Enhanced Importance Sampling: Unscented Auxiliary Particle Filtering for Visual Tracking

Visual tracking is one of the key tasks in computer vision. The particle filter algorithm has been extensively used to tackle this problem due to its flexibility. However the conventional particle filter uses system transition as the proposal distribution, frequently resulting in poor priors for the filtering step. The main reason is that it is difficult, if not impossible, to accurately model the target's motion. Such a proposal distribution does not take into account the current observations. It is not a trivial task to devise a satisfactory proposal distribution for the particle filter. In this paper we advance a general augmented particle filtering framework for designing the optimal proposal distribution. The essential idea is to augment a second filter's estimate into the proposal distribution design. We then show that several existing improved particle filters can be rationalised within this general framework. Based on this framework we further propose variant algorithms for robust and efficient visual tracking. Experiments indicate that the augmented particle filters are more efficient and robust than the conventional particle filter.

This paper presents an auxiliary particle filtering method for vocal tract resonances (VTRs) tracking. The proposed method is based on a version of the structured speech model, with a state-space formulation consisting of target-guided dynamics and a non-linear prediction mapping from resonance frequencies and bandwidths to linear prediction coding cepstra (LPCC). In conventional particle filter, the particles are generated from the transition prior can easily land on low-likelihood areas thus wasted. To overcome this difficulty, we explore a novel algorithm to generate sophisticated proposal distribution that integrates the phoneme information by introducing an auxiliary vector. Experimental results show that due to the improvement of proposal distribution, the proposed method is able to track the VTRs efficiently using a small number of particles both in the vocalic regions and the consonantal regions of the speech utterance.

This paper proposes a novel particle filter, namely, the auxiliary iterated extended Kalman particle filter (AIEKPF). To generate the importance density, based on the auxiliary particle filtering (APF) technique the proposed filter uses the iterated extended Kalman filter (IEKF) to integrate the latest measurements into state transition density. This new filter can match the posterior density well, because of the robustness of the APF and the importance density generated by the IEKF. The performance of the presented particle filter is evaluated by two different estimation problems with the noise of Gaussian distribution and Gamma distribution, respectively. The experimental results illustrate that the AIEKPF is superior to the extended Kalman filter and some existing particle filters, such as the standard particle filter (PF), the extended Kalman particle filter, the unscented Kalman particle filter (UKPF) and the auxiliary extended Kalman particle filter, where the number of particles is relatively small, such as 200 and 1,000. However, with an increase of particles, the superiority of the proposed method may decline compared with the PF and APF as showed in the experiments. Also, the AIEKPF has less running time than the UKPF under the same conditions, and from the viewpoint of the average effective sample sizes, it is clear that the AIEKPF has the slightest degeneracy in all filters presented in the experiments.

This paper proposes two new particle filters, namely, the auxiliary extended Kalman particle filter (AEKPF) and the auxiliary unscented Kalman particle filter (AUKPF). The theory governing the newly proposed filtering techniques is developed and the algorithms are described and contrasted. Next, a series of tests is presented in which the new filters are compared against the extended Kalman filter (EKF), the unscented Kalman filter (UKF), and several existing particle filters. The test results are from simulations with synthetic mathematical models that incorporate elements that are nonlinear, non-stationary, and stochastic. Performance results are presented for various degrees of model nonlinearity including first, second, and third order systems. Furthermore, experimental results are also reported comparing the filters performances with different signal to noise ratios and noise models, including Gaussian, Cauchy, and Gamma distributions. Various metrics are used to compare the filters performances and to make conclusions about future work. It is shown to be advantageous to use certain particle filters depending on the noise distribution of the system of interest. In particular, the AUKPF and the AEKPF outperform existing particle filters in many cases.

Tracking a maneuvering target weakens the performance of predictive-model-based Bayesian state estimators (Kalman Filter). Therefore, the particle is used to track maneuverable targets instead of Kalman filter and its extensions. The particle filter proved more efficiency compared to Kalman filter and its extensions, e.g. Extended Kalman Filter (EKF) and Interacting Multiple Model (IMM). Unfortunately, due to the highly uncertainty and incompleteness of the information in a highly-maneuverable target-tracking problem, the advantage of the particle filter is weakened. Both auxiliary and smoothing particle filter were proposed to overcome this problem. In this paper, we compare the performance of both auxiliary and smoothing particle filter in tracking a highly maneuverable target. We applied both algorithms to track a maneuverable target in a multiple-sensors network. Monte Carlo simulation showed that the smoothing particle filter has a better performance when compared to auxiliary particle filter in tracking a maneuvering target.

