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Particle-Filtering

The document discusses particle filtering, a numerical method for solving nonlinear and non-Gaussian Bayesian filtering problems. It describes using particle filters to represent and update posterior probability distributions for state estimation in tracking applications. The basic particle filtering algorithm is presented, involving sampling, prediction, measurement, and weighting steps. Examples of particle filtering for visual tracking of objects and shapes in video are provided.

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167 views8 pages

Particle-Filtering

The document discusses particle filtering, a numerical method for solving nonlinear and non-Gaussian Bayesian filtering problems. It describes using particle filters to represent and update posterior probability distributions for state estimation in tracking applications. The basic particle filtering algorithm is presented, involving sampling, prediction, measurement, and weighting steps. Examples of particle filtering for visual tracking of objects and shapes in video are provided.

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Particle Filtering

Ph.D. Coursework: Computer Vision

Eric Lehmann
Department of Telecommunications Engineering
Research School of Information Sciences and Engineering
The Australian National University, Canberra
Eric.Lehmann@anu.edu.au

June 06, 2003

Context
Tracking:

• Probabilistic inference about the motion of an object given a


sequence of measurements
• Applications: robotics, multimedia, military, videoconferencing,
surveillance, etc.
• Computer vision: vehicle tracking, human-computer interaction,
robot localisation, etc.

In practice:

• Noise in measurements (images)


• Background might be heavily cluttered

➱ Robust tracking method: state-space approach

Page 1 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.


State-Space Approach
Problem definitions:
• State variable X k : e.g. target position and velocity in state-space
at time k
X k = [x, y, z, ẋ, ẏ, ż]T

• Observation Y k : measurements obtained from processing camera


image data

• Set of all observations: Y 1:k = [Y 1, . . . , Y k ]

• System dynamics (transition) equation: X k = g(X k−1, v k−1)

Aim: given all data Y 1:k , compute posterior PDF p(X k |Y 1:k )
➱ Bayesian filtering problem

Page 2 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

State-Space Approach
• Bayesian filtering solution: if posterior PDF p(X k−1|Y 1:k−1)
known at time k − 1, compute current posterior PDF as follows:

Predict: p(X k |Y 1:k−1) = p(X k |X k−1) p(X k−1|Y 1:k−1) dX k−1

Update: p(X k |Y 1:k ) ∝ p(Y k |X k ) p(X k |Y 1:k−1)

where p(Y k |X k ) is the likelihood function (measurement PDF)

• Problem: usually no closed-form solutions available for many


natural dynamic models

• Current approximations: Kalman filter, extended Kalman filter,


Gaussian sum methods, grid-based methods, etc.
➱ Sequential Monte Carlo methods, i.e. Particle Filters (PF)

Page 3 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.


State-Space Approach: Symbolic Representation
Case: Gaussian noise and linear equations

From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.
Computer Vision, 1998]

Page 4 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

State-Space Approach: Symbolic Representation


Case: non-Gaussian noise and/or nonlinear equations

From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.
Computer Vision, 1998]

Page 5 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.


Particle Filtering
• Numerical method to solve nonlinear and/or non-Gaussian
Bayesian filtering problems
• Known variously as: bootstrap filtering, condensation algorithm,
interacting particle approximations, survival of the fittest,
JetStream, etc.
• Particle and weight representation of posterior density:

From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.
Computer Vision, 1998]

Page 6 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

Basic PF Algorithm
From [Novel approach to nonlinear/non-Gaussian Bayesian state estimation, Gordon et al., IEE
Proc. F., 1993]

Assumption: a set of N state samples and corresponding weights


(i) (i)
{X k−1, wk−1, i = 1, . . . , N } represents the posterior density
p(X k−1|Y 1:k−1) at time k − 1

Procedure: update the particle set to represent the posterior density


p(X k |Y 1:k ) for current time k according to following iterations

Page 7 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.


Basic PF: Symbolic Representation

(i) (i)
{X k−1, wk−1} ∼ p(X k−1|Y 1:k−1)
⇐ resampling
 (i) , 1/N } ∼ p(X k−1|Y 1:k−1)
{X k−1
⇐ prediction
(i)
{X k , 1/N } ∼ p(X k |Y 1:k−1)
p(Y k |X k )

⇐ measurement & update

Xk
(i) (i)
{X k , wk } ∼ p(X k |Y 1:k )

Page 8 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

PF Methods Overview

• Algorithm design choices:


 Source dynamics model: various models available
 Observations: camera image data
 Likelihood function: derived from observations
• Large number of enhanced PF versions to be found in literature:
auxiliary PF, unscented PF, ICondensation, hybrid bootstrap, fast
weighted bootstrap, annealed PF, etc.
• PF methods: special case of Sequential Importance Sampling,
see [On sequential Monte Carlo sampling methods for Bayesian
filtering, Doucet et al., Statist. Comput., 2000]
• Excellent review of current PF methods in [A tutorial on particle
filters for online nonlinear/non-Gaussian Bayesian Tracking,
Arulampalam et al., IEEE Trans. Sig. Proc., 2002]
Page 9 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.
PF Tracking of a Head Outline
Standard head outline template (parametric spline curve) used for
tracking. Measurements are obtained by detecting maxima of
intensity gradient along lines normal to the head contour.

From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.
Computer Vision, 1998] and [Sequential Monte Carlo fusion of sound and vision for speaker
tracking, Vermaak et al., Proc. Int. Conf. on Computer Vision, 2001]

Page 10 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

PF Tracking of a Head Outline


Particle representation of shape distribution

From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.
Computer Vision, 1998]

Page 11 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.


Application Example
Tracking objects in heavy clutter

hand.mpg dancemv.mpg leafmv.mpg

From [Condensation – conditional density propagation for visual tracking, Isard and Blake, Int. J.
Computer Vision, 1998]

Page 12 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

Application Example
Combining sound and vision in PF algorithm

pat jacoC out.avi

From [Sequential Monte Carlo fusion of sound and vision for speaker tracking, Vermaak et al.,
Proc. Int. Conf. on Computer Vision, 2001]

Page 13 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.


Application Example
Tracking of more complex models

walker.mpg

From [Articulated Body Motion Capture by Annealed Particle Filtering, Deutscher et al., IEEE
Conf. Computer Vision and Pattern Recognition, 2000]

Page 14 — Computer Vision, Ph.D. coursework Eric Lehmann, Tel. Eng.

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