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We propose a semi-explicit approach for linear MPC in which a dual active-set quadratic programming algorithm is initialized through a pre-computed warm start. By using a recently developed complexity certification method for active-set algorithms for quadratic programming, we show how the computational complexity of the dual active-set algorithm can be determined offline for a given warm start. We also show how these complexity certificates can be used as quality measures when constructing warm starts, enabling the online complexity to be reduced further by iteratively refining the warm start. In addition to showing how the computational complexity of any pre-computed warm start can be determined, we also propose a novel technique for generating warm starts with low overhead, both in terms of computations and memory., Funding Agencies|Swedish Research Council (VR) [2017-04710]

We study different aspects of active learning with deep neural networks in a consistent and unified way. i) We investigate incremental and cumulative training modes which specify how the newly labeled data are used for training. ii) We study active learning w.r.t. the model configurations such as the number of epochs and neurons as well as the choice of batch size. iii) We consider in detail the behavior of query strategies and their corresponding informativeness measures and accordingly propose more efficient querying procedures. iv) We perform statistical analyses, e.g., on actively learned classes and test error estimation, that reveal several insights about active learning. v) We investigate how active learning with neural networks can benefit from pseudo-labels as proxies for actual labels.

Comprehension of speech in noise is a challenge for hearing-impaired (HI) individuals. Electroencephalography (EEG) provides a tool to investigate the effect of different levels of signal-to-noise ratio (SNR) of the speech. Most studies with EEG have focused on spectral power in well-defined frequency bands such as alpha band. In this study, we investigate how local functional connectivity, i.e. functional connectivity within a localized region of the brain, is affected by two levels of SNR. Twenty-two HI participants performed a continuous speech in noise task at two different SNRs (+3 dB and +8 dB). The local connectivity within eight regions of interest was computed by using a multivariate phase synchrony measure on EEG data. The results showed that phase synchrony increased in the parietal and frontal area as a response to increasing SNR. We contend that local connectivity measures can be used to discriminate between speech-evoked EEG responses at different SNRs.

A new approach to anomaly detection in maritime traffic based on Automatic Identification System (AIS) data is proposed. The method recursively learns a model of the nominal vessel routes from AIS data and simultaneously estimates the current state of the vessels. A distinction between anomalies and measurement outliers is made and a method to detect and distinguish between the two is proposed. The anomaly and outlier detection is based on statistical testing relative to the current motion model. The proposed method is evaluated on historical AIS data from a coastal area in Sweden and is shown to detect previously unseen motions., Funding agencies: Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

We propose a semi-explicit approach for linear MPC in which a dual active-set quadratic programming algorithm is initialized through a pre-computed warm start. By using a recently developed complexity certification method for active-set algorithms for quadratic programming, we show how the computational complexity of the dual active-set algorithm can be determined offline for a given warm start. We also show how these complexity certificates can be used as quality measures when constructing warm starts, enabling the online complexity to be reduced further by iteratively refining the warm start. In addition to showing how the computational complexity of any pre-computed warm start can be determined, we also propose a novel technique for generating warm starts with low overhead, both in terms of computations and memory., Funding Agencies|Swedish Research Council (VR) [2017-04710]

A new approach to anomaly detection in maritime traffic based on Automatic Identification System (AIS) data is proposed. The method recursively learns a model of the nominal vessel routes from AIS data and simultaneously estimates the current state of the vessels. A distinction between anomalies and measurement outliers is made and a method to detect and distinguish between the two is proposed. The anomaly and outlier detection is based on statistical testing relative to the current motion model. The proposed method is evaluated on historical AIS data from a coastal area in Sweden and is shown to detect previously unseen motions., Funding agencies: Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

A new approach to anomaly detection in maritime traffic based on Automatic Identification System (AIS) data is proposed. The method recursively learns a model of the nominal vessel routes from AIS data and simultaneously estimates the current state of the vessels. A distinction between anomalies and measurement outliers is made and a method to detect and distinguish between the two is proposed. The anomaly and outlier detection is based on statistical testing relative to the current motion model. The proposed method is evaluated on historical AIS data from a coastal area in Sweden and is shown to detect previously unseen motions., Funding agencies: Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

