System designers across all disciplines of technology face the need to develop machines capable of independently processing and analyzing data and predicting future data. This is the fundamental problem of interest in “estimation theory,” wherein probabilistic analyses are used to isolate relationships between variables, and in “statistical inference,” wherein those variables are used to make inferences about real-world quantities. In practice, all estimators are designed based on limited statistical generalizations about the behavior of the observed and latent variables of interest; however, these models are rarely fully representative of reality. In such cases, there exists a “model misspecification,” and the resulting estimators will produce results that differ from those of the properly specified estimators. Evaluating the performance of a given estimator may sometimes be done by direct comparison of estimator outputs to known ground truth. However, in many cases, there ...

The world in which we live is becoming more and more automated, exemplified by the numerous robots, or autonomous vehicles, that operate in air, on land, or in water. These robots perform a wide array of different tasks, ranging from the dangerous, such as underground mining, to the boring, such as vacuum cleaning. In common for all different robots is that they must possess a certain degree of awareness, both of themselves and of the world in which they operate. This thesis considers aspects of two research problems associated with this, more specifically the Simultaneous Localization and Mapping (SLAM) problem and the Multiple Target Tracking (MTT) problem. The SLAM problem consists of having the robot create a map of an environment and simultaneously localize itself in the same map. One way to reduce the effect of small errors that inevitably ...

This dissertation deals with the design of satellite-based navigation receivers. The term Global Navigation Satellite Systems (GNSS) refers to those navigation systems based on a constellation of satellites, which emit ranging signals useful for positioning. Although the american GPS is probably the most popular, the european contribution (Galileo) will be operative soon. Other global and regional systems exist, all with the same objective: aid user's positioning. Initially, the thesis provides the state-of-the-art in GNSS: navigation signals structure and receiver architecture. The design of a GNSS receiver consists of a number of functional blocks. From the antenna to the fi nal position calculation, the design poses challenges in many research areas. Although the Radio Frequency chain of the receiver is commented in the thesis, the main objective of the dissertation is on the signal processing algorithms applied after signal digitation. These ...

are involved until the development of Sequential Monte Carlo techniques which are also known as the particle filters. In particle filtering, the problem is expressed in terms of state-space equations where the linearity and Gaussianity requirements of the Kalman filtering are generalized. Therefore, we need information about the functional form of the state variations. In this thesis, we bring a general solution for the cases where these variations are unknown and the process distributions cannot be expressed by any closed form probability density function. Here, we propose a novel modeling scheme which is as unified as possible to cover all these problems. Therefore we study the performance analysis of our unifying particle filtering methodology on non-stationary Alpha Stable process modeling. It is well known that the probability density functions of these processes cannot be expressed in closed form, except for ...

This thesis presents a comprehensive example framework on how current multiple model state estimation algorithms for jump Markov linear systems can be improved. The possible improvements are categorized as: -Design of multiple model state estimation algorithms using new criteria. -Improvements obtained using existing multiple model state estimation algorithms. In the first category, risk-sensitive estimation is proposed for jump Markov linear systems. Two types of cost functions namely, the instantaneous and cumulative cost functions related with risk-sensitive estimation are examined and for each one, the corresponding multiple model estate estimation algorithm is derived. For the cumulative cost function, the derivation involves the reference probability method where one defines and uses a new probability measure under which the involved processes has independence properties. The performance of the proposed risk-sensitive filters are illustrated and compared with conventional algorithms using simulations. The thesis addresses ...

In this thesis we investigate centralized and distributed variants of sparse Bayesian learning (SBL), an effective probabilistic regression method used in machine learning. Since inference in an SBL model is not tractable in closed form, approximations are needed. We focus on the variational Bayesian approximation, as opposed to others used in the literature, for three reasons: First, it is a flexible general framework for approximate Bayesian inference that estimates probability densities including point estimates as a special case. Second, it has guaranteed convergence properties. And third, it is a deterministic approximation concept that is even applicable for high dimensional problems where non-deterministic sampling methods may be prohibitive. We resolve some inconsistencies in the literature involved in other SBL approximation techniques with regard to a proper Bayesian treatment and the incorporation of a very desired property, namely scale invariance. More specifically, ...

This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. One of the main reasons for the interest in nonlinear estimation is that problems of this kind arise naturally in many important applications. Several applications of nonlinear estimation are studied. The models most commonly used for estimation are based on stochastic difference equations, referred to as state-space models. This thesis is mainly concerned with models of this kind. However, there will be a brief digression from this, in the treatment of the mathematically more intricate differential-algebraic equations. Here, the purpose is to write these equations in a form suitable for statistical signal processing. The nonlinear state estimation problem is ...

This dissertation presents the outcome of investigations which envisaged to develop improved state and ‘combined state and parameter’ estimation algorithms for nonlinear signal models (during the contingent situations) where the complete knowledge of process and/or measurement noise covariance are not available. Variants of “adaptive nonlinear estimators” capable of providing satisfactory estimation results in the face of unknown noise covariance have been proposed in this dissertation. The proposed adaptive nonlinear estimators incorporate adaptation algorithms with which they can implicitly or explicitly, estimate unknown noise covariances along with estimation of states and parameters. Adaptation algorithms have been mathematically derived following different methods of adaptation which include Maximum Likelihood Estimation (MLE), Covariance Matching method and Maximum a Posteriori (MAP) method. The adaptive nonlinear estimators which have been proposed in this dissertation are formulated with the help of a general framework for adaptive nonlinear ...

