arXiv subjects

Emilio Sirignano

Publications and source records attributed to Emilio Sirignano.

7 recordsLinked to original sources

arXiv2019

Double Bayesian Smoothing as Message Passing

Recently, a novel method for developing filtering algorithms, based on the interconnection of two Bayesian filters and called double Bayesian filtering, has been proposed. In this manuscript we show that the same conceptual approach can be exploited to devise a new smoothing method, called double Bayesian smoothing. A double Bayesian smoother combines a double Bayesian filter, employed in its forward pass, with the interconnection of two backward information filters used in its backward pass. As a specific application of our general method, a detailed derivation of double Bayesian smoothing algorithms for conditionally linear Gaussian systems is illustrated. Numerical results for two specific dynamic systems evidence that these algorithms can achieve a better complexity-accuracy tradeoff and tracking capability than other smoothing techniques recently appeared in the literature.

math.ST↗

arXiv2019

Multiple Bayesian Filtering as Message Passing

In this manuscript, a general method for deriving filtering algorithms that involve a network of interconnected Bayesian filters is proposed. This method is based on the idea that the processing accomplished inside each of the Bayesian filters and the interactions between them can be represented as message passing algorithms over a proper graphical model. The usefulness of our method is exemplified by developing new filtering techniques, based on the interconnection of a particle filter and an extended Kalman filter, for conditionally linear Gaussian systems. Numerical results for two specific dynamic systems evidence that the devised algorithms can achieve a better complexity-accuracy tradeoff than marginalized particle filtering and multiple particle filtering.

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arXiv2019

A New Smoothing Technique based on the Parallel Concatenation of Forward/Backward Bayesian Filters: Turbo Smoothing

Recently, a novel method for developing filtering algorithms, based on the parallel concatenation of Bayesian filters and called turbo filtering, has been proposed. In this manuscript we show how the same conceptual approach can be exploited to devise a new smoothing method, called turbo smoothing. A turbo smoother combines a turbo filter, employed in its forward pass, with the parallel concatenation of two backward information filters used in its backward pass. As a specific application of our general theory, a detailed derivation of two turbo smoothing algorithms for conditionally linear Gaussian systems is illustrated. Numerical results for a specific dynamic system evidence that these algorithms can achieve a better complexity-accuracy tradeoff than other smoothing techniques recently appeared in the literature.

stat.CO↗

arXiv2018

Parallel Concatenation of Bayesian Filters: Turbo Filtering

In this manuscript a method for developing novel filtering algorithms through the parallel concatenation of two Bayesian filters is illustrated. Our description of this method, called turbo filtering, is based on a new graphical model; this allows us to efficiently describe both the processing accomplished inside each of the constituent filter and the interactions between them. This model is exploited to develop two new filtering algorithms for conditionally linear Gaussian systems. Numerical results for a specific dynamic system evidence that such filters can achieve a better complexity-accuracy tradeoff than marginalized particle filtering.

stat.CO↗

arXiv2017

Rao-Blackwellized Particle Smoothing as Message Passing

In this manuscript the fixed-lag smoothing problem for conditionally linear Gaussian state-space models is investigated from a factor graph perspective. More specifically, after formulating Bayesian smoothing for an arbitrary state-space model as forward-backward message passing over a factor graph, we focus on the above mentioned class of models and derive a novel Rao-Blackwellized particle smoother for it. Then, we show how our technique can be modified to estimate a point mass approximation of the so called joint smoothing distribution. Finally, the estimation accuracy and the computational requirements of our smoothing algorithms are analysed for a specific state-space model.

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arXiv2016

On the Application of Support Vector Machines to the Prediction of Propagation Losses at 169 MHz for Smart Metering Applications

Recently, the need of deploying new wireless networks for smart gas metering has raised the problem of radio planning in the169 MHz band. Unluckily, software tools commonly adopted for radio planning in cellular communication systems cannot be employed to solve this problem because of the substantially lower transmission frequencies characterizing this application. In this manuscript a novel data-centric solution, based on the use of support vector machine techniques for classification and regression, is proposed. Our method requires the availability of a limited set of received signal strength measurements and the knowledge of a three-dimensional map of the propagation environment of interest, and generates both an estimate of the coverage area and a prediction of the field strength within it. Numerical results referring to different Italian villages and cities evidence that our method is able to achieve good accuracy at the price of an acceptable computational cost and of a limited effort for the acquisition of measurements in the considered environments.

stat.ML↗

arXiv2016

Marginalized Particle Filtering and Related Filtering Techniques as Message Passing

In this manuscript a factor graph approach is employed to investigate the recursive filtering problem for a mixed linear/nonlinear state-space model, i.e. for a model whose state vector can be partitioned in a linear state variable (characterized by conditionally linear dynamics) and a non linear state variable. Our approach allows us to show that: a) the factor graph characterizing the considered filtering problem is not cycle free; b) in the case of conditionally linear Gaussian systems, applying the sum-product rule, together with different scheduling procedures for message passing, to this graph results in both known and novel filtering techniques. In particular, it is proved that, on the one hand, adopting a specific message scheduling for forward only message passing leads to marginalized particle filtering in a natural fashion; on the other hand, if iterative strategies for message passing are employed, novel filtering methods, dubbed turbo filters for their conceptual resemblance to the turbo decoding methods devised for concatenated channel codes, can be developed.

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