A new approach to anomaly detection in maritime traffic based on Automatic Identification System (AIS) data is proposed. The method recursively learns a model of the nominal vessel routes from AIS data and simultaneously estimates the current state of the vessels. A distinction between anomalies and measurement outliers is made and a method to detect and distinguish between the two is proposed. The anomaly and outlier detection is based on statistical testing relative to the current motion model. The proposed method is evaluated on historical AIS data from a coastal area in Sweden and is shown to detect previously unseen motions., Funding agencies: Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

We consider the problem to learn a step-size policy for the Limited-Memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm. This is a limited computational memory quasi-Newton method widely used for deterministic unconstrained optimization. However, L-BFGS is currently avoided in large-scale problems for requiring step sizes to be provided at each iteration. Current methodologies for the step size selection for L-BFGS use heuristic tuning of design parameters and massive re-evaluations of the objective function and gradient to find appropriate step-lengths. We propose a neural network architecture with local information of the current iterate as the input. The step-length policy is learned from data of similar optimization problems, avoids additional evaluations of the objective function, and guarantees that the output step remains inside a pre-defined interval. The corresponding training procedure is formulated as a stochastic optimization problem using the backpropagation through time algorithm. The performance of the proposed method is evaluated on the training of image classifiers for the MNIST database for handwritten digits and for CIFAR-10. The results show that the proposed algorithm outperforms heuristically tuned optimizers such as ADAM, RMSprop, L-BFGS with a backtracking line search, and L-BFGS with a constant step size. The numerical results also show that a learned policy can be used as a warm-start to train new policies for different problems after a few additional training steps, highlighting its potential use in multiple large-scale optimization problems., Funding Agencies|Wallenberg Artificial Intelligence, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

A new approach to anomaly detection in maritime traffic based on Automatic Identification System (AIS) data is proposed. The method recursively learns a model of the nominal vessel routes from AIS data and simultaneously estimates the current state of the vessels. A distinction between anomalies and measurement outliers is made and a method to detect and distinguish between the two is proposed. The anomaly and outlier detection is based on statistical testing relative to the current motion model. The proposed method is evaluated on historical AIS data from a coastal area in Sweden and is shown to detect previously unseen motions., Funding agencies: Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

The design of reliable path-following controllers is a key ingredient for successful deployment of self-driving vehicles. This controller-design problem is especially challenging for a general 2-trailer with a car-like tractor due to the vehicles structurally unstable joint-angle kinematics in backward motion and the car-like tractors curvature limitations which can cause the vehicle segments to fold and enter a jackknife state. Furthermore, advanced sensors with a limited field of view have been proposed to solve the joint-angle estimation problem online, which introduce additional restrictions on which vehicle states that can be reliably estimated. To incorporate these restrictions at the level of control, a model predictive path-following controller is proposed. By taking the vehicles physical and sensing limitations into account, it is shown in real-world experiments that the performance of the proposed path-following controller in terms of suppressing disturbances and recovering from non-trivial initial states is significantly improved compared to a previously proposed solution where the constraints have been neglected., Funding Agencies|FFI/VINNOVA

For a given radar system on an unmanned air vehicle, this work proposes a method to find the optimal tracking range and the optimal beamwidth for tracking a maneuvering target. An inappropriate optimal range or beamwidth is indicative of the need for a redesign of the radar system. An extended Kalman filter (EKF) is employed to estimate the state of the target using measurements of the range and bearing from the sensor to the target. The proposed method makes use of an alpha-beta filter to predict the expected tracking performance of the EKF. Using an assumption of the maximum acceleration of the target, the optimal tracking range (or beamwidth) is determined as the one that minimizes the maximum mean squared error (MMSE) of the position estimates while satisfying a user-defined constraint on the probability of losing track of the target. The applicability of the design method is verified using Monte Carlo simulations., Funding Agencies|Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

