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 recent years, there has been a proliferation of wireless devices for individual use to the point of being ubiquitous. Recent trends have been incorporating many of these devices (or nodes) together, which acquire signals and work in unison over wireless channels, in order to accomplish a predefined task. This type of cooperative sensing and communication between devices form the basis of a so-called wireless sensor network (WSN). Due to the ever increasing processing power of these nodes, WSNs are being assigned more complicated and computationally demanding tasks. Recent research has started to exploit this increased processing power in order for the WSNs to perform tasks pertaining to audio signal acquisition and processing forming so-called wireless acoustic sensor networks (WASNs). Audio signal processing poses new and unique problems when compared to traditional sensing applications as the signals observed often have ...

In recent years, there has been a proliferation of wireless devices for individual use to the point of being ubiquitous. Recent trends have been incorporating many of these devices (or nodes) together, which acquire signals and work in unison over wireless channels, in order to accomplish a predefined task. This type of cooperative sensing and communication between devices form the basis of a so-called wireless sensor network (WSN). Due to the ever increasing processing power of these nodes, WSNs are being assigned more complicated and computationally demanding tasks. Recent research has started to exploit this increased processing power in order for the WSNs to perform tasks pertaining to audio signal acquisition and processing forming so-called wireless acoustic sensor networks (WASNs). Audio signal processing poses new and unique problems when compared to traditional sensing applications as the signals observed often have ...

In this study, the respiratory system are modelled by three linear and one non-linear lumped parameter respiratory model, the equations of the models are driven and the parameters are estimated by using statistical signal processing methods. Linear RIC, Viscoelastic and Mead models and proposed basic non-linear RC model are used to resemble the respiratory system of the patient with Chronic Obstructive Pulmonary Disease (COPD) under non-invasive ventilation. Statistical signal processing methods such as Minimum Variance Unbiased Estimation (MVUE), Maximum Likelihood Estimation (MLE), Kalman Filter (KF), Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF) are very powerful methods to estimate the parameters of the systems embedded in the unknown noise. In the first part of this thesis, artificial respiratory signals (airway flow and airway pressure) are used for the performance measurement criteria. Posterior Cramer Rao Lower Bound (PCRLB) is computed ...

Multisensor data fusion technology combines data and information from multiple sensors to achieve improved accuracies and better inference about the environment than could be achieved by the use of a single sensor alone. In this dissertation, we propose parametric and nonparametric multisensor data fusion algorithms with a broad range of applications. Image registration is a vital first step in fusing sensor data. Among the wide range of registration techniques that have been developed for various applications, mutual information based registration algorithms have been accepted as one of the most accurate and robust methods. Inspired by the mutual information based approaches, we propose to use the joint R´enyi entropy as the dissimilarity metric between images. Since the R´enyi entropy of an image can be estimated with the length of the minimum spanning tree over the corresponding graph, the proposed information-theoretic registration ...

This Thesis is focused on the combination of multiple biometric traits for automatic person authentication, in what is called a multimodal biometric system. More generally, any type of biometric information can be combined in what is called a multibiometric system. The information sources in multibiometrics include not only multiple biometric traits but also multiple sensors, multiple biometric instances (e.g., different fingers in fingerprint verification), repeated instances, and multiple algorithms. Most of the approaches found in the literature for combining these various information sources are based on the combination of the matching scores provided by individual systems built on the different biometric evidences. The combination schemes following this architecture are typically based on combination rules or trained pattern classifiers, and most of them assume that the score level fusion function is fixed at verification time. This Thesis considers the problem of ...

This PhD thesis addresses the problem of measuring blood glucose from a photometric measurement setup that requires blood samples in the nano litre-range, which is several orders of magnitude less than the state of the art. The chemical reaction between the blood sample and the reagent in this setup is observed by a camera over time. Notably, the presented framework can be generalised to any image-based photometric measurement scheme in the context of modern biosensors. In this thesis a framework is developed to measure the glucose concentration from the raw images obtained by the camera. Initially, a pre-processing scheme is presented to enhance the raw images. Moreover, a reaction onset detection algorithm is developed. This eliminates unnecessary computation during the constant phase of the chemical reaction. To detect faulty glucose measurements, methods of texture analysis are identified and employed in ...

