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Oliver Kost

Publications and source records attributed to Oliver Kost.

11 recordsLinked to original sources

Noise Parameter Identification in Ensemble of Atomic Clocks

The paper introduces a parameter identification framework for atomic clock ensembles, where individual clocks are represented by second-order linear stochastic state-space model. The proposed procedure relies exclusively on differential measurements, namely the pairwise phase differences between a designated pivot clock and the remaining ensemble members. The identification targets key parameters for each clock: white and random-walk frequency noise variances, constant frequency drift, and (co)variance of the measurement noise. To identify these parameters, two distinct identification methods are proposed. Their estimation accuracy is rigorously demonstrated via numerical simulations and validated using empirical data from atomic hydrogen maser (AHM) clocks at ESTEC Timing Laboratory.

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Time-Varying Kernel Density Deconvolution using Random Finite Set Theory for State Noise Identification

This paper focuses on the noise density identification for state-space models of linear time-varying systems. The density knowledge is essential for the optimal design of any modern state estimator, fault detector, or controller. The proposed method builds on newly derived algorithms for (i) calculation of the measurement prediction residue being independent of the state and linear in state and measurement noises, and (ii) kernel density deconvolution for process with non-stationary statistical properties based on the random finite set theory. The proposed method provides consistent estimate of the state noise density without any prior knowledge on distribution family, which is a unique property in noise identification state-of-the-art. The method is further enhanced by an automatic selection of the user-defined parameters, and is evaluated in numerical examples. The examples demonstrate not only the superior performance of the proposed method in terms of accuracy and robustness among others in ultra-wide-band-inspired tracking scenario, but also the importance of the correct state noise density identification for optimal state estimation and fault detection. The paper is supplemented with a MATLAB implementation.

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Identification of Clock Ensemble Noise Parameters Using Differential Measurement Analysis

The paper addresses the critical problem of identifying unknown parameters of an atomic clock ensemble. The ensemble model is considered as a set of individual clock models, where each clock is described by a second-order linear stochastic state-space model. The paper presents identification procedure for model unknown parameters based solely on the availability of differential measurements - that is, the measured pairwise phase differences between a designated pivot clock and all other clocks within the ensemble. Specifically, each clock model is defined by the following set of unknown parameters: the variances characterizing the white frequency noise and random walk frequency noise, the drift, and the (co)variance of the measurement noise. Two distinct identification methods are designed to estimate the unknown clock model parameters. The accuracy of the identified sets of parameters are demonstrated on a simulation scenario/real data combining atomic H-maser (AHM) clocks.

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GOSPA and T-GOSPA quasi-metrics for evaluation of multi-object tracking algorithms

This paper introduces two quasi-metrics for performance assessment of multi-object tracking (MOT) algorithms. One quasi-metric is an extension of the generalised optimal subpattern assignment (GOSPA) metric and measures the discrepancy between sets of objects. The other quasi-metric is an extension of the trajectory GOSPA (T-GOSPA) metric and measures the discrepancy between sets of trajectories. Similar to the GOSPA-based metrics, these quasi-metrics include costs for localisation error for properly detected objects, the number of false objects and the number of missed objects. The T-GOSPA quasi-metric also includes a track switching cost. Differently from the GOSPA and T-GOSPA metrics, the proposed quasi-metrics have the flexibility of penalising missed and false objects with different costs, and the localisation costs are not required to be symmetric. We also explain how to obtain similarity score functions based on these quasi-metrics. The performance of several Bayesian MOT algorithms is assessed with the T-GOSPA quasi-metric via simulations.

cs.CV↗

Occlusion-Aware Multi-Object Tracking via Expected Probability of Detection

This paper addresses multi-object systems, where objects may occlude one another relative to the sensor. The standard point-object model for detection-based sensors is enhanced so that the probability of detection considers the presence of all objects. A principled tracking method is derived, assigning each object an expected probability of detection, where the expectation is taken over the reduced Palm density, which means conditionally on the object's existence. The assigned probability thus considers the object's visibility relative to the sensor, under the presence of other objects. Unlike existing methods, the proposed method systematically accounts for uncertainties related to all objects in a clear and manageable way. The method is demonstrated through a visual tracking application using the multi-Bernoulli mixture (MBM) filter with marks.