Driving heavy-duty vehicles, such as buses and tractor-trailer vehicles, is a difficult task in comparison to passenger cars. Most research on motion planning for autonomous vehicles has focused on passenger vehicles, and many unique challenges associated with heavy-duty vehicles remain open. However, recent works have started to tackle the particular difficulties related to on-road motion planning for buses and tractor-trailer vehicles using numerical optimization approaches. In this work, we propose a framework to design an optimization objective to be used in motion planners. Based on geometric derivations, the method finds the optimal trade-off between the conflicting objectives of centering different axles of the vehicle in the lane. For the buses, we consider the front and rear axles trade-off, whereas for articulated vehicles, we consider the tractor and trailer rear axles trade-off. Our results show that the proposed design strategy produces planned paths that considerably improve the behavior of heavy-duty vehicles by keeping the whole vehicle body in the center of the lane., Funding Agencies|Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

A method to calibrate the geometries of hydrophone arrays using the sound emitted from nearby ships, is presented. The calibration problem is formulated as a simultaneous localization and mapping (SLAM) estimation problem, where the locations and geometries of the arrays are viewed as unknown map states and the position of the source is viewed as the unknown dynamic state. Two models for the geometry of the arrays are presented. The first model does not impose any constraint on array geometry, whereas the second model takes into account the known maximum distance between the hydrophones. The performance of the proposed calibration method is evaluated using data from two PASS-2447 Omnitech Electronics Inc. 56-element hydrophone arrays. Tests with three data sets show that array geometries in the north-east plane can be consistently estimated. Only the second model provides consistent results in the depth direction. The calibration of the array geometries is shown to increase source localization accuracy significantly.

The expectation-maximization algorithm is a commonly employed tool for system identification. However, for a large set of state-space models, the maximization step cannot be solved analytically. In these situations, a natural remedy is to make use of the expectation-maximization gradient algorithm, i.e., to replace the maximization step by a single iteration of Newtons method. We propose alternative expectation-maximization algorithms that replace the maximization step with a single iteration of some other well-known optimization method. These algorithms parallel the expectation-maximization gradient algorithm while relaxing the assumption of a concave objective function. The benefit of the proposed expectation-maximization algorithms is demonstrated with examples based on standard observation models in tracking and localization., Funding Agencies|Swedish Foundation for Strategic Research (SSF) via the project ASSEMBLE

A general trajectory planner for optimal control problems is presented and applied to a robot system. The approach is based on timed elastic bands and nonlinear model predictive control. By exploiting the sparsity in the underlying optimization problems the computational effort can be significantly reduced, resulting in a real-time capable planner. In addition, a localization based switching strategy is employed to enforce convergence and stability. The planning procedure is illustrated in a robotics application using a realistic SCARA type robot., Funding Agencies|VINNOVA industrial excelence center LINK-SIC at Linkoping University; KTH initiative, digitalization of Swedish industry

We report the results of a series of numerical studies examining the convergence rate for some approximate representations of alpha-stable distributions, which are a highly intractable class of distributions for inference purposes. Our proposed representation turns the intractable inference for an infinite-dimensional series of parameters into an (approximately) conditionally Gaussian representation, to which standard inference procedures such as Expectation-Maximization (EM), Markov chain Monte Carlo (MCMC) and Particle Filtering can be readily applied. While we have previously proved the asymptotic convergence of this representation, here we study the rate of this convergence for finite values of a truncation parameter, c. This allows the selection of appropriate truncations for different parameter configurations and for the accuracy required for the model. The convergence is examined directly in terms of cumulative distribution functions and densities, through the application of the Berry theorems and Parseval theorems. Our results indicate that the behaviour of our representations is significantly superior to that of representations that simply truncate the series with no Gaussian residual term.

