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  • Cs4758 Kalman HMM Examples

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    KenDaniswara
    17 vizualizări51 pagini
    This document discusses various techniques for tracking and localization using Kalman filters and hidden Markov models (HMMs). It provides examples of tracking in 1D, 2D visual tracking, and localization in 2D. For 1D tracking, it demonstrates using a Kalman filter with different state models to track boat height. For visual tracking in 2D, it describes representing the problem and using a detector and tracker. For localization in 2D, it proposes using an HMM representation with states as grid cells and observations as sensor readings, demonstrating localization on a simple map example using an HMM inference algorithm. Particle filters are also mentioned for handling larger maps.

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    This document discusses various techniques for tracking and localization using Kalman filters and hidden Markov models (HMMs). It provides examples of tracking in 1D, 2D visual tracking, and localization in 2D. For 1D tracking, it demonstrates using a Kalman filter with different state models to track boat height. For visual tracking in 2D, it describes representing the problem and using a detector and tracker. For localization in 2D, it proposes using an HMM representation with states as grid cells and observations as sensor readings, demonstrating localization on a simple map example using an HMM inference algorithm. Particle filters are also mentioned for handling larger maps.

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    17 vizualizări51 pagini

    Cs4758 Kalman HMM Examples

    Încărcat de

    KenDaniswara
    This document discusses various techniques for tracking and localization using Kalman filters and hidden Markov models (HMMs). It provides examples of tracking in 1D, 2D visual tracking, and localization in 2D. For 1D tracking, it demonstrates using a Kalman filter with different state models to track boat height. For visual tracking in 2D, it describes representing the problem and using a detector and tracker. For localization in 2D, it proposes using an HMM representation with states as grid cells and observations as sensor readings, demonstrating localization on a simple map example using an HMM inference algorithm. Particle filters are also mentioned for handling larger maps.

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    din 51

    Tracking

    and Localiza/on
    Kalman Filters and HMMs
    CS 4758
    Ashutosh Saxena
    Cornell University

    Applica/on Examples.
    Tracking in 1D.
    Tracking in 2D (visual tracking).
    Localiza/on in 2D.

    Tracking

    Visual Tracking

    Localiza/on in 2D

    Learning Algorithms.

    Representa/on.
    Model.
    Inference.
    Learning.

    Others:
    Dataset.
    Details: Features, etc.

    TRACKING IN 1D

    Tracking in 1D: Representa/on


    Problem specica/on:
    Sta/c boat, only height
    varies.
    The boat has a noisy
    al/tude sensor.

    Tracking in 1D: Model


    What reasonable assump/ons we can make
    about the environment (i.e., boat and the
    water)?

    Op/on 1: sta/c model


    q = .0001

    Op/on 1: sta/c model results

    Even even measurements are noisy (i.e., 20%


    error), the Kalman lter produced es/mates
    close to true value (e.g., 5%).
    Good Model -> Good Es/mates.

    Wrong model?
    Say the dam in the lake
    was lling up at a
    constant rate.
    And we use the same
    model?

    How to x this?
    The following two assump/ons could be causing
    this:
    The model we have chosen.
    The parameters of our model.

    q = .01

    q = 0.1

    q = 1

    Second Op/on: Filling Model


    Explicitly model slowly changing water level.

    Filling Model.

    Filling Model: results on sta/c case

    Waves in the Lake!

    Use Filling Model


    Model is smoother,
    but there is lag.
    Amplitude of the
    model grows
    smaller over /me.
    How to x this?

    Use Filling Model


    Model is smoother,
    but there is lag.
    Amplitude of the
    model grows
    smaller over /me.
    How to x this?
    Extended Kalman
    Filter.

    TRACKING IN 2D

    Visual Tracking in 2D
    Problem: Find out a given object in every
    frame.

    Visual Tracking in 2D: Representa/on


    Problem: Find out the (x,y) and (len,width) in
    each frame.

    Visual Tracking in 2D: Model


    Two parts
    Per frame detec/on.
    Tracking in /me.

    Visual Tracking in 2D: Detector

    Features

    Detector
    (logis/c
    classier,
    SVM)

    Probability
    of being
    person
    (0,1).

    Representa9on: y={0,1}
    Does the rectangle at (x,y,len,width) contains a person.

    Model: Use logis/c classier or SVM, which has parameters w. (Cost func/on?)
    Learning algorithm: Gradient descent. (Or use exis/ng code.)
    Inference algorithm: wT(x) > 0 Which side of separa/ng hyperplane does it lie.

    Other details: Which features to use, dataset, etc.

    Why Tracking?

    Visual Tracking in 2D: Tracking


    Representa/on: ?


    Model: ?

    Tracking in 3D using Kinect


    Representa/on: ?

    Model: ?

    ROBOT LOCALIZATION

    Problem
    Sensor: laser scans.
    Given a 2D map.

    Figure out where in the 2D map the robot is,


    i.e., (x,y) loca/on of the robot.

    Simpler Problem
    Sensor: presence/absence of well in each
    direc/on.
    Given a 2D map.

    Figure out where in the 2D map the robot is,


    i.e., (x,y) loca/on of the robot.

    Representa/on
    Kalman Filters?
    How to interpret map boundaries?

    HMM?

    Localiza/on in 2D: HMM representa/on


    Representa/on:
    State is a cell in the discre/zed space.
    Observa/on is {0,1} for each sensor direc/on.

    2D Localiza/on: Model
    {N, M, aij, bi(j), i}
    N =
    M =
    No knowledge about robot state in the beginning:
    i =
    Sensors make never more than one mistake: bi(j) =
    25% robot moves in each direc=on:
    aij =

    t=1

    t = 2

    t = 3

    t = 4

    t = 5

    Even Simpler Example

    Inference: HMM

    HMM
    Representa/on: state, observa/on.
    Model
    Inference
    Learning: ?
    EM algorithm (use exis/ng HMM toolboxes.)

    PARTICLE FILTER

    Localiza/on: large maps, par/cle lters.


    Future
    lectures.

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