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A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
- IEEE TRANSACTIONS ON SIGNAL PROCESSING
, 2002
"... Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and non-Gaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data on-line as it arrives, both from the point of view o ..."
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Cited by 1974 (2 self)
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Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and non-Gaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data on-line as it arrives, both from the point of view of storage costs as well as for rapid adaptation to changing signal characteristics. In this paper, we review both optimal and suboptimal Bayesian algorithms for nonlinear/non-Gaussian tracking problems, with a focus on particle filters. Particle filters are sequential Monte Carlo methods based on point mass (or “particle”) representations of probability densities, which can be applied to any state-space model and which generalize the traditional Kalman filtering methods. Several variants of the particle filter such as SIR, ASIR, and RPF are introduced within a generic framework of the sequential importance sampling (SIS) algorithm. These are discussed and compared with the standard EKF through an illustrative example.
Affective Computing
, 1995
"... Recent neurological studies indicate that the role of emotion in human cognition is essential; emotions are not a luxury. Instead, emotions play a critical role in rational decision-making, in perception, in human interaction, and in human intelligence. These facts, combined with abilities computers ..."
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Cited by 1844 (41 self)
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Recent neurological studies indicate that the role of emotion in human cognition is essential; emotions are not a luxury. Instead, emotions play a critical role in rational decision-making, in perception, in human interaction, and in human intelligence. These facts, combined with abilities computers are acquiring in expressing and recognizing affect, open new areas for research. This paper defines key issues in "affective computing," computing that relates to, arises from, or deliberately influences emotions. New models are suggested for computer recognition of human emotion, and both theoretical and practical applications are described for learning, human-computer interaction, perceptual information retrieval, creative arts and entertainment, human health, and machine intelligence. Significant potential advances in emotion and cognition theory hinge on the development of affective computing, especially in the form of wearable computers. This paper establishes challenges and future directions for this emerging field.
The Infinite Hidden Markov Model
- Machine Learning
, 2002
"... We show that it is possible to extend hidden Markov models to have a countably infinite number of hidden states. By using the theory of Dirichlet processes we can implicitly integrate out the infinitely many transition parameters, leaving only three hyperparameters which can be learned from data. Th ..."
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Cited by 629 (41 self)
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We show that it is possible to extend hidden Markov models to have a countably infinite number of hidden states. By using the theory of Dirichlet processes we can implicitly integrate out the infinitely many transition parameters, leaving only three hyperparameters which can be learned from data. These three hyperparameters define a hierarchical Dirichlet process capable of capturing a rich set of transition dynamics. The three hyperparameters control the time scale of the dynamics, the sparsity of the underlying state-transition matrix, and the expected number of distinct hidden states in a finite sequence. In this framework it is also natural to allow the alphabet of emitted symbols to be infinite---consider, for example, symbols being possible words appearing in English text.
Real-time american sign language recognition using desk and wearable computer based video
- IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 1998
"... We present two real-time hidden Markov model-based systems for recognizing sentence-level continuous American Sign Language (ASL) using a single camera to track the user’s unadorned hands. The first system observes the user from a desk mounted camera and achieves 92 percent word accuracy. The secon ..."
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Cited by 620 (26 self)
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We present two real-time hidden Markov model-based systems for recognizing sentence-level continuous American Sign Language (ASL) using a single camera to track the user’s unadorned hands. The first system observes the user from a desk mounted camera and achieves 92 percent word accuracy. The second system mounts the camera in a cap worn by the user and achieves 98 percent accuracy (97 percent with an unrestricted grammar). Both experiments use a 40-word lexicon.
A Probabilistic Approach to Concurrent Mapping and Localization for Mobile Robots
- Machine Learning
, 1998
"... . This paper addresses the problem of building large-scale geometric maps of indoor environments with mobile robots. It poses the map building problem as a constrained, probabilistic maximum-likelihood estimation problem. It then devises a practical algorithm for generating the most likely map from ..."
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Cited by 487 (47 self)
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. This paper addresses the problem of building large-scale geometric maps of indoor environments with mobile robots. It poses the map building problem as a constrained, probabilistic maximum-likelihood estimation problem. It then devises a practical algorithm for generating the most likely map from data, alog with the most likely path taken by the robot. Experimental results in cyclic environments of size up to 80 by 25 meter illustrate the appropriateness of the approach. Keywords: Bayes rule, expectation maximization, mobile robots, navigation, localization, mapping, maximum likelihood estimation, positioning, probabilistic reasoning 1. Introduction Over the last two decades or so, the problem of acquiring maps in indoor environments has received considerable attention in the mobile robotics community. The problem of map building is the problem of determining the location of entities-of-interest (such as: landmarks, obstacles), often relative to a global frame of reference (such as ...