We present two approaches for using imaging sensors on-board small unmanned aerial systems (UAS) for positioning and navigation. Two types of sensors are used; laser scanners and a camera operating in the visual wavelengths. The laser scanners produce sparse 3D data that are registered to produce a local map. For the images from the video camera the optical flow and height estimates are fused and then matched with a geo-referenced aerial image. Both approaches include data from the inertial navigation system. The approaches can be used for accurate ego-positioning, and thus for navigation. The approaches are GPS independent and can work in GPS denied conditions, for example urban canyons, indoor environments, forest areas or while jammed. Applications are primarily within societal security and military defense., Funding Agencies|Swedish Armed Forces RD program; Swedish Defence Material administration

With ever-increasing productivity targets in mining operations, there is a growing interest in mining automation. In future mines, remote controlled and autonomous haulers will operate underground guided by LiDAR (Light Detection And Ranging) sensors. We envision reusing LiDAR measurements to maintain accurate mine maps that would contribute to both safety and productivity. Extrapolating from a pilot project on reliable wireless communication in Bolidens Kankberg mine, we propose establishing a System-of-Systems (SoS) with LiDAR-equipped haulers and existing mapping solutions as constituent systems. SoS requirements engineering inevitably adds a political layer, as independent actors are stakeholders both on the system and SoS levels. We present four SoS scenarios representing different business models, discussing how development and operations could be distributed among Boliden and external stakeholders, e.g., the vehicle suppliers, the hauling company, and the developers of the mapping software. Based on eight key variation points, we compare the four scenarios from both technical and business perspectives. Finally, we validate our findings in a seminar with participants from the relevant stakeholders. We conclude that to determine which scenario is the most promising for Boliden, trade-offs regarding control, costs, risks, and innovation must be carefully evaluated., Funding Agencies|Swedish Agency for Innovation Systems within the PIMM project; VINNOVA

Motion planning for a general 2-trailer system poses a hard problem for any motion planning algorithm and previous methods have lacked any completeness or optimality guarantees. In this work we present a lattice-based motion planning framework for a general 2-trailer system that is resolution complete and resolution optimal. The solution will satisfy both differential and obstacle imposed constraints and is intended either as a part of an autonomous system or as a driver support system to automatically plan complicated maneuvers in backward and forward motion. The proposed framework relies on a precomputing step that is performed offline to generate a finite set of kinematically feasible motion primitives. These motion primitives are then used to create a regular state lattice that can be searched for a solution using standard graph-search algorithms. To make this graph-search problem tractable for real-time applications a novel parametrization of the reachable state space is proposed where each motion primitive moves the system from and to a selected set of circular equilibrium configurations. The approach is evaluated over three different scenarios and impressive real-time performance is achieved., Funding Agencies|FFI/VINNOVA

In stable biological and ecological networks, the steady-state influence matrix gathers the signs of steady-state responses to step-like perturbations affecting the variables. Such signs are difficult to predict a priori, because they result from a combination of direct effects (deducible from the Jacobian of the network dynamics) and indirect effects. For stable monotone or cooperative networks, the sign pattern of the influence matrix can be qualitatively determined based exclusively on the sign pattern of the system Jacobian. For other classes of networks, we show that a semi-qualitative approach yields sufficient conditions for Jacobians with a given sign pattern to admit a fully positive influence matrix, and we also provide quantitative conditions for Jacobians that are translated eventually nonnegative matrices. We present a computational test to check whether the influence matrix has a constant sign pattern in spite of parameter variations, and we apply this algorithm to quasi-Metzler Jacobian matrices, to assess whether positivity of the influence matrix is preserved in spite of deviations from cooperativity. When the influence matrix is fully positive, we give a simple vertex algorithm to test robust stability. The devised criteria are applied to analyse the steady-state behaviour of ecological and biomolecular networks., Funding Agencies|Swedish Research Council through the LCCC Linnaeus Center; eLLIIT Excellence Center at Lund University; Swedish Research Council [2015-04390]