This paper addresses the filtering problem in large-dimensional systems, in which conventional particle filters (PFs) remain computationally prohibitive owing to the large number of particles needed to obtain reasonable performances. To overcome this drawback, a class of multiple particle filters (MPFs) has been recently introduced in which the state-space is split into low-dimensional subspaces, and then a separate PF is applied to each subspace. In this paper, we adopt the variational Bayesian (VB) approach to propose a new MPF, the VBMPF. The proposed filter is computationally more efficient since the propagation of each particle requires generating one (new) particle only, while in the standard MPFs a set of (children) particles needs to be generated. In a numerical test, the proposed VBMPF behaves better than the PF and MPF.

In this work, we propose a new ground moving target indicator (GMTI) radar based ground vehicle tracking method which exploits domain knowledge. Multiple state models are considered and a Monte-Carlo sampling based algorithm is preferred due to the manoeuvring of the ground vehicle and the non-linearity of the GMTI measurement model. Unlike the commonly used algorithms such as the interacting multiple model particle filter (IMMPF) and bootstrap multiple model particle filter (BS-MMPF), we propose a new algorithm integrating the more efficient auxiliary particle filter (APF) into a Bayesian framework. Moreover, since the movement of the ground vehicle is likely to be constrained by the road, this information is taken as the domain knowledge and applied together with the tracking algorithm for improving the tracking performance. Simulations are presented to show the advantages of both the new algorithm and incorporation of the road information by evaluating the root mean square error (RMSE).

In this research, a non-infrastructure-based and low-cost indoor navigation method is proposed through the integration of smartphone built-in microelectromechanical systems (MEMS) sensors and indoor map information using an auxiliary particle filter (APF). A cascade structure Kalman particle filter algorithm is designed to reduce the computational burden and improve the estimation speed of the APF by decreasing its update frequency and the number of particles used in this research. In the lower filter (Kalman filter), zero velocity update and non-holonomic constraints are used to correct the error of the inertial navigation-derived solutions. The innovation of the design lies in the combination of upper filter (particle filter) map-matching and map-aiding methods to further constrain the navigation solutions. This proposed navigation method simplifies indoor positioning and makes it accessible to individual and group users, while guaranteeing the system’s accuracy. The availability and accuracy of the proposed algorithm are tested and validated through experiments in various practical scenarios.

Data assimilation is the process of estimating the state of dynamic systems (linear or nonlinear, Gaussian or non-Gaussian) as accurately as possible from noisy observational data. Although the Three Dimensional Variational (3D-VAR) methods, Four Dimensional Variational (4D-VAR) methods and Ensemble Kalman filter (EnKF) methods are widely used and effective for linear and Gaussian dynamics, new methods of data assimilation are required for the general situation, that is, nonlinear non-Gaussian dynamics. General Bayesian recursive estimation theory is reviewed in this thesis. The Bayesian estimation approach provides a rather general and powerful framework for handling nonlinear, non-Gaussian, as well as linear, Gaussian estimation problems. Despite a general solution to the nonlinear estimation problem, there is no closed-form solution in the general case. Therefore, approximate techniques have to be employed. In this thesis, the sequential Monte Carlo (SMC) methods, commonly referred to as the particle filter, is presented to tackle non-linear, non-Gaussian estimation problems. In this thesis, we use the SMC methods only for the nonlinear state estimation problem, however, it can also be used for the nonlinear parameter estimation problem. In order to demonstrate the new methods in the general nonlinear non-Gaussian case, we compare Sequential Monte Carlo (SMC) methods with the Ensemble Kalman Filter (EnKF) by performing data assimilation in nonlinear and non-Gaussian dynamic systems. The models used in this study are referred to as state-space models. The Lorenz 1963 and 1966 models serve as test beds for examining the properties of these assimilation methods when used in highly nonlinear dynamics. The application of Sequential Monte Carlo methods to different fixed parameters in dynamic models is considered. Four different scenarios in the Lorenz 1063 [sic] model and three different scenarios in the Lorenz 1996 model are designed in this study for both the SMC methods and EnKF method with different filter siz