Detecting intrusion using system calls: alternative data models
- In Proceedings of the IEEE Symposium on Security and Privacy
, 1999
"... Intrusion detection systems rely on a wide variety of observable data to distinguish between legitimate and illegitimate activities. In this paper we study one such observable— sequences of system calls into the kernel of an operating system. Using system-call data sets generated by several differen ..."
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Cited by 433 (3 self)
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Intrusion detection systems rely on a wide variety of observable data to distinguish between legitimate and illegitimate activities. In this paper we study one such observable— sequences of system calls into the kernel of an operating system. Using system-call data sets generated by several different programs, we compare the ability of different data modeling methods to represent normal behavior accurately and to recognize intrusions. We compare the following methods: Simple enumeration of observed sequences, comparison of relative frequencies of different sequences, a rule induction technique, and Hidden Markov Models (HMMs). We discuss the factors affecting the performance of each method, and conclude that for this particular problem, weaker methods than HMMs are likely sufficient. 1.
A practical part-of-speech tagger
- IN PROCEEDINGS OF THE THIRD CONFERENCE ON APPLIED NATURAL LANGUAGE PROCESSING
, 1992
"... We present an implementation of a part-of-speech tagger based on a hidden Markov model. The methodology enables robust and accurate tagging with few resource requirements. Only a lexicon and some unlabeled training text are required. Accuracy exceeds 96%. We describe implementation strategies and op ..."
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Cited by 404 (5 self)
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We present an implementation of a part-of-speech tagger based on a hidden Markov model. The methodology enables robust and accurate tagging with few resource requirements. Only a lexicon and some unlabeled training text are required. Accuracy exceeds 96%. We describe implementation strategies and optimizations which result in high-speed operation. Three applications for tagging are described: phrase recognition; word sense disambiguation; and grammatical function assignment.
A Unifying Review of Linear Gaussian Models
, 1999
"... Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observa ..."
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Cited by 348 (18 self)
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Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observations and derivations made by many previous authors and introducing a new way of linking discrete and continuous state models using a simple nonlinearity. Through the use of other nonlinearities, we show how independent component analysis is also a variation of the same basic generative model. We show that factor analysis and mixtures of gaussians can be implemented in autoencoder neural networks and learned using squared error plus the same regularization term. We introduce a new model for static data, known as sensible principal component analysis, as well as a novel concept of spatially adaptive observation noise. We also review some of the literature involving global and local mixtures of the basic models and provide pseudocode for inference and learning for all the basic models.
Visual Recognition of American Sign Language Using Hidden Markov Models
, 1995
"... Using hidden Markov models (HMM's), an unobstrusive single view camera system is developed that can recognize hand gestures, namely, a subset of American Sign Language (ASL). Previous systems have concentrated on finger spelling or isolated word recognition, often using tethered electronic glov ..."
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Cited by 346 (14 self)
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Using hidden Markov models (HMM's), an unobstrusive single view camera system is developed that can recognize hand gestures, namely, a subset of American Sign Language (ASL). Previous systems have concentrated on finger spelling or isolated word recognition, often using tethered electronic gloves for input. We achieve high recognition rates for full sentence ASL using only visual cues. A forty word lexicon consisting of personal pronouns, verbs, nouns, and adjectives is used to create 494 randomly constructed five word sentences that are signed by the subject to the computer. The data is separated into a 395 sentence training set and an independent 99 sentence test set. While signing, the 2D position, orientation, and eccentricity of bounding ellipses of the hands are tracked in real time with the assistance of solidly colored gloves. Simultaneous recognition and segmentation of the resultant stream of feature vectors occurs five times faster than real time on an HP 735. With a strong ...
The Hierarchical Hidden Markov Model: Analysis and Applications
- MACHINE LEARNING
, 1998
"... . We introduce, analyze and demonstrate a recursive hierarchical generalization of the widely used hidden Markov models, which we name Hierarchical Hidden Markov Models (HHMM). Our model is motivated by the complex multi-scale structure which appears in many natural sequences, particularly in langua ..."
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Cited by 323 (3 self)
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. We introduce, analyze and demonstrate a recursive hierarchical generalization of the widely used hidden Markov models, which we name Hierarchical Hidden Markov Models (HHMM). Our model is motivated by the complex multi-scale structure which appears in many natural sequences, particularly in language, handwriting and speech. We seek a systematic unsupervised approach to the modeling of such structures. By extendingthe standard forward-backward(BaumWelch) algorithm, we derive an efficient procedure for estimating the model parameters from unlabeled data. We then use the trained model for automatic hierarchical parsing of observation sequences. We describe two applications of our model and its parameter estimation procedure. In the first application we show how to construct hierarchical models of natural English text. In these models different levels of the hierarchy correspond to structures on different length scales in the text. In the second application we demonstrate how HHMMs can b...