The continuous-time subspace identification using state-variable filtering has been investigated for a long time. Due to the simple orthogonal basis functions that were adopted by the existing methods, the identification performance is quite sensitive to the selection of the system-dynamic parameter associated with an orthogonal basis. To cope with this problem, a subspace identification method using generalized orthonormal(Takenaka-Malmquist) basis functions is developed, which has the potential to perform better than the existing state-variable filtering methods since the adopted Takenaka-Malmquist basis has more degree of freedom in selecting the system-dynamic parameters. As a price for the flexibility of the generalized orthonormal bases, the transformed state-space model is time-varying or parameter-varying which cannot be identified using traditional subspace identification methods. To this end, a new subspace identification algorithm is developed by exploiting the structural properties of the time-variant system matrices, which is then validated by numerical simulations., Funding Agencies|National Research Funding of China [61720106011]; European Research Council under the European Unions Seventh Framework Programme (FP7) / ERC grant [339681]

Classification of motion mode (walking, running, standing still) and device mode (hand-held, in pocket, in back-pack) is an enabler in personal navigation systems for the purpose of saving energy and design parameter settings and also for its own sake. Our main contribution is to publish one of the most extensive datasets for this problem, including inertial data from eight users, each one performing three pre-defined trajectories carrying four smartphones and seventeen inertial measurement units on the body. All kind of metadata is available such as the ground truth of all modes and position. A second contribution is the first study on a joint classifier of motion and device mode, respectively, where preliminary but promising results are presented., Funding Agencies|European Union FP7 Marie Curie training program on Tracking in Complex Sensor Systems (TRAX) [607400]

Classification of motion mode (walking, running, standing still) and device mode (hand-held, in pocket, in back-pack) is an enabler in personal navigation systems for the purpose of saving energy and design parameter settings and also for its own sake. Our main contribution is to publish one of the most extensive datasets for this problem, including inertial data from eight users, each one performing three pre-defined trajectories carrying four smartphones and seventeen inertial measurement units on the body. All kind of metadata is available such as the ground truth of all modes and position. A second contribution is the first study on a joint classifier of motion and device mode, respectively, where preliminary but promising results are presented., Funding Agencies|European Union FP7 Marie Curie training program on Tracking in Complex Sensor Systems (TRAX) [607400]

Classification of motion mode (walking, running, standing still) and device mode (hand-held, in pocket, in back-pack) is an enabler in personal navigation systems for the purpose of saving energy and design parameter settings and also for its own sake. Our main contribution is to publish one of the most extensive datasets for this problem, including inertial data from eight users, each one performing three pre-defined trajectories carrying four smartphones and seventeen inertial measurement units on the body. All kind of metadata is available such as the ground truth of all modes and position. A second contribution is the first study on a joint classifier of motion and device mode, respectively, where preliminary but promising results are presented., Funding Agencies|European Union FP7 Marie Curie training program on Tracking in Complex Sensor Systems (TRAX) [607400]

Classification of motion mode (walking, running, standing still) and device mode (hand-held, in pocket, in back-pack) is an enabler in personal navigation systems for the purpose of saving energy and design parameter settings and also for its own sake. Our main contribution is to publish one of the most extensive datasets for this problem, including inertial data from eight users, each one performing three pre-defined trajectories carrying four smartphones and seventeen inertial measurement units on the body. All kind of metadata is available such as the ground truth of all modes and position. A second contribution is the first study on a joint classifier of motion and device mode, respectively, where preliminary but promising results are presented., Funding Agencies|European Union FP7 Marie Curie training program on Tracking in Complex Sensor Systems (TRAX) [607400]

Classification of motion mode (walking, running, standing still) and device mode (hand-held, in pocket, in back-pack) is an enabler in personal navigation systems for the purpose of saving energy and design parameter settings and also for its own sake. Our main contribution is to publish one of the most extensive datasets for this problem, including inertial data from eight users, each one performing three pre-defined trajectories carrying four smartphones and seventeen inertial measurement units on the body. All kind of metadata is available such as the ground truth of all modes and position. A second contribution is the first study on a joint classifier of motion and device mode, respectively, where preliminary but promising results are presented., Funding Agencies|European Union FP7 Marie Curie training program on Tracking in Complex Sensor Systems (TRAX) [607400]

We still have very little knowledge about how ourbrains decouple different sound sources, which is known assolving the cocktail party problem. Several approaches; includingERP, time-frequency analysis and, more recently, regression andstimulus reconstruction approaches; have been suggested forsolving this problem. In this work, we study the problem ofcorrelating of EEG signals to different sets of sound sources withthe goal of identifying the single source to which the listener isattending. Here, we propose a method for finding the number ofparameters needed in a regression model to avoid overlearning,which is necessary for determining the attended sound sourcewith high confidence in order to solve the cocktail party problem.

