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2021 IEEE 24th International Conference on Information Fusion (FUSION)最新文献

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Comparison of Confidence Sets Designs for Various Degrees of Knowledge 不同知识程度的置信集设计比较
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9626991
Jiří Ajgl, O. Straka
Confidence sets are random sets constructed in such a way that the probability that they contain the estimated parameter achieves a chosen level. This paper deals with combining information from two estimates and discusses several designs with respect to various degrees of knowledge of the joint probability density function. Namely, the designs by fusion, intersection and union are considered for unknown joint density, known Gaussian joint density and Gaussian joint density with unknown cross-covariance. Evaluation criteria are proposed and the confidence sets are compared using simple numerical example.
置信集是随机集,其构造方式使它们包含估计参数的概率达到选定的水平。本文讨论了结合两个估计的信息,并讨论了关于联合概率密度函数的不同知识程度的几种设计。即对未知关节密度、已知高斯关节密度和未知交叉协方差的高斯关节密度分别考虑融合、相交和并设计。提出了评价准则,并通过简单的数值算例对置信集进行了比较。
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引用次数: 1
Policy Rollout Action Selection with Knowledge Gradient for Sensor Path Planning 基于知识梯度的传感器路径规划策略展开动作选择
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9626874
Thore Gerlach, Folker Hoffmann, A. Charlish
This paper considers the problem of finding the best action in a policy rollout algorithm. Policy rollout is an online computation method used in approximate dynamic programming. We applied two different versions of the knowledge gradient (KG) policy to a sensor path planning problem. The goal of this problem is to localize an emitter using only bearing measurements. To the authors’ knowledge, this was the first time the KG was applied in a policy rollout context. The performance of the KG policy was found to be comparable with methods used in prior work while also having a potentially wider applicability.
本文研究了策略展开算法中寻找最佳行动的问题。策略rollout是一种用于近似动态规划的在线计算方法。我们将两种不同版本的知识梯度(KG)策略应用于传感器路径规划问题。该问题的目标是仅使用方位测量来定位发射器。据作者所知,这是KG首次在政策推出上下文中应用。发现KG策略的性能与先前工作中使用的方法相当,同时也具有潜在的更广泛的适用性。
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引用次数: 3
Recursive LMMSE Sequential Fusion with Multi-Radar Measurements for Target Tracking 基于多雷达测量的递推LMMSE序列融合目标跟踪
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9626993
Donglin Zhang, Z. Duan
By simply stacking all converted measurements, recursive LMMSE (linear minimum mean square error) filtering for a single radar has been extended to the case of centralized fusion with multiple radars. To further improve the performance of the LMMSE centralized fusion, [1] ranks all scalar measurements from multiple radars dimension by dimension, and then recombines these measurements for LMMSE filtering. However, due to the inherent shortcomings of centralized fusion, they have potential limitations in practical application. In this paper, we first develop an information filtering form of the recursive LMMSE filter by equivalent transformation, to avoid the inverse operation of innovation covariance. Then, a recursive LMMSE sequential fusion with multi-radar measurements is presented depending on the information filter. The sequential fusion is theoretically optimal in the sense that it is equivalent to the LMMSE centralized fusion. Numerical examples show that the recursive LMMSE sequential fusion with recombined multi-radar measurements performs better in terms of estimation accuracy.
通过简单地叠加所有转换后的测量值,将单雷达的递归LMMSE(线性最小均方误差)滤波扩展到多雷达集中融合的情况。为了进一步提高LMMSE集中融合的性能,[1]将来自多个雷达的所有标量测量值逐维排序,然后将这些测量值重新组合进行LMMSE滤波。然而,由于集中式融合的固有缺点,在实际应用中存在潜在的局限性。为了避免创新协方差的逆运算,本文首先通过等价变换建立了递归LMMSE滤波器的信息过滤形式。然后,根据信息滤波器,提出了一种递归LMMSE序列融合算法。顺序融合在理论上是最优的,因为它相当于LMMSE集中融合。数值算例表明,复合多雷达测量值的递推LMMSE序列融合具有较好的估计精度。
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引用次数: 1
Animal Tracking within a Formation of Drones 无人机编队中的动物追踪
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9626844
J. T. Marcos, S. Utete
In this study, we develop a distributed system that can be used by unmanned aerial vehicles (UAVs) or drones for single-animal tracking in terrestrial settings. The system involves a video object tracking (VOT) solution and a drone formation. The proposed VOT solution is based on the particle filter (PF) with two measurement providers: a colour image segmentation (CIS) approach and a machine learning (ML) technique. They are switched based on the structural similarity (SSIM) index between the initial and the current target appearances to mitigate the limitation of computational resources of civilian drones, and to ensure good tracking performance. At first, the deep learning object detector You Only Look Once version three (YOLOv3) is used as the second measurement provider. The proposed VOT solution has been tested on wildlife footage recorded by drones (and obtained from an animal behaviour group). The tests demonstrate amongst other results that the proposed VOT solution is more efficient when YOLOv3 is replaced by other methods such as boosting and channel and spatial reliability tracking (CSRT). The results suggest the utility of the proposed VOT solution in single-animal tracking with cooperative drones for wildlife preservation.