Outdoor maps and navigation information delivered by modern services and technologies like Google Maps and Garmin navigators have revolutionized the lifestyle of many people. Motivated by the desire for similar navigation systems for indoor usage from consumers, advertisers, emergency rescuers/responders, etc., many indoor environments such as shopping malls, museums, casinos, airports, transit stations, offices, and schools need to be mapped. Typically, the environment is first reconstructed by capturing many point clouds from various stations and defining their spatial relationships. Currently, there is a lack of an accurate, rigorous, and speedy method for relating point clouds in indoor, urban, satellite-denied environments. This thesis presents a novel and automatic way for fusing calibrated point clouds obtained using a terrestrial laser scanner and the Microsoft Kinect by integrating them with a low-cost inertial measurement unit. The developed system, titled the Scannect, is the ...

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 ...

A new approach to robust filtering, prediction, smoothing and open-loop control of discrete-time signal vectors is presented. Linear time-invariant filters are designed to be insensitive to spectral uncertainty in signal models. The goal is to obtain a simple design method, leading to filters which are not overly conservative. Modelling errors are described by sets of time-invariant models, parameterized by random variables with known covariances. These covariances could either be estimated from data, or be used as robustness ``tuning knobs". A robust design is obtained by minimizing the H-2 norm, averaged with respect to the assumed model errors. A polynomial matrix solution, based on an averaged spectral factorization and a Diophantine equation, is derived. The robust filters are referred to as cautious filters. The filters turn out to be not more complicated to design than the ordinary filters. The main effort ...

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 ...

In the last few years Homeland Security (HS) has gained a considerable interest in the research community. From a scientific point of view, it is a difficult task to provide a definition of this research area and to exactly draw up its boundaries. In fact, when we talk about the security and the surveillance, several problems and aspects must be considered. In particular, the following factors play a crucial role and define the complexity level of the considered application field: the number of potential threats can be high and uncertain; the threat detection and identification can be made more complicated by the use of camouflaging techniques; the monitored area is typically wide and it requires a large and heterogeneous sensor network; the surveillance operation is strongly related to the operational scenario, so that it is not possible to define a ...

To satisfy the continuously growing demands for higher data rates, modern radio communication systems employ larger bandwidths and more complex waveforms. Furthermore, radio devices are expected to support a rich mixture of standards such as cellular networks, wireless local-area networks, wireless personal area networks, positioning and navigation systems, etc. In general, a "smart'' device should be flexible to support all these requirements while being portable, cheap, and energy efficient. These seemingly conflicting expectations impose stringent radio frequency (RF) design challenges which, in turn, call for their proper understanding as well as developing cost-effective solutions to address them. The direct-conversion transceiver architecture is an appealing analog front-end for flexible and multi-standard radio systems. However, it is sensitive to various circuit impairments, and modern communication systems based on multi-carrier waveforms such as Orthogonal Frequency Division Multiplexing (OFDM) and Orthogonal Frequency Division Multiple ...

Progressive developments in computing and sensor technologies during the past decades have enabled the formulation of increasingly advanced problems in statistical inference and signal processing. The thesis is concerned with statistical estimation methods, and is divided into three parts with focus on two different areas: sensor fusion and sparse signal processing. The first part introduces the well-established Bayesian, Fisherian and least-squares estimation frameworks, and derives new estimators. Specifically, the Bayesian framework is applied in two different classes of estimation problems: scenarios in which (i) the signal covariances themselves are subject to uncertainties, and (ii) distance bounds are used as side information. Applications include localization, tracking and channel estimation. The second part is concerned with the extraction of useful information from multiple sensors by exploiting their joint properties. Two sensor configurations are considered here: (i) a monocular camera and an inertial ...

This thesis focuses on different nonlinear distortion aspects in radio transmitter and receivers. Such nonlinear distortion aspects are generally becoming more and more important as the communication waveforms themselves get more complex and thus more sensitive to any distortion. Also balancing between the implementation costs, size, power consumption and radio performance, especially in multiradio devices, creates tendency towards using lower cost, and thus lower quality, radio electronics. Furthermore, increasing requirements on radio flexibility, especially on receiver side, reduces receiver radio frequency (RF) selectivity and thus increases the dynamic range and linearity requirements. Thus overall, proper understanding of nonlinear distortion in radio devices is essential, and also opens the door for clever use of digital signal processing (DSP) in mitigating and suppressing such distortion effects. On the receiver side, the emphasis in this thesis is mainly on the analysis and DSP ...