We still have very little knowledge about how ourbrains decouple different sound sources, which is known assolving the cocktail party problem. Several approaches; includingERP, time-frequency analysis and, more recently, regression andstimulus reconstruction approaches; have been suggested forsolving this problem. In this work, we study the problem ofcorrelating of EEG signals to different sets of sound sources withthe goal of identifying the single source to which the listener isattending. Here, we propose a method for finding the number ofparameters needed in a regression model to avoid overlearning,which is necessary for determining the attended sound sourcewith high confidence in order to solve the cocktail party problem.

We still have very little knowledge about how ourbrains decouple different sound sources, which is known assolving the cocktail party problem. Several approaches; includingERP, time-frequency analysis and, more recently, regression andstimulus reconstruction approaches; have been suggested forsolving this problem. In this work, we study the problem ofcorrelating of EEG signals to different sets of sound sources withthe goal of identifying the single source to which the listener isattending. Here, we propose a method for finding the number ofparameters needed in a regression model to avoid overlearning,which is necessary for determining the attended sound sourcewith high confidence in order to solve the cocktail party problem.

We still have very little knowledge about how ourbrains decouple different sound sources, which is known assolving the cocktail party problem. Several approaches; includingERP, time-frequency analysis and, more recently, regression andstimulus reconstruction approaches; have been suggested forsolving this problem. In this work, we study the problem ofcorrelating of EEG signals to different sets of sound sources withthe goal of identifying the single source to which the listener isattending. Here, we propose a method for finding the number ofparameters needed in a regression model to avoid overlearning,which is necessary for determining the attended sound sourcewith high confidence in order to solve the cocktail party problem.

The stable spline kernel and the diagonal correlated kernel are two kernels that have been tested extensively in kernel-based regularization methods for LTI system identification. As shown in our recent works, although these two kernels are introduced in different ways, they share some common features, e.g., they all belong to the class of exponentially convex locally stationary kernels, and state-space model induced kernels. In this work, we further show that similar to the derivation of the stable spline kernel, the continuous-time diagonal correlated kernel can be derived by applying the same "stable" coordinate change to a "generalized" first order spline kernel, and thus can be interpreted as a stable generalized first order spline kernel. This interpretation provides new facets to understand the properties of the diagonal correlated kernel. Due to this interpretation, new eigendecompositions, explicit expression of the norm, and new maximum entropy interpretation of the diagonal correlated kernel are derived accordingly., Funding Agencies|Chinese University of Hong Kong, Shenzhen; Thousand Youth Talents Plan - central government of China; Swedish Research Council [2014-5894]; ERC advanced grant LEARN - European Research Council [267381]; Linnaeus Center CADICS - Swedish Research Council; MIUR FIRB project "Learning meets time" [RBFR12M3AC]; European Communitys Seventh Framework Programme [FP7] [257462]

We still have very little knowledge about how ourbrains decouple different sound sources, which is known assolving the cocktail party problem. Several approaches; includingERP, time-frequency analysis and, more recently, regression andstimulus reconstruction approaches; have been suggested forsolving this problem. In this work, we study the problem ofcorrelating of EEG signals to different sets of sound sources withthe goal of identifying the single source to which the listener isattending. Here, we propose a method for finding the number ofparameters needed in a regression model to avoid overlearning,which is necessary for determining the attended sound sourcewith high confidence in order to solve the cocktail party problem.

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.