在本研究中,我们开发了一种分布式系统,可用于无人驾驶飞行器(uav)或无人机在陆地环境中进行单动物跟踪。该系统包括视频目标跟踪(VOT)解决方案和无人机编队。提出的VOT解决方案基于粒子滤波器(PF),具有两种测量提供者:彩色图像分割(CIS)方法和机器学习(ML)技术。基于结构相似度(SSIM)指数在初始目标和当前目标之间进行切换,减轻了民用无人机计算资源的限制,保证了良好的跟踪性能。首先,使用深度学习对象检测器You Only Look Once version 3 (YOLOv3)作为第二个测量提供者。提出的VOT解决方案已经在无人机记录的野生动物镜头上进行了测试(并从动物行为小组获得)。测试结果表明,当YOLOv3被其他方法(如增强和信道和空间可靠性跟踪(CSRT))取代时,所提出的VOT解决方案效率更高。结果表明,所提出的VOT解决方案在野生动物保护的单动物跟踪中具有实用价值。
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引用次数: 2
Deep Learning for Financial Time Series Forecast Fusion and Optimal Portfolio Rebalancing 基于深度学习的金融时间序列预测融合与最优投资组合再平衡
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9626945
Siddeeq Laher, A. Paskaramoorthy, Terence L van Zyl
Portfolio selection is complicated by the difficulty of forecasting financial time series and the sensitivity of portfolio optimisers to forecasting errors. To address these issues, a portfolio management model is proposed that makes use of Deep Learning Models for weekly financial time series forecasting of returns. Our model uses a late fusion of an ensemble of forecast models and modifies the standard mean-variance optimiser to account for transaction costs, making it suitable for multi-period trading. Our empirical results show that our portfolio management tool outperforms the equally-weighted portfolio benchmark and the buy-and-hold strategy, using both Long Short-Term Memory and Gated Recurrent Unit forecasts. Although the portfolios are profitable, they are also sub-optimal in terms of their risk to reward ratio. Therefore, greater forecasting accuracy is necessary to construct truly optimal portfolios.
由于预测金融时间序列的困难和投资组合优化者对预测误差的敏感性,使投资组合选择变得复杂。为了解决这些问题,提出了一个投资组合管理模型,该模型利用深度学习模型对每周的财务时间序列进行回报预测。我们的模型使用预测模型集合的后期融合,并修改标准均值方差优化器以考虑交易成本,使其适用于多期交易。我们的实证结果表明,我们的投资组合管理工具优于等权重的投资组合基准和买入并持有策略,同时使用长短期记忆和门控循环单元预测。尽管这些投资组合是盈利的,但就风险回报比而言,它们也不是最优的。因此,要构建真正最优的投资组合,需要更高的预测准确性。
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引用次数: 10
Making Sense of It All: Measurement Cluster Sequencing for Enhanced Situational Awareness with Ubiquitous Sensing 这一切的意义:测量集群排序增强态势感知与无处不在的传感
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9626851
Varun K. Garg, Brooks P. Saunders, T. Wickramarathne
Situational awareness methods aim to identify and map what is happening in an operational environment in terms of operational terms that define certain decision-making contexts. The underlying assumption here is that an appropriate decision-making context is either known or can be identified a priori for accurately mapping incoming evidence. However, in many complex and unstructured operational environments where situational awareness systems are most useful (e.g., asymmetric battlegrounds, urban reconnaissance), the decision-making context is neither known a priori nor it is easy to determine by, say subject matter experts. This paper presents a data-driven approach for gaining insights on the decision-making context via judicious processing of ubiquitous soft (i.e., human-based) and hard (e.g., physics-based) data streams generated by voluntarily participating mobile sensors that are traversing the operational environment. In particular, by using spectral clustering in tandem with variable length sequence decoding methods, ubiquitous data stream are clustered and then processed for early identification of specific scenarios of interest (that may have generated the sensor measurements). This will enable a decision-maker to understand emerging situations in the operational environment to set the correct decision-making context and proactively identify what information will be most relevant to reducing uncertainty associated with them. Our approach is illustrated via a simulated example that provides insights into its behavior, performance and sensitivity to parameters.
