Mathematics and Cognition  Seminar

Spring 2002

Tuesdays 12:15  Goldwater 604

(Supported in part by the Systems Science and Engineering Research Center)

Seminar Schedule:<http://math.la.asu.edu/~tom/cognition/math+cogsched.html>

The Mathematics and Cognition Seminar, will present our next lecture on Tuesday, April 9, at 12:15 PM in GWC 604.
Our speaker will be Dr. Darryl Morrell of the Department of Electrical Engineering,
who will speak on the topic:

"Particle Filters: a Solution to Hard Problems in Navigation, Target Tracking, and Perception"

Abstract.

 
To quote the introduction to a recent special issue to the IEEEE Transactions on Signal Processing:

"The importance of Monte Carlo methods for inference in science and engineering problems has grown steadily over the past decade. This growth has largely been propelled by an explosive increase in accessible computing power. It has become clear that Monte Carlo methods can significantly expand the class of problems that can be addressed practically."

In particular, sequential importance sampling (a sequential Monte Carlo technique) has provided solutions to problems in areas as disparate as image processing and understanding, tracking complex objects (e.g. people) in video sequences, robot navigation, and tracking and identifying complex military targets (e.g. vehicle convoys). Sequential Monte Carlo techniques have been developed in a wide range of disciplines, and go under many names, including bootstrap filtering, the condensation algorithm, particle filtering, interacting particle approximations, and survival of the fittest.In this talk, I will present a tutorial introduction to particle filters. I will describe the basic concepts of a particle filter, summarize some of the pros and cons of particle filters, review some successful applications of particle filters from the literature, and conclude with some preliminary work on target tracking using a foveal sensor.