Positioning in radio networks is a well establishedresearch area. The dominating approach has been that positioningalgorithms are implemented in the higher levels of the communicationsystem based on position related information derivedin the lowest (physical) layer. Examples of measurement includereceived signal strength (RSS), time of arrival (TOA), angleof arrival (AOA), and fusion and filtering is a straightforwardtask. The technical driver for positioning has been E911 andfor commercially driver comes from location based services andlogistics management. These demands are fundamental in thedevelopment of positioning in future radio networks standards.There is today a trend for accuracy demand that goes beyondwhat can be achieved with todays measurements. Another trendis that measurements and positioning algorithms are approachingeach other, so some parts of the positioning are performed on thechip-sets (lowest layer) and low-level measurements are availableto the operating system (highest level). The purpose of thissurvey is to describe this trend in more detail, with examples ofdevelopments in cellular networks as well as WiFi and Bluetooth., TRAX

Positioning in radio networks is a well establishedresearch area. The dominating approach has been that positioningalgorithms are implemented in the higher levels of the communicationsystem based on position related information derivedin the lowest (physical) layer. Examples of measurement includereceived signal strength (RSS), time of arrival (TOA), angleof arrival (AOA), and fusion and filtering is a straightforwardtask. The technical driver for positioning has been E911 andfor commercially driver comes from location based services andlogistics management. These demands are fundamental in thedevelopment of positioning in future radio networks standards.There is today a trend for accuracy demand that goes beyondwhat can be achieved with todays measurements. Another trendis that measurements and positioning algorithms are approachingeach other, so some parts of the positioning are performed on thechip-sets (lowest layer) and low-level measurements are availableto the operating system (highest level). The purpose of thissurvey is to describe this trend in more detail, with examples ofdevelopments in cellular networks as well as WiFi and Bluetooth., TRAX

Positioning in radio networks is a well establishedresearch area. The dominating approach has been that positioningalgorithms are implemented in the higher levels of the communicationsystem based on position related information derivedin the lowest (physical) layer. Examples of measurement includereceived signal strength (RSS), time of arrival (TOA), angleof arrival (AOA), and fusion and filtering is a straightforwardtask. The technical driver for positioning has been E911 andfor commercially driver comes from location based services andlogistics management. These demands are fundamental in thedevelopment of positioning in future radio networks standards.There is today a trend for accuracy demand that goes beyondwhat can be achieved with todays measurements. Another trendis that measurements and positioning algorithms are approachingeach other, so some parts of the positioning are performed on thechip-sets (lowest layer) and low-level measurements are availableto the operating system (highest level). The purpose of thissurvey is to describe this trend in more detail, with examples ofdevelopments in cellular networks as well as WiFi and Bluetooth., TRAX

Positioning in radio networks is a well establishedresearch area. The dominating approach has been that positioningalgorithms are implemented in the higher levels of the communicationsystem based on position related information derivedin the lowest (physical) layer. Examples of measurement includereceived signal strength (RSS), time of arrival (TOA), angleof arrival (AOA), and fusion and filtering is a straightforwardtask. The technical driver for positioning has been E911 andfor commercially driver comes from location based services andlogistics management. These demands are fundamental in thedevelopment of positioning in future radio networks standards.There is today a trend for accuracy demand that goes beyondwhat can be achieved with todays measurements. Another trendis that measurements and positioning algorithms are approachingeach other, so some parts of the positioning are performed on thechip-sets (lowest layer) and low-level measurements are availableto the operating system (highest level). The purpose of thissurvey is to describe this trend in more detail, with examples ofdevelopments in cellular networks as well as WiFi and Bluetooth., TRAX

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.

A skew-t variational Bayes filter (STVBF) is applied to indoor positioning with time-of-arrival (TOA) based distance measurements and pedestrian dead reckoning (PDR). The proposed filter accommodates large positive outliers caused by occasional non-line-of-sight (NLOS) conditions by using a skew-t model of measurement errors. Real-data tests using the fusion of inertial sensors based PDR and ultra-wideband based TOA ranging show that the STVBF clearly outperforms the extended Kalman filter (EKF) in positioning accuracy with the computational complexity about three times that of the EKF.

