Indoor navigation could be used in many applications to enhance performance in its specific area. Anything from serious life critical tasks like aiding firefighters or coordinating military attacks to more simple every day use like finding a desired shop in a large supermarket could be considered. Smartphones of today introduce an interesting platform with capabilities like existing, more clumsy, indoor navigation systems. The iPhone 3GS is a powerful smartphone that lets the programmer use its hardware in an efficient and easy way. The iPhone 3GS has a 3-axis accelerometer, a 3-axis magnetometer and hardware accelerated image rendering which is used in this thesis to track the user on an indoor map. A particle filter is used to track the position of the user. The implementation shows how many particles the iPhone will be able to handle and update in real time without lag in the application.

In modern systems for air surveillance, it is important to have a high quality situationassessment. SAAB has a system for air surveillance, and in this thesis possibleimprovements of the tracking performance of this system are explored. The focushas been on improving the tracking of highly maneuverable targets observed withlow sampling rate. To evaluate improvements of the tracking performance, a componentthat is similar to the one used in SAAB’s present tracker was implementedin an Interacting Multiple Model (IMM) structure. The use of an Auxiliary ParticleFilter for improving the tracking performance is explored, and a way to fita particle filter into SAAB’s existing IMM framework is proposed. The differentfilters were implemented in Matlab, and evaluation was done by the meansof Monte Carlo simulations. The results from Monte Carlo simulations show significantimprovement when tracking in two dimensions. However, the results inthree dimensions do not display any substantial overall improvement when usingthe particle filter compared to using SAAB’s present filter. It is therefore notworthwhile to switch the filter used in SAAB’s present tracker for a particle filter,at least not under the high SNR circumstances presented in this thesis. However,further studies within this area are recommended before any final decisions aremade.

In decentralized data fusion system, if the probability model of the noise is Gaussian and the innovation informations from the sensors are uncorrlated,the information filtering technique can be the best method to fuse the information from different sensors. However, in the realistic environments, information filter cannot provide the best solution of state estimation and data integration when the noises are non-Gaussian and correlated. Since particle filter are capable of dealing with non-linear and non-Gaussian problems, it is an intuitive approach to replace the information filter by particle filter with some suitable data fusion techniques.In this thesis, we investigate a decentralized data fusion system with improved particle filters for target tracking. In order to achieve better tracking performance, the Iterated Extended Kalman Filter framework is used to incorporate the newest observations into the proposal distribution of the particle filter. In our proposed architecture, each sensor consists of one particle filter, which is used in generating the local statistics of the system state. Gaussian mixture model (GMM) is adopted to approximate the posterior distribution of the weighted particles in the filters, thereby more compact representations of the distribution for transmmision can be obtained. To achieve information sharing and integration, the GMM-Covariance Intersection algorithm is used in formulating the decentralized fusion solutions. Simulation resluts of target tracking cases in a sensor system with two sensor nodes are given to show the effectiveness and superiorty of the proposed architecture.

In this thesis, we investigate a decentralized data fusion system with improved particle filters for target tracking. In many application areas, it becomes essential to use nonlinear and non-Gaussian elements to accurately model the underlying dynamics of a physical system. Particle filters have a great potential for solving highly nonlinear and non-Gaussian estimation problems, in which the traditional Kalman filter and extended Kalman filter may generally fail. To improve the tracking performance of particle filters, initialization of the particles is studied. We construct an initial state distribution by using least square estimation. In addition, to enhance the tracking capability of particle filters, representation of target velocity by another set of particles is considered. We include another layer of particle filter inside the original particle filter for updating the velocity. In our proposed architecture, we assume that each sensor node contain a particle filter and there is no fusion center in the sensor network. Approximated a posteriori distribution at the sensor is obtained by using the local particle filters with the Gaussian mixture model (GMM), so that more compact representations of the distribution for transmission can be obtained. To achieve information sharing and integration, the GMM-covariance intersection algorithm is used in formulating the decentralized fusion solutions. Simulation results are presented to illustrate that the performance of the improved particle filter is better than standard particle filter. In addition, simulation results of target tracking in the sensor system with three sensor nodes are given to show the effectiveness and superiority of the proposed architecture.

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This thesis considers the problem of learning the structure of gene regulatory networks using gene expression time series data. A more realistic scenario where the state space model representing a gene network evolves nonlinearly is considered while a linear model is assumed for the microarray data. To capture the nonlinearity, a particle filter based state estimation algorithm is studied instead of the contemporary linear approximation based approaches. The parameters signifying the regulatory relations among various genes are estimated online using a Kalman filter. Since a particular gene interacts with a few other genes only, the parameter vector is expected to be sparse. The state estimates delivered by the particle filter and the observed microarray data are then fed to a LASSO based least squares regression operation, which yields a parsimonious and efficient description of the regulatory network by setting the irrelevant coefficients to zero. The performance of the aforementioned algorithm is compared with Extended Kalman filtering (EKF), employing Mean Square Error as fidelity criterion using synthetic data and real biological data. Extensive computer simulations illustrate that the particle filter based gene network inference algorithm outperforms EKF and therefore, it can serve as a natural framework for modeling gene regulatory networks.

Removing the effects of the atmosphere from remote sensing data requires accurate knowledge of the physical properties of the atmosphere during the time of measurement. There is a nonlinear relationship that maps atmospheric composition to emitted spectra, but it cannot be easily inverted. The time evolution of atmospheric composition is approximately Markovian, and can be estimated using hyperspectral measurements of the atmosphere with particle filters. The difficulties associated with particle filtering high-dimension data can be mitigated by incorporating future measurement data with the proposal density.

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Conventional pattern recognition systems have two components: feature analysis and pattern classification. For any object in an image, features could be considered as the major characteristic of the object either for object recognition or object tracking purpose. Features extracted from a training image, can be used to identify the object when attempting to locate the object in a test image containing many other objects. To perform reliable scene analysis, it is important that the features extracted from the training image are detectable even under changes in image scale, noise and illumination. Scale invariant feature has wide applications such as image classification, object recognition and object tracking in the image processing area. In this thesis, color feature and SIFT (scale invariant feature transform) are considered to be scale invariant feature. The classification, recognition and tracking result were evaluated with novel evaluation criterion and compared with some existing methods. I also studied different types of scale invariant feature for the purpose of solving scene analysis problems. I propose probabilistic models as the foundation of analysis scene scenario of images. In order to differential the content of image, I develop novel algorithms for the adaptive combination for multiple features extracted from images. I demonstrate the performance of the developed algorithm on several scene analysis tasks, including object tracking, video stabilization, medical video segmentation and scene classification.