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Deep Sequence-to-Sequence Models for GNSS Spoofing Detection

We present a data generation framework designed to simulate spoofing attacks and randomly place attack scenarios worldwide. We apply deep neural network-based models for spoofing detection, utilizing Long Short-Term Memory networks and Transformer-inspired architectures. These models are specifically designed for online detection and are trained using the generated dataset. Our results demonstrate that deep learning models can accurately distinguish spoofed signals from genuine ones, achieving high detection performance. The best results are achieved by Transformer-inspired architectures with early fusion of the inputs resulting in an error rate of 0.16%.

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Unobservable Systems: No Problem for Noise Identification

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for estimation of the state and measurement noise covariance matrices for both observable and \textit{unobservable} systems with possibly unknown input sequence. The method provides unbiased and consistent estimates and is implemented in a publicly available MATLAB toolbox and numerically evaluated.

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TGOSPA Metric Parameters Selection and Evaluation for Visual Multi-object Tracking

Multi-object tracking algorithms are deployed in various applications, each with different performance requirements. For example, track switches pose significant challenges for offline scene understanding, as they hinder the accuracy of data interpretation. Conversely, in online surveillance applications, their impact is often minimal. This disparity underscores the need for application-specific performance evaluations that are both simple and mathematically sound. The trajectory generalized optimal sub-pattern assignment (TGOSPA) metric offers a principled approach to evaluate multi-object tracking performance. It accounts for localization errors, the number of missed and false objects, and the number of track switches, providing a comprehensive assessment framework. This paper illustrates the effective use of the TGOSPA metric in computer vision tasks, addressing challenges posed by the need for application-specific scoring methodologies. By exploring the TGOSPA parameter selection, we enable users to compare, comprehend, and optimize the performance of algorithms tailored for specific tasks, such as target tracking and training of detector or re-ID modules.

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Model-based Multi-object Visual Tracking: Identification and Standard Model Limitations

This paper uses multi-object tracking methods known from the radar tracking community to address the problem of pedestrian tracking using 2D bounding box detections. The standard point-object (SPO) model is adopted, and the posterior density is computed using the Poisson multi-Bernoulli mixture (PMBM) filter. The selection of the model parameters rooted in continuous time is discussed, including the birth and survival probabilities. Some parameters are selected from the first principles, while others are identified from the data, which is, in this case, the publicly available MOT-17 dataset. Although the resulting PMBM algorithm yields promising results, a mismatch between the SPO model and the data is revealed. The model-based approach assumes that modifying the problematic components causing the SPO model-data mismatch will lead to better model-based algorithms in future developments.

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Noise Covariances Identification by MDM: Weighting, Recursion, and Implementation

The problem of noise covariance matrix identification of stochastic linear time-varying state-space models is addressed. The measurement difference method (MDM) is generalized to time-varying dimensions of the measurement and control. Three MDM identification techniques that differ in weighting used in the underlying least squares method are proposed. The techniques differ in estimate quality and computational complexity. In addition, recursive forms are designed for two techniques. The performance of the proposed techniques is analyzed using two numerical examples. The implementation of techniques is enclosed with the paper.

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Pedestrian Tracking with Monocular Camera using Unconstrained 3D Motion Model

A first-principle single-object model is proposed for pedestrian tracking. It is assumed that the extent of the moving object can be described via known statistics in 3D, such as pedestrian height. The proposed model thus need not constrain the object motion in 3D to a common ground plane, which is usual in 3D visual tracking applications. A nonlinear filter for this model is implemented using the unscented Kalman filter (UKF) and tested using the publicly available MOT-17 dataset. The proposed solution yields promising results in 3D while maintaining perfect results when projected into the 2D image. Moreover, the estimation error covariance matches the true one. Unlike conventional methods, the introduced model parameters have convenient meaning and can readily be adjusted for a problem.

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