This dissertation investigates robust signal processing and machine learning techniques, with the objective of improving the robustness of two applications against various threats, namely Global Navigation Satellite System (GNSS) based positioning and satellite imaging. GNSS technology is widely used in different fields, such as autonomous navigation, asset tracking, or smartphone positioning, while the satellite imaging plays a central role in monitoring, detecting and estimating the intensity of key natural phenomena, such as flooding prediction and earthquake detection. Considering the use of both GNSS positioning and satellite imaging in critical and safety-of-life applications, it is necessary to protect those two technologies from either intentional or unintentional threats. In the real world, the common threats to GNSS technology include multipath propagation and intentional/unintentional interferences. This thesis investigates methods to mitigate the influence of such sources of error, with the final objective of ...

In the modern world, we are increasingly surrounded by computation devices with communication links and one or more microphones. Such devices are, for example, smartphones, tablets, laptops or hearing aids. These devices can work together as nodes in an acoustic sensor network (ASN). Such networks are a growing platform that opens the possibility for many practical applications. ASN based speech enhancement, source localization, and event detection can be applied for teleconferencing, camera control, automation, or assisted living. For this kind of applications, the awareness of auditory objects and their spatial positioning are key properties. In order to provide these two kinds of information, novel methods have been developed in this thesis. Information on the type of auditory objects is provided by a novel real-time sound classification method. Information on the position of human speakers is provided by a novel localization ...

Mapping stationary objects and tracking moving targets are essential for many autonomous functions in vehicles. In order to compute the map and track estimates, sensor measurements from radar, laser and camera are used together with the standard proprioceptive sensors present in a car. By fusing information from different types of sensors, the accuracy and robustness of the estimates can be increased. Different types of maps are discussed and compared in the thesis. In particular, road maps make use of the fact that roads are highly structured, which allows relatively simple and powerful models to be employed. It is shown how the information of the lane markings, obtained by a front looking camera, can be fused with inertial measurement of the vehicle motion and radar measurements of vehicles ahead to compute a more accurate and robust road geometry estimate. Further, it ...

This thesis develops new mathematical theory and presents novel recovery algorithms for discrete linear dynamical systems (LDS) with sparsity constraints on either control inputs or initial state. The recovery problems in this framework manifest as the problem of reconstructing one or more sparse signals from a set of noisy underdetermined linear measurements. The goal of our work is to design algorithms for sparse signal recovery which can exploit the underlying structure in the measurement matrix and the unknown sparse vectors, and to analyze the impact of these structures on the efficacy of the recovery. We answer three fundamental and interconnected questions on sparse signal recovery problems that arise in the context of LDS. First, what are necessary and sufficient conditions for the existence of a sparse solution? Second, given that a sparse solution exists, what are good low-complexity algorithms that ...

The problem of signal separation is a very broad and fundamental one. A powerful paradigm within which signal separation can be achieved is the assumption that the signals/sources are statistically independent of one another. This is known as Independent Component Analysis (ICA). In this thesis, the theoretical aspects and derivation of ICA are examined, from which disparate approaches to signal separation are drawn together in a unifying framework. This is followed by a review of signal separation techniques based on ICA. Second order statistics based output decorrelation methods are employed to try to solve the challenging problem of separating convolutively mixed signals, in the context of mainly audio source separation and the Cocktail Party Problem. Various optimisation techniques are devised to implement second order signal separation of both artificially mixed signals and real mixtures. A study of the advantages and ...

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. Furthermore, new challenges arise from modern database architectures, such as the requirements for learning methods to be amenable to streaming, parallel and distributed computing. In this context, an increasingly popular approach is to first compress the database into a representation called a linear sketch, that satisfies all the mentioned requirements, then learn the desired information using only this sketch, which can be significantly faster than using the full data if the sketch is small. In this thesis, we introduce a generic methodology to fit a mixture of probability distributions on the data, using only a sketch of the database. The sketch is defined by combining two notions from the reproducing kernel literature, namely kernel mean embedding and Random Features expansions. It is seen to correspond ...

Over the last decade there has been an increasing interest in solutions for the continuous monitoring of health status with wireless, and in particular, wearable devices that provide remote analysis of physiological data. The use of wireless technologies have introduced new problems such as the transmission of a huge amount of data within the constraint of limited battery life devices. The design of an accurate and energy efficient telemonitoring system can be achieved by reducing the amount of data that should be transmitted, which is still a challenging task on devices with both computational and energy constraints. Furthermore, it is not sufficient merely to collect and transmit data, and algorithms that provide real-time analysis are needed. In this thesis, we address the problems of compression and analysis of physiological data using the emerging frameworks of Compressive Sensing (CS) and sparse ...