Positioning in radio networks is a well establishedresearch area. The dominating approach has been that positioningalgorithms are implemented in the higher levels of the communicationsystem based on position related information derivedin the lowest (physical) layer. Examples of measurement includereceived signal strength (RSS), time of arrival (TOA), angleof arrival (AOA), and fusion and filtering is a straightforwardtask. The technical driver for positioning has been E911 andfor commercially driver comes from location based services andlogistics management. These demands are fundamental in thedevelopment of positioning in future radio networks standards.There is today a trend for accuracy demand that goes beyondwhat can be achieved with todays measurements. Another trendis that measurements and positioning algorithms are approachingeach other, so some parts of the positioning are performed on thechip-sets (lowest layer) and low-level measurements are availableto the operating system (highest level). The purpose of thissurvey is to describe this trend in more detail, with examples ofdevelopments in cellular networks as well as WiFi and Bluetooth., TRAX

The Markov modulated (switching) state space is an important model paradigm in statistical signal processing. In this article, we specifically consider Markov modulated nonlinear state-space models and address the online Bayesian inference problem for such models. In particular, we propose a new Rao-Blackwellized particle filter for the inference task which is our main contribution here. A detailed description of the problem and an algorithm is presented.

We consider an application of Bayesian signal processing to the energy trading problem. In particular, we address the problem of calibrating the Schwartz-Smith Model using the observed electricity futures prices traded on the markets. As compared with the other financial markets, basic electricity derivatives such as futures are more complicated, as these products are based not on the spot prices themselves but on the arithmetic averages of the spot prices during the delivery period. As a result, the (log) futures prices are no longer affine function of the model factors and as such, an approach based on Kalman filtering, to estimate the latent model factors and the parameters seems meaningless. Here, we envisage a Bayesian approach using the particle marginal Metropolis Hastings (PMMH) algorithm for this challenging estimation task. We demonstrate the efficacy of our approach on simulated data.

We consider an application of Bayesian signal processing to the energy trading problem. In particular, we address the problem of calibrating the Schwartz-Smith Model using the observed electricity futures prices traded on the markets. As compared with the other financial markets, basic electricity derivatives such as futures are more complicated, as these products are based not on the spot prices themselves but on the arithmetic averages of the spot prices during the delivery period. As a result, the (log) futures prices are no longer affine function of the model factors and as such, an approach based on Kalman filtering, to estimate the latent model factors and the parameters seems meaningless. Here, we envisage a Bayesian approach using the particle marginal Metropolis Hastings (PMMH) algorithm for this challenging estimation task. We demonstrate the efficacy of our approach on simulated data.

The Markov modulated (switching) state space is an important model paradigm in statistical signal processing. In this article, we specifically consider Markov modulated nonlinear state-space models and address the online Bayesian inference problem for such models. In particular, we propose a new Rao-Blackwellized particle filter for the inference task which is our main contribution here. A detailed description of the problem and an algorithm is presented.

We consider an application of Bayesian signal processing to the energy trading problem. In particular, we address the problem of calibrating the Schwartz-Smith Model using the observed electricity futures prices traded on the markets. As compared with the other financial markets, basic electricity derivatives such as futures are more complicated, as these products are based not on the spot prices themselves but on the arithmetic averages of the spot prices during the delivery period. As a result, the (log) futures prices are no longer affine function of the model factors and as such, an approach based on Kalman filtering, to estimate the latent model factors and the parameters seems meaningless. Here, we envisage a Bayesian approach using the particle marginal Metropolis Hastings (PMMH) algorithm for this challenging estimation task. We demonstrate the efficacy of our approach on simulated data.

The Markov modulated (switching) state space is an important model paradigm in statistical signal processing. In this article, we specifically consider Markov modulated nonlinear state-space models and address the online Bayesian inference problem for such models. In particular, we propose a new Rao-Blackwellized particle filter for the inference task which is our main contribution here. A detailed description of the problem and an algorithm is presented.