态势感知方法的目的是根据定义决策环境的操作术语,识别和绘制操作环境中正在发生的事情。这里的基本假设是,适当的决策背景是已知的,或者可以先验地确定,以便准确地绘制传入的证据。然而,在许多复杂和非结构化的作战环境中,态势感知系统是最有用的(例如,不对称战场,城市侦察),决策环境既不是先验的,也不容易确定,主题专家说。本文提出了一种数据驱动的方法,通过明智地处理无处不在的软(即,基于人的)和硬(例如,基于物理的)数据流来获得对决策环境的见解,这些数据流是由自愿参与的移动传感器生成的,这些传感器正在穿越操作环境。特别是,通过使用光谱聚类与可变长度序列解码方法串联,无处不在的数据流被聚类,然后处理,以便早期识别感兴趣的特定场景(可能产生传感器测量值)。这将使决策者能够了解操作环境中出现的情况,从而设置正确的决策环境,并主动识别与减少与之相关的不确定性最相关的信息。我们的方法通过一个模拟的例子来说明,该例子提供了对其行为、性能和对参数的敏感性的见解。
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引用次数: 0
A Diffusion-Based Distributed Time Difference Of Arrival Source Positioning 一种基于扩散的到达源分布时差定位方法
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9627001
Asaf Gendler, S. Peleg, A. Amar
We propose a distributed time difference of arrival method for estimating a source using a multi-agent network. By exchanging information with the agents in its local neighborhood, each agent estimates the source position by minimizing a local cost function which is obtained by linearizing the local time difference of arrival measurements. The local minimization is performed using the diffusion approach where at the first step each agent determines a local estimate by combining the weighted source position estimates received from its neighbors, and then adapt the local gradient of its local cost function. We propose to use adaptive weights which are time-varying and depends on the fit errors of each agent in the network. Numerical results and real data experiments demonstrate that such an approach produces close position estimates compared to the centralized method and the theoretical Cramer-Rao lower bounds.
我们提出了一种基于多智能体网络的分布式到达时差估计方法。通过与其局部邻域的智能体交换信息,每个智能体通过最小化局部代价函数来估计源位置,该函数通过线性化局部到达测量的时间差来获得。局部最小化使用扩散方法执行,其中第一步每个代理通过结合从其邻居接收的加权源位置估计来确定局部估计,然后调整其局部代价函数的局部梯度。我们建议使用时变的自适应权值,它取决于网络中每个agent的拟合误差。数值结果和实际数据实验表明,与集中式方法和理论Cramer-Rao下界相比,该方法产生了更接近的位置估计。
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引用次数: 1
Supporting Agile User Fusion Analytics through Human-Agent Knowledge Fusion 通过人-代理知识融合支持敏捷用户融合分析
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9627072
Dave Braines, A. Preece, Colin Roberts, E. Blasch
For many types of data and information fusion, input from human users is essential, both in terms of defining or adjusting the processing steps, as well as in interacting with, understanding, and communicating the results. In many cases, information fusion should increase understanding for the human user(s) working as part of a team of interacting agents, taking into account the needs of each user type, and the factors that might affect individual and team performance. This paper focuses on the decision support that could be provided to users, by presenting a candidate environment to support comprehensive information fusion and exchange in support of human-agent knowledge fusion (HAKF). The paper outlines two distinct HAKF use cases of (1) foraging data for open source intelligence analysis, and (2) sensemaking fusion from sensors and machine agents, using Cogni-sketch. In the first use case, a traditional open source intelligence gathering exercise demonstrates information gathered from multiple sources and maps it to a common model of sensemaking. The second use case shows machine-led activities including fusion of machine vision and object identification, and the utilization of human-led semantic definitions of events and situations in support of sensemaking.
