• Title/Summary/Keyword: probability hypothesis density

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A Study of Automatic Multi-Target Detection and Tracking Algorithm using Highest Probability Data Association in a Cluttered Environment (클러터가 존재하는 환경에서의 HPDA를 이용한 다중 표적 자동 탐지 및 추적 알고리듬 연구)

  • Kim, Da-Soul;Song, Taek-Lyul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.10
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    • pp.1826-1835
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    • 2007
  • In this paper, we present a new approach for automatic detection and tracking for multiple targets. We combine a highest probability data association(HPDA) algorithm for target detection with a particle filter for multiple target tracking. The proposed approach evaluates the probabilities of one-to-one assignments of measurement-to-track and the measurement with the highest probability is selected to be target- originated, and the measurement is used for probabilistic weight update of particle filtering. The performance of the proposed algorithm for target tracking in clutter is compared with the existing clustering algorithm and the sequential monte carlo method for probability hypothesis density(SMC PHD) algorithm for multi-target detection and tracking. Computer simulation studies demonstrate that the HPDA algorithm is robust in performing automatic detection and tracking for multiple targets even though the environment is hostile in terms of high clutter density and low target detection probability.

Dual Detection-Guided Newborn Target Intensity Based on Probability Hypothesis Density for Multiple Target Tracking

  • Gao, Li;Ma, Yongjie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.10
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    • pp.5095-5111
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    • 2016
  • The Probability Hypothesis Density (PHD) filter is a suboptimal approximation and tractable alternative to the multi-target Bayesian filter based on random finite sets. However, the PHD filter fails to track newborn targets when the target birth intensity is unknown prior to tracking. In this paper, a dual detection-guided newborn target intensity PHD algorithm is developed to solve the problem, where two schemes, namely, a newborn target intensity estimation scheme and improved measurement-driven scheme, are proposed. First, the newborn target intensity estimation scheme, consisting of the Dirichlet distribution with the negative exponent parameter and target velocity feature, is used to recursively estimate the target birth intensity. Then, an improved measurement-driven scheme is introduced to reduce the errors of the estimated number of targets and computational load. Simulation results demonstrate that the proposed algorithm can achieve good performance in terms of target states, target number and computational load when the newborn target intensity is not predefined in multi-target tracking systems.

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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A Study on the Prediction of Fatigue Life by use of Probability Density Function (확률밀도함수를 이용한 피로균열 발생수명 예측에 관한 연구)

  • 김종호
    • Journal of Advanced Marine Engineering and Technology
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    • v.23 no.4
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    • pp.453-461
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    • 1999
  • The estimation of fatigue life at the design stage is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the structure and machinery compo-nents. In this study the practical procedure of prediction of fatigue life by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function is shown with a $135,000m^3$ LNG tank being used as an example. In particular the parameters of Weibull distribution taht determine the stress spectrum are dis-cussed. At the end some of uncertainties associated with fatigue life prediction are discussed. The main results obtained from this study are as follows: 1. The practical procedure of prediction of fatigue life by use of cumulative damage factors expressed in combination of probability density function and S-N data is proposed. 2. The calculated fatigue life is influenced by the shape parameter and stress block. The conser-vative fatigue design can be achieved when using higher value of shape parameter and the stress blocks divded into more stress blocks.

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Reliability evaluation of brittle structures under thermal shocks (열충격이 작용하는 취성구조의 신뢰성 평가)

  • 이치우;장건익;김종태
    • Journal of Ocean Engineering and Technology
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    • v.12 no.1
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    • pp.58-64
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    • 1998
  • An analysis method for the reliability of ceramic structures subjected to thermal shocks is presented. Flaws with the size of given probability distribution function are assumed to be distributed at random with a certain density per unit volume in the structures. Criterions for crack instability are derived for brittle solids under general thermal stresses. A probabilistic failure model is presented to study the probability of crack instability for brittle solids containing cracks with uncertain size. The reliabilities of brittle structures are evaluated based on the weakest-link hypothesis, which states that a structure fails when the cracks in any differential volume become unstable. A numerical example is given to demonstrate the application of the proposed method.

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Reliability Evaluation of Ceramic Structures Under Thermal Shocks (열충격이 작용하는 세라믹구조의 신뢰성 평가)

  • 김종태;심확섭;장건익;이치우;이환우
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.11a
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    • pp.954-958
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    • 1996
  • An analysis method for the reliability of ceramic structures subjected to thermal shocks is presented, Flaws with the size of given probability distribution function are assumed to be distributed at random with a certain density per unit volume in the structures. Criterions for crack instability are derived for brittle solids under general thermal stresses. A probabilistic failure model is presented to study the probability of crack instability for blittle solids containing cracks with uncertain crack size. The reliabilities of brittle structures are evaluated based on the weakest-link hypothesis, which states that a structure fails when the cracks in any differential volume become unstable. A numerical example is given to demonstrate the application of the proposed method.

