Importance Sampling With Stochastic Particle Flow and Diffusion Optimization

Particle flow (PFL) is an effective method for overcoming particle degeneracy, the main limitation of particle filtering. In PFL, particles are migrated towards regions of high likelihood based on the solution of a partial differential equation. Recently proposed stochastic PFL introduces a diffusion term in the ordinary differential equation (ODE) that describes particle motion. This diffusion term reduces the stiffness of the ODE and makes it possible to perform PFL with a lower number of numerical integration steps compared to traditional deterministic PFL. In this work, we introduce a general approach to perform importance sampling (IS) based on stochastic PFL. Our method makes it possible to evaluate a "flow-induced" proposal probability density function (PDF) after the parameters of a Gaussian mixture model (GMM) have been migrated by stochastic PFL. Compared to conventional stochastic PFL, the resulting processing step is asymptotically optimal. Within our method, it is possible to optimize the diffusion matrix that describes the diffusion term of the ODE to improve the accuracy-computational complexity tradeoff. Our simulation results in a highly nonlinear 3-D source localization scenario showcase a reduced stiffness of the ODE and an improved estimating accuracy compared to state-of-the-art deterministic and stochastic PFL.

A New Statistical Model for Waveguide Invariant-Based Range Estimation in Shallow Water

In the undersea environment, positioning is often challenging, and thus, ranging based on passive acoustic data can provide valuable information for subsurface navigation and source localization. We present a range estimation method based on the waveguide invariant (WI) theory that uses ship noise recorded underwater as an acoustic source. The WI is a scalar parameter that describes the interference patterns in spectrograms caused by pairs of modes of acoustic waves propagating in a waveguide, e.g., in shallow water. The WI theory enables ranging using a single receiver without a detailed knowledge of the environment. The machinery of a large ship induces broadband background noise characterized by sets of prominent narrowband tonal signals. We develop a likelihood function for a WI-based range estimation by introducing a statistical model for the broadband component when it dominates over the background noise. The capability of the resulting range estimation method is demonstrated on real acoustic measurements of a moving container ship recorded during the Seabed Characterization Experiment 2017 (SBCEX17).

A New Architecture for Neural Enhanced Multiobject Tracking

Multiobject tracking (MOT) is an important task in robotics, autonomous driving, and maritime surveillance. Traditional work on MOT is model-based and aims to establish algorithms in the framework of sequential Bayesian estimation. More recent methods are fully data-driven and rely on the training of neural networks. The two approaches have demonstrated advantages in certain scenarios. In particular, in problems where plenty of labeled data for the training of neural networks is available, data-driven MOT tends to have advantages compared to traditional methods. A natural thought is whether a general and efficient framework can integrate the two approaches. This paper advances a recently introduced hybrid model-based and data-driven method called neural-enhanced belief propagation (NEBP). Compared to existing work on NEBP for MOT, it introduces a novel neural architecture that can improve data association and new object initialization, two critical aspects of MOT. The proposed tracking method is leading the nuScenes LiDAR-only tracking challenge at the time of submission of this paper.

Direct Multipath-Based SLAM

In future wireless networks, the availability of information on the position of mobile agents and the propagation environment can enable new services and increase the throughput and robustness of communications. Multipath-based simultaneous localization and mapping (SLAM) aims at estimating the position of agents and reflecting features in the environment by exploiting the relationship between the local geometry and multipath components (MPCs) in received radio signals. Existing multipath-based SLAM methods preprocess received radio signals using a channel estimator. The channel estimator lowers the data rate by extracting a set of dispersion parameters for each MPC. These parameters are then used as measurements for SLAM. Bayesian estimation for multipath-based SLAM is facilitated by the lower data rate. However, due to finite resolution capabilities limited by signal bandwidth, channel estimation is prone to errors and MPC parameters may be extracted incorrectly and lead to a reduced SLAM performance. We propose a multipath-based SLAM approach that directly uses received radio signals as inputs. A new statistical model that can effectively be represented by a factor graph is introduced. The factor graph is the starting point for the development of an efficient belief propagation (BP) method for multipath-based SLAM that avoids data preprocessing by a channel estimator. Numerical results based on synthetic and real data in challenging single-input, single-output (SISO) scenarios demonstrate that the proposed method outperforms conventional methods in terms of localization and mapping accuracy.