对于许多类型的数据和信息融合,无论是在定义或调整处理步骤方面,还是在与结果进行交互、理解和交流方面,来自人类用户的输入都是必不可少的。在许多情况下,信息融合应该增加对作为交互代理团队的一部分工作的人类用户的理解,同时考虑到每种用户类型的需求以及可能影响个人和团队绩效的因素。本文通过提出一个支持全面信息融合和交换的候选环境,以支持人类智能体知识融合(HAKF),重点研究可以为用户提供的决策支持。本文概述了两个不同的HAKF用例:(1)为开源智能分析采集数据,以及(2)使用cognitive -sketch从传感器和机器代理中进行语义融合。在第一个用例中,传统的开源情报收集练习演示了从多个来源收集的信息,并将其映射到一个通用的语义模型。第二个用例展示了机器主导的活动,包括机器视觉和对象识别的融合,以及利用人类主导的事件和情况的语义定义来支持语义构建。
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引用次数: 6
Resilient Collaborative All-source Navigation 弹性协作全源导航
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9626892
Jonathon S. Gipson, R. Leishman
The Autonomous and Resilient Management of All-source Sensors with Stable Observability Monitoring (ARMAS-SOM) framework fuses collaborative all-source sensor information in a resilient manner with fault detection, exclusion, and integrity solutions recognizable to a Global Navigation Satellite System (GNSS) user. This framework uses a multi-filter residual monitoring approach for fault detection and exclusion which is augmented with an additional "observability" Extended Kalman Filter (EKF) sub-layer for resilience. We monitor the a posteriori state covariances in this sub-layer to provide intrinsic awareness when navigation state observability assumptions required for integrity are in danger. The framework leverages this to selectively augment with offboard information and preserve resilience. By maintaining split parallel collaborative and proprioceptive frameworks and employing a novel "stingy collaboration" technique, we are able maximize efficient use of network resources, limit the propagation of unknown corruption to a single donor, prioritize high fidelity donors, and maintain consistent collaborative navigation without fear of double-counting in a scalable processing footprint. Lastly, we preserve the ability to return to autonomy and are able to use the same intrinsic awareness to notify the user when it is safe to do so.
具有稳定可观测性监测的全源传感器的自主和弹性管理(ARMAS-SOM)框架以弹性的方式融合协作的全源传感器信息,并具有全球导航卫星系统(GNSS)用户可识别的故障检测、排除和完整性解决方案。该框架使用多滤波器残余监测方法进行故障检测和排除,并通过额外的“可观察性”扩展卡尔曼滤波器(EKF)子层增强恢复能力。我们监控该子层的后验状态协方差,以便在完整性所需的导航状态可观测性假设处于危险中时提供内在感知。框架利用这一点来选择性地增加场外信息并保持弹性。通过保持分裂并行协作和本体感觉框架,并采用一种新的“吝啬协作”技术,我们能够最大限度地有效利用网络资源,限制未知腐败向单个捐助者的传播,优先考虑高保真捐助者,并保持一致的协作导航,而不必担心在可扩展的处理足迹中重复计算。最后,我们保留了回归自主的能力,并能够使用相同的内在意识来通知用户何时安全。
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引用次数: 0
Deep Likelihood Learning for 2-D Orientation Estimation Using a Fourier Filter 基于傅里叶滤波器的二维方向估计的深度似然学习
Pub Date : 2021-11-01 DOI: 10.23919/fusion49465.2021.9627032
F. Pfaff, Kailai Li, U. Hanebeck
Filters for circular manifolds are well suited to estimate the orientation of 2-D objects over time. However, manually deriving measurement models for camera data is generally infeasible. Therefore, we propose loss terms that help train neural networks to output Fourier coefficients for a trigonometric polynomial. The square of the trigonometric polynomial then constitutes the likelihood function used in the filter. Particular focus is put on ensuring that rotational symmetries are properly considered in the likelihood. In an evaluation, we train a network with one of the loss terms on artificial data. The filter shows good estimation quality. While the uncertainty of the filter does not perfectly align with the actual errors, the expected and actual errors are clearly correlated.
圆形流形的滤波器非常适合于估计二维物体随时间的方向。然而,手动导出相机数据的测量模型通常是不可行的。因此,我们提出损失项,帮助训练神经网络输出三角多项式的傅里叶系数。然后三角多项式的平方构成了滤波器中使用的似然函数。特别着重于确保在可能性中适当考虑旋转对称性。在评估中,我们在人工数据上用一个损失项训练一个网络。该滤波器具有良好的估计质量。虽然滤波器的不确定性与实际误差并不完全一致,但预期误差和实际误差是明显相关的。
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引用次数: 1
期刊
2021 IEEE 24th International Conference on Information Fusion (FUSION)
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