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Results for “log-likelihood for filtering”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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3 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS2020

Image Moment-Based Extended Object Tracking for Complex Motions

A novel image moment-based model for shape estimation and tracking of an extended target moving with a complex trajectory is presented. The proposed extended object tracking algorithm is based on multiple noisy measurement points sampled from the target at each time step. The shape of the object, approximated by an ellipse, is estimated using a combination of image moments. Dynamic models of image moments for constant velocity and coordinated turn motions are mathematically derived. An unscented Kalman filter - interacting multiple model (UKF-IMM) method is used to track the object and estimate its shape. A likelihood function based on average log-likelihood is derived for the IMM filter. Simulation results of the proposed UKF-IMM algorithm with the image momentbased models are presented that show the estimation of the shape of the object moving in a complex trajectory. The intersection over union (IoU), and the root mean square errors (RMSEs) of the position and velocity of the centroid of the ellipse are used as metrics. The comparison results of the proposed algorithm with a benchmark algorithm from literature based on the IoU and RMSE metrics are presented.

Extended object tracking↗
NASA NTRS2022

Deep Interacting Multiple Model Filtering

In this paper, a deep learning-based multiple model estimation framework is presented for the state estimation of hybrid dynamical systems from high dimensional observations such as camera images. A low dimensional vector which represents the measurement of the latent dynamical system and its corresponding variance are learned using a deep encoder neural network. An Interacting Multiple Model (IMM) filter is used to generate the latent state estimates and covariances using multiple dynamical models, which can be learned using backpropagation through time. The state estimates of the dynamical system and the corresponding covariance matrix are generated from the latent state estimates and covariance using a deep decoder neural network. The whole network is trained in an end-to-end manner using a loss function which minimizes the negative log-likelihood of the neural network parameters. Simulation results are presented using a 2D bouncing ball example and estimation error statistics are computed which demonstrates the accuracy and consistency of the estimation.

Ghananeel Rotithor↗
NASA NTRS1974

A square root formulation for the combined state-parameter estimator with application to the identification of sailplane performance

A square root formulation is presented for the discrete combined state parameter estimation problem with linear plant dynamics, Gaussian random disturbances, and constant but uncertain parameters. The estimator is a combination of the classical Kalman filter and a maximum likelihood algorithm which maximizes the parameter log-likelihood function using a first order search routine.

Froidevaux, M. R.↗