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 ...

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 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 ...

In this dissertation we focus on statistical signal processing for Data Fusion, with a particular focus on wireless sensor networks. Six topics are studied: (i) Data Fusion for classification under model uncertainty; (ii) Decision Fusion over coherent MIMO channels; (iii) Performance analysis of Maximum Ratio Combining in MIMO decision fusion; (iv) Decision Fusion over non-coherent MIMO channels; (v) Decision Fusion for distributed classification of multiple targets; (vi) Data Fusion for inverse localization problems, with application to wideband passive sonar platform estimation. The first topic of this thesis addresses the problem of lack of knowledge of the prior distribution in classification problems that operate on small data sets that may make the application of Bayes' rule questionable. Uniform or arbitrary priors may provide classification answers that, even in simple examples, may end up contradicting our common sense about the problem. Entropic ...

This thesis is concerned with the problem of broadband angle of arrival (AoA) estimation for sensor arrays. There is a rich theory of narrowband solutions to the AoA problem, which typically involves the covariance matrix of the received data and matrix factorisations such as the eigenvalue decomposition (EVD) to reach optimality in various senses. For broadband arrays, such as found in sonar, acoustics or other applications where signals do not fulfil the narrowband assumption, working with phase shifts between different signals — as sufficient in the narrowband case — does not suffice and explicit lags need to be taken into account. The required space-time covariance matrix of the data now has a lag dimension, and classical solutions such as those based on the EVD are no longer directly applicable. There are a number of existing broadband AoA techniques, which are ...

Chapter 2 contains a short introduction to the fundamentals of compressed sensing theory, which is the larger context of this thesis. We start with introducing the key concepts of sparsity and sparse representations of signals. We discuss the central problem of compressed sensing, i.e. how to adequately recover sparse signals from a small number of measurements, as well as the multiple formulations of the reconstruction problem. A large part of the chapter is devoted to some of the most important conditions necessary and/or sufficient to guarantee accurate recovery. The aim is to introduce the reader to the basic results, without the burden of detailed proofs. In addition, we also present a few of the popular reconstruction and optimization algorithms that we use throughout the thesis. Chapter 3 presents an alternative sparsity model known as analysis sparsity, that offers similar recovery ...

Due to significant advances made over the last few decades in the areas of (wireless) networking, communications and microprocessor fabrication, the use of sensor networks to observe physical phenomena is rapidly becoming commonplace. Over this period, many aspects of sensor networks have been explored, yet a thorough understanding of how to analyse and process the vast amounts of sensor data collected remains an open area of research. This work, therefore, aims to provide theoretical, as well as practical, advances this area. In particular, we consider the problem of inferring certain underlying properties of the monitored phenomena, from our sensor measurements. Within mathematics, this is commonly formulated as an inverse problem; whereas in signal processing, it appears as a (multidimensional) sampling and reconstruction problem. Indeed it is well known that inverse problems are notoriously ill-posed and very demanding to solve; meanwhile ...

Recent academic developments have initiated a paradigm shift in the way spatial sensor data can be acquired. Traditional localized and regularly arranged sensor arrays are replaced by sensor nodes that are randomly distributed over the entire spatial field, and which communicate with each other or with a master node through wireless communication links. Together, these nodes form a so-called ‘wireless sensor network’ (WSN). Each node of a WSN has a local sensor array and a signal processing unit to perform computations on the acquired data. The advantage of WSNs compared to traditional (wired) sensor arrays, is that many more sensors can be used that physically cover the full spatial field, which typically yields more variety (and thus more information) in the signals. It is likely that future data acquisition, control and physical monitoring, will heavily rely on this type of ...

High dimensional time series data are observed in many complex systems. In networked data, some of the time series are influenced by other time series. Identifying these relations encoded in a graph structure or topology among the time series is of paramount interest in certain applications since the identifi ed structure can provide insights about the underlying system and can assist in inference tasks. In practice, the underlying topology is usually sparse, that is, not all the participating time series influence each other. The goal of this dissertation pertains to study the problem of sparse topology identi fication under various settings. Topology identi fication from time series is a challenging task. The first major challenge in topology identi fication is that the assumption of static topology does not hold always in practice since most of the practical systems are evolving ...

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 delves into the detection and localization aspects of distributed Wireless Sensor Networks (WSNs). Specifically, the research concentrates on WSNs in which sensors autonomously carry out detection tasks and transmit their decisions to a fusion center (FC). The FC’s role is to make a comprehensive decision about the presence of a specific event of interest and estimate its potential location. Given its broad significance, the thesis specializes in applying WSNs for industrial monitoring, particularly in the process and energy industry. Three distinct approaches are explored in this thesis: (i) per-sample/batch detection, (ii) quickest detection, and (iii) sequential detection. Each framework proposes a set of detection and associated localization rules. A primary objective of this work is to develop detection and localization strategies that leverage existing information about the monitored environment, bridging the gap between monitoring systems and the knowledge ...

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 ...

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 today's society, we are flooded with massive volumes of data in the order of a billion gigabytes on a daily basis from pervasive sensors. It is becoming increasingly challenging to locally store and transport the acquired data to a central location for signal/data processing (i.e., for inference). To alleviate these problems, it is evident that there is an urgent need to significantly reduce the sensing cost (i.e., the number of expensive sensors) as well as the related memory and bandwidth requirements by developing unconventional sensing mechanisms to extract as much information as possible yet collecting fewer data. The first aim of this thesis is to develop theory and algorithms for data reduction. We develop a data reduction tool called sparse sensing, which consists of a deterministic and structured sensing function (guided by a sparse vector) that is optimally designed ...

In the modern wireless age, lightweight multimedia technology stimulates attractive commercial applications on a grand scale as well as highly specialized niche markets. In this regard, the design of efficient video compression systems meeting such key requirements as very low encoding complexity, transmission error robustness and scalability, is no straightforward task. The answer can be found in fundamental information theoretic results, according to which efficient compression can be achieved by leveraging knowledge of the source statistics at the decoder only, giving rise to distributed, or alias Wyner-Ziv, video coding. This dissertation engineers efficient lightweight Wyner-Ziv video coding schemes emphasizing on several design aspects and applications. The first contribution of this dissertation focuses on the design of effective side information generation techniques so as to boost the compression capabilities of Wyner-Ziv video coding systems. To this end, overlapped block motion estimation ...