Electronic interference poses a significant challenge to Unmanned Aerial Vehicle (UAV) tracking systems, compromising navigation accuracy and operational safety in critical applications such as surveillance, disaster response, and infrastructure inspection. This study introduces a novel application of the Auxiliary Particle Filter (APF) for robust UAV tracking under interference conditions, focusing on fixed-reference scenarios. The APF incorporates adaptive proposal distributions and robust weight updates to effectively mitigate interference-induced measurement errors. Through comprehensive simulation that evaluates performance under varying interference and sensor degradation scenarios, the APF demonstrates superior accuracy, achieving a mean Root Mean Square Error (RMSE) of 4.82 meters with low variability (m). This significantly outperforms traditional filters, including the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF). Notably, the APF maintains stable performance even under severe interference conditions, where conventional approaches exhibit substantial degradation. Statistical validation confirms these improvements across all test scenarios (p < 0.001). The detailed implementation guidelines provided in this study enable adoption across diverse operational contexts. These findings establish the APF as a robust and reliable solution for interference-prone environments and lay the groundwork for its adaptation to more dynamic tracking scenarios in autonomous UAV operations.

In this paper, the particle filtering problem is investigated for a class of stochastic systems with multiple sensors under signal relays. To improve the performance of signal transmissions, a relay is deployed between each sensor and the remote filter. Both amplify-and-forward (AF) and decode-and-forward (DF) relays are considered under certain transmission protocols. Stochastic series are employed to describe multiplicative channel gains and additive transmission noises. Novel likelihood functions are derived based on the AF/DF relay models under different protocols. With the measurements collected from all the sensor nodes, a new centralized auxiliary particle filter (APF) is designed by resorting to the statistical information of the channel gains and transmission noises. Next, a consensus-based distributed APF is further established at each node that requires only locally available information. Finally, the effectiveness of the proposed filtering approach is demonstrated through target tracking simulation examples in different situations.

The human respiratory movement seriously affects the precision of the robotized radiotherapy treatment for lung cancer. In order to reduce the influence of respiratory movement, the most effective method is real-time tracking of respiratory tumor motion, which adopts tracking algorithm to predict the location of the tumor, and adjust the treatment beam to catch the motion of the target. This paper utilizes the particle filter as tracking algorithm to predict the tumor motion trajectory. Firstly, the principle and process of particle filter algorithm are introduced; Secondly, the probability correlation model based on UT transform are proposed as the observation model of the particle filter; Finally, the conventional particle filter and the UT transform modeling are used to predict the location of the tumor with respiratory motion. The effectiveness and accuracy of particle filter algorithm based on UT transform is verified by error analysis. The experiment results show that the particle filter algorithm based on UT transform has stronger robustness and higher prediction precision compared with the linear estimation and the traditional particle filter, so it can meet the requirements of real-time tumor tracking for radiotherapy robots.

In this paper, a new fusion state estimation method by fusing extended Kalman filter with particle filter is proposed to realize efficient and robust video target tracking. Extended Kalman filter has the time performance close to the Kalman filter and is more suitable for nonlinear video target tracking. Particle filter is based on non-parameter estimation and outperforms in robustness in video tracking. Fusion state estimation can obtain more accurate and reliable motion state of video target by optimizing the state estimation and prediction of video target. To further boost the efficiency of video tracking, this paper also presents an adaptive frames sampling method which utilizes the motion state of video target to skip some frames and then avoid frame by frame sampling. In addition, an efficient video target state observation method is introduced. This method integrates adaptive background updating, adjacent three frames difference and canny edge detection to efficiently obtain the target contour and normalized HSV color histogram which are both crucial for video target matching.

Particle filtering, also known as Sequential Monte Carlo methods (SMC), is a sophisticated model estimation techniques based on simulation. Particle filtering has important applications in location, tracking and other fields. It indicates probability using particle set and can be used in any space-state model. Its core idea is to extract a random state from the posterior probability express the distribution. In general, particle filtering is a process which uses a set of stochastic sample propagating in space-state to approximate probability density function and to replace integral operation with mean value of a sample to obtain minimum state variance distribution. It solves the restriction that nonlinear filtering should match Gaussian distribution, expresses a wider range of distribution than Gaussian distribution and has a strong ability to model the nonlinear characteristic of variance parameter. This paper introduces the application of particle filtering in visual tracking. Finally, it puts forward some improved algorithms to revise the inherent deficiencies existing in particle filtering.

Sampling density design for particle filters