Particle Flows for Source Localization in 3-D Using TDOA Measurements

Localization using time-difference of arrival (TDOA) has myriad applications, e.g., in passive surveillance systems and marine mammal research. In this paper, we present a Bayesian estimation method that can localize an unknown number of static sources in 3-D based on TDOA measurements. The proposed localization algorithm based on particle flow (PFL) can overcome the challenges related to the highly nonlinear TDOA measurement model, the data association (DA) uncertainty, and the uncertainty in the number of sources to be localized. Different PFL strategies are compared within a unified belief propagation (BP) framework in a challenging multisensor source localization problem. In particular, we consider PFL-based approximation of beliefs based on one or multiple Gaussian kernels with parameters computed using deterministic and stochastic flow processes. Our numerical results demonstrate that the proposed method can correctly determine the number of sources and provide accurate location estimates. The stochastic flow demonstrates greater accuracy compared to the deterministic flow when using the same number of particles.

ISR: Invertible Symbolic Regression

We introduce an Invertible Symbolic Regression (ISR) method. It is a machine learning technique that generates analytical relationships between inputs and outputs of a given dataset via invertible maps (or architectures). The proposed ISR method naturally combines the principles of Invertible Neural Networks (INNs) and Equation Learner (EQL), a neural network-based symbolic architecture for function learning. In particular, we transform the affine coupling blocks of INNs into a symbolic framework, resulting in an end-to-end differentiable symbolic invertible architecture that allows for efficient gradient-based learning. The proposed ISR framework also relies on sparsity promoting regularization, allowing the discovery of concise and interpretable invertible expressions. We show that ISR can serve as a (symbolic) normalizing flow for density estimation tasks. Furthermore, we highlight its practical applicability in solving inverse problems, including a benchmark inverse kinematics problem, and notably, a geoacoustic inversion problem in oceanography aimed at inferring posterior distributions of underlying seabed parameters from acoustic signals.

Multiobject Tracking for Thresholded Cell Measurements

In many multiobject tracking applications, including radar and sonar tracking, after prefiltering the received signal, measurement data is typically structured in cells. The cells, e.g., represent different range and bearing values. However, conventional multiobject tracking methods use so-called point measurements. Point measurements are provided by a preprocessing stage that applies a threshold or detector and breaks up the cell's structure by converting cell indexes into, e.g., range and bearing measurements. We here propose a Bayesian multiobject tracking method that processes measurements that have been thresholded but are still cell-structured. We first derive a likelihood function that systematically incorporates an adjustable detection threshold which makes it possible to control the number of cell measurements. We then propose a Poisson Multi-Bernoulli (PMB) filter based on the likelihood function for cell measurements. Furthermore, we establish a link to the conventional point measurement model by deriving the likelihood function for point measurements with amplitude information (AM) and discuss the PMB filter that uses point measurements with AM. Our numerical results demonstrate the advantages of the proposed method that relies on thresholded cell measurements compared to the conventional multiobject tracking based on point measurements with and without AM.

A Probabilistic Focalization Approach for Single Receiver Underwater Localization

We introduce a Bayesian estimation approach for the passive localization of an acoustic source in shallow water using a single mobile receiver. The proposed probabilistic focalization method estimates the time-varying source location in the presence of measurement-origin uncertainty. In particular, probabilistic data association is performed to match time-differences-of-arrival (TDOA) observations extracted from the acoustic signal to TDOAs predictions provided by the statistical model. The performance of our approach is evaluated using real acoustic data recorded by a single mobile receiver.

Learning Dynamics from Multicellular Graphs with Deep Neural Networks

The inference of multicellular self-assembly is the central quest of understanding morphogenesis, including embryos, organoids, tumors, and many others. However, it has been tremendously difficult to identify structural features that can indicate multicellular dynamics. Here we propose to harness the predictive power of graph-based deep neural networks (GNN) to discover important graph features that can predict dynamics. To demonstrate, we apply a physically informed GNN (piGNN) to predict the motility of multicellular collectives from a snapshot of their positions both in experiments and simulations. We demonstrate that piGNN is capable of navigating through complex graph features of multicellular living systems, which otherwise can not be achieved by classical mechanistic models. With increasing amounts of multicellular data, we propose that collaborative efforts can be made to create a multicellular data bank (MDB) from which it is possible to construct a large multicellular graph model (LMGM) for general-purposed predictions of multicellular organization.

A Belief Propagation Approach for Direct Multipath-Based SLAM

In this work, we develop a multipath-based simultaneous localization and mapping (SLAM) method that can directly be applied to received radio signals. In existing multipath-based SLAM approaches, a channel estimator is used as a preprocessing stage that reduces data flow and computational complexity by extracting features related to multipath components (MPCs). We aim to avoid any preprocessing stage that may lead to a loss of relevant information. The presented method relies on a new statistical model for the data generation process of the received radio signal that can be represented by a factor graph. This factor graph is the starting point for the development of an efficient belief propagation (BP) method for multipath-based SLAM that directly uses received radio signals as measurements. Simulation results in a realistic scenario with a single-input single-output (SISO) channel demonstrate that the proposed direct method for radio-based SLAM outperforms state-of-the-art methods that rely on a channel estimator.