Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. In this thesis, we make use of Bayesian statistics to construct probabilistic models given prior information and historical data, which can be used for decision support and predictions. The main obstacle with this approach is that it often results in mathematical problems lacking analytical solutions. To cope with this, we make use of statistical simulation algorithms known as Monte Carlo methods to approximate the intractable solution. These methods enjoy well-understood statistical properties but are often computational prohibitive to employ. The main contribution of this thesis is the exploration of different strategies for accelerating inference methods based on sequential Monte Carlo ...

Sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) methods provide computational tools for systematic inference and learning in complex dynamical systems, such as nonlinear and non-Gaussian state-space models. This thesis builds upon several methodological advances within these classes of Monte Carlo methods. Particular emphasis is placed on the combination of SMC and MCMC in so called particle MCMC algorithms. These algorithms rely on SMC for generating samples from the often highly autocorrelated state-trajectory. A specific particle MCMC algorithm, referred to as particle Gibbs with ancestor sampling (PGAS), is suggested. By making use of backward sampling ideas, albeit implemented in a forward-only fashion, PGAS enjoys good mixing even when using seemingly few particles in the underlying SMC sampler. This results in a computationally competitive particle MCMC algorithm. As illustrated in this thesis, PGAS is a useful tool for both ...

Vision and infrared sensors are very common in surveillance and security applications, and there are numerous examples where a critical infrastructure, e.g. a harbor, an airport, or a military camp, is monitored by video surveillance systems. There is a need for automatic processing of sensor data and intelligent control of the sensor in order to obtain efficient and high performance solutions that can support a human operator. This thesis considers two subparts of the complex sensor fusion system; namely target tracking and sensor control.The multiple target tracking problem using particle filtering is studied. In particular, applications where road constrained targets are tracked with an airborne video or infrared camera are considered. By utilizing the information about the road network map it is possible to enhance the target tracking and prediction performance. A dynamic model suitable for on-road target tracking with ...

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 ...

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 ...

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 ...

In recent years, advances in signal processing have led the wireless sensor networks to be capable of mobility. The signal processing in a wireless sensor network differs from that of a traditional wireless network mainly in two important aspects. Unlike traditional wireless networks, in a sensor network the signal processing is performed in a fully distributed manner as the sensor measurements in a distributed fashion across the network collected. Additionally, due to the limited onboard resource of a sensor network it is essential to develop energy and bandwidth efficient signal processing algorithms. The thesis is devoted to discuss the state of the arte of algorithms commonly known as tracking algorithms. Although tracking algorithms have only been attracting research and development attention recently, already a wide literature and great variety of proposed approaches regarding the topic exist. The dissertation focus on ...

Given the widespread use of miniaturized audio interfaces, echo control systems are faced with increasing challenges to address a large variety of acoustic conditions observed by such interfaces. This motivates the use of sophisticated machine learning-based techniques to overcome the limitations of conventional methods. The contributions in this thesis can be outlined by decomposing the task of nonlinear acoustic echo control into two subtasks: Nonlinear Acoustic Echo Cancellation (NAEC) and Acoustic Echo Suppression (AES). In particular, by formulating the single-channel NAEC model-adaptation task as a Bayesian recursive filtering problem, an evolutionary resampling strategy for particle filtering is proposed. The resulting Elitist Resampling Particle Filter (ERPF) is shown experimentally to be an efficient and high-performing approach that can be extended to address challenging conditions such as non-stationary interferers. The fundamental problem of nonlinear model design is addressed by proposing a novel ...

This thesis addresses the problem of vision based sign language recognition and focuses on three main tasks to design improved techniques that increase the performance of sign language recognition systems. We first attack the markerless tracking problem during natural and unrestricted signing in less restricted environments. We propose a joint particle filter approach for tracking multiple identical objects, in our case the two hands and the face, which is robust to situations including fast movement, interactions and occlusions. Our experiments show that the proposed approach has a robust tracking performance during the challenging situations and is suitable for tracking long durations of signing with its ability of fast recovery. Second, we attack the problem of the recognition of signs that include both manual (hand gestures) and non-manual (head/body gestures) components. We investigated multi-modal fusion techniques to model the different temporal ...

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 ...

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 ...

Many scientific and engineering problems require us to process measurements and data in order to extract information. Since we base decisions on information, it is important to design accurate and efficient processing algorithms. This is often done by modeling the signal of interest and the noise in the problem. One type of modeling is Compressed Sensing, where the signal has a sparse or low-rank representation. In this thesis we study different approaches to designing algorithms for sparse and low-rank problems. Greedy methods are fast methods for sparse problems which iteratively detects and estimates the non-zero components. By modeling the detection problem as an array processing problem and a Bayesian filtering problem, we improve the detection accuracy. Bayesian methods approximate the sparsity by probability distributions which are iteratively modified. We show one approach to making the Bayesian method the Relevance Vector ...

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 ...

The thriving development of wireless communications calls for innovative and advanced signal processing techniques targeting at an enhanced performance in terms of reliability, throughput, robustness, efficiency, flexibility, etc.. This thesis addresses such a compelling demand and presents new and intriguing progress towards fulfilling it. We mainly concentrate on two advanced multi-dimensional signal processing challenges for wireless systems that have attracted tremendous research attention in recent years, multi-carrier Multiple-Input Multiple-Output (MIMO) systems and multi-dimensional harmonic retrieval. As the key technologies of wireless communications, the numerous benefits of MIMO and multi-carrier modulation, e.g., boosting the data rate and improving the link reliability, have long been identified and have ignited great research interest. In particular, the Orthogonal Frequency Division Multiplexing (OFDM)-based multi-user MIMO downlink with Space-Division Multiple Access (SDMA) combines the twofold advantages of MIMO and multi-carrier modulation. It is the essential element ...

In this thesis, a general solution to the component separation problem in images is introduced. Unlike most existing works, the spatial dependencies of images are modelled in the separation process with the use of Markov random fields (MRFs). In the MRFs model, Cauchy density is used for the gradient images. We provide a general Bayesian framework for the estimation of the parameters of this model. Due to the intractability of the problem we resort to numerical solutions for the joint maximization of the a posteriori distribution of the sources, the mixing matrix and the noise variances. For numerical solution, four different methods are proposed. In first method, the difficulty of working analytically with general Gibbs distributions of MRF is overcome by using an approximate density. In this approach, the Gibbs distribution is modelled by the product of directional Gaussians. The ...