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Fusion of Local and Global Detectors for PHD Filter-Based Multi-Object Tracking (검출기 융합에 기반을 둔 확률가정밀도 (PHD) 필터를 적용한 다중 객체 추적 방법)

  • Yoon, Ju Hong;Hwang, Youngbae;Choi, Byeongho;Yoon, Kuk-Jin
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.9
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    • pp.773-777
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    • 2016
  • In this paper, a novel multi-object tracking method to track an unknown number of objects is proposed. To handle multiple object states and uncertain observations efficiently, a probability hypothesis density (PHD) filter is adopted and modified. The PHD filter is capable of reducing false positives, managing object appearances and disappearances, and estimating the multiple object trajectories in a unified framework. Although the PHD filter is robust in cluttered environments, it is vulnerable to false negatives. For this reason, we propose to exploit local observations in an RFS of the observation model. Each local observation is generated by using an online trained object detector. The main purpose of the local observation is to deal with false negatives in the PHD filtering procedure. The experimental results demonstrated that the proposed method robustly tracked multiple objects under practical situations.

A Study on the Evaluation of Linear Cumulative Damage Factor of Membrane Type LNG Tank by use of Probability Density Function (확률밀도함수를 이용한 멤브레인방식 LNG탱크의 선형누적손상도 평가에 관한 연구)

  • 김종호
    • Journal of Advanced Marine Engineering and Technology
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    • v.28 no.6
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    • pp.993-999
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    • 2004
  • The estimation of fatigue life at the design stage of membrane type LNG tank is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the tank. In this study, the practical procedure of fatigue life prediction by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function has been shown with the corner region of Gaz Transport Membrane type LNG tank being used as an example. In particular the parameters of Weibull distribution that determine the stress spectrum are discussed. The main results obtained from this study are as follows: 1. The recommended value for the shape parameter of Weibull distribution for the LNG tank is 1.1 in case of using the direct calculation method proposed in this study. 2. The calculated fatigue life is influenced by the shape parameter of Weibull distribution and stress block. The safe fatigue design can be achieved by using higher value of shape parameter and the stress blocks divided into more stress blocks.

Bayesian Image Denoising with Mixed Prior Using Hypothesis-Testing Problem (가설-검증 문제를 이용한 혼합 프라이어를 가지는 베이지안 영상 잡음 제거)

  • Eom Il-Kyu;Kim Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.3 s.309
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    • pp.34-42
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    • 2006
  • In general, almost information is stored in only a few wavelet coefficients. This sparse characteristic of wavelet coefficient can be modeled by the mixture of Gaussian probability density function and point mass at zero, and denoising for this prior model is peformed by using Bayesian estimation. In this paper, we propose a method of parameter estimation for denoising using hypothesis-testing problem. Hypothesis-testing problem is applied to variance of wavelet coefficient, and $X^2$-test is used. Simulation results show our method outperforms about 0.3dB higher PSNR(peak signal-to-noise ratio) gains compared to the states-of-art denoising methods when using orthogonal wavelets.

Probabilistic analysis of spectral displacement by NSA and NDA

  • Devandiran, P.;Kamatchi, P.;Rao, K. Balaji;Ravisankar, K.;Iyer, Nagesh R.
    • Earthquakes and Structures
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    • v.5 no.4
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    • pp.439-459
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    • 2013
  • Main objective of the present study is to determine the statistical properties and suitable probability distribution functions of spectral displacements from nonlinear static and nonlinear dynamic analysis within the frame work of Monte Carlo simulation for typical low rise and high rise RC framed buildings located in zone III and zone V and designed as per Indian seismic codes. Probabilistic analysis of spectral displacement is useful for strength assessment and loss estimation. To the author's knowledge, no study is reported in literature on comparison of spectral displacement including the uncertainties in capacity and demand in Indian context. In the present study, uncertainties in capacity of the building is modeled by choosing cross sectional dimensions of beams and columns, density and compressive strength of concrete, yield strength and elastic modulus of steel and, live load as random variables. Uncertainty in demand is modeled by choosing peak ground acceleration (PGA) as a random variable. Nonlinear static analysis (NSA) and nonlinear dynamic analysis (NDA) are carried out for typical low rise and high rise reinforced concrete framed buildings using IDARC 2D computer program with the random sample input parameters. Statistical properties are obtained for spectral displacements corresponding to performance point from NSA and maximum absolute roof displacement from NDA and suitable probability distribution functions viz., normal, Weibull, lognormal are examined for goodness-of-fit. From the hypothesis test for goodness-of-fit, lognormal function is found to be suitable to represent the statistical variation of spectral displacement obtained from NSA and NDA.