Yeung, Siu Lun
(2021)
Efficient Kalman Filtering and Smoothing.
PhD thesis, University of Liverpool.
|
Text
201238010_Aug2021.pdf - Unspecified Download (5MB) | Preview |
Abstract
The Kalman filter and Kalman smoother are important components in modern multitarget tracking systems. Their application are vast which include guidance, navigation and control of vehicles. On top of that, when the motion model is uncertain, MultipleModel approach can be combined with the filtering and smoothing method. However, with large amount of retrodiction window size, number of motion models and large number of targets, this process can become very computationally intensive and thus time consuming. Very often, real-time processing is needed in the world of tracking and therefore, this computational bottleneck become a problem. This is the motivation behind this thesis, to reduce the computational complexity when multi-target, multiwindow or multi-model applications are used. This thesis presents several approaches to tackle this multi-dimensional problems in terms of complexity while maintaining satisfactory precision. A natural step forward will be in leveraging the modern multi-core architectures. However, in order to parallelize such process, these algorithms have to be reformulated to be fitted into the parallel processors. In order to parallelise multi-target and multi-window scenario, this thesis introduce nested parallelism and prefix-sum algorithm to tackle the problem and realised this on Intel Knights Landing (KNL) Processor and OpenMP memory model. On the other hand, in the case of limited parallel resources, this thesis also develop alternatives called Fast Kalman smoother (FRTS) to lower the computation complexity due to multi-window problem. Specifically the smoother algorithm is reformulated such that it is computationally independent of number of window size in the fixed-lag configuration. Although the underlying mathematics is the same as the conventional approach, FRTS introduced numerical stability issue which makes the smoother unstable. Therefore, this thesis introduce the idea of condition number to monitor the deterioration rate in order to correct the numerical error once the pre-set threshold is breached. In addition to the large number of targets and retrodiction window size mentioned earlier, the number of models running simultaneously make the problem even more challenging in the perspective of real-time performance. Since such algorithms are the fundamental backbone of a large amount of multi-frame tracking algorithms, it would be beneficial to have a multi-model algorithm that is computationally independent to number of model utilised. Consequently, this thesis extend the FRTS concept to fixed-lag Multiple-Model smoothing method to achieve this goal. The proposed algorithms are compared and tested through an extensive and exhaustive set of evaluations against the literature, and discuss the relative merits. These evaluations show that these contributions pave a way to secure substantial performance gains for multi-dimensional tracking algorithms over conventional approaches.
| Item Type: | Thesis (PhD) |
|---|---|
| Divisions: | Faculty of Science and Engineering > School of Electrical Engineering, Electronics and Computer Science |
| Depositing User: | Symplectic Admin |
| Date Deposited: | 09 Sep 2021 15:11 |
| Last Modified: | 18 Jan 2023 21:33 |
| DOI: | 10.17638/03133376 |
| Supervisors: |
|
| URI: | https://livrepository.liverpool.ac.uk/id/eprint/3133376 |
Dimensions
Dimensions
