and trajectory dynamics.