TY - GEN
T1 - Analytically-selected multi-hypothesis incremental MAP estimation
AU - Huang, Guoquan
AU - Kaess, Michael
AU - Leonard, John J.
AU - Roumeliotis, Stergios I.
PY - 2013/10/18
Y1 - 2013/10/18
N2 - In this paper, we introduce an efficient maximum a posteriori (MAP) estimation algorithm, which effectively tracks multiple most probable hypotheses. In particular, due to multimodal distributions arising in most nonlinear problems, we employ a bank of MAP to track these modes (hypotheses). The key idea is that we analytically determine all the posterior modes for the current state at each time step, which are used to generate highly probable hypotheses for the entire trajectory. Moreover, since it is expensive to solve the MAP problem sequentially over time by an iterative method such as Gauss-Newton, in order to speed up its solution, we reuse the previous computations and incrementally update the square-root informationmatrix at every time step, while batch relinearization is performed only periodically or as needed.
AB - In this paper, we introduce an efficient maximum a posteriori (MAP) estimation algorithm, which effectively tracks multiple most probable hypotheses. In particular, due to multimodal distributions arising in most nonlinear problems, we employ a bank of MAP to track these modes (hypotheses). The key idea is that we analytically determine all the posterior modes for the current state at each time step, which are used to generate highly probable hypotheses for the entire trajectory. Moreover, since it is expensive to solve the MAP problem sequentially over time by an iterative method such as Gauss-Newton, in order to speed up its solution, we reuse the previous computations and incrementally update the square-root informationmatrix at every time step, while batch relinearization is performed only periodically or as needed.
KW - Maximum a posteriori (MAP)
KW - QR factorization
KW - analytical solution
KW - multi-hypothesis tracking
UR - http://www.scopus.com/inward/record.url?scp=84890448228&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84890448228&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2013.6638914
DO - 10.1109/ICASSP.2013.6638914
M3 - Conference contribution
AN - SCOPUS:84890448228
SN - 9781479903566
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 6481
EP - 6485
BT - 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
T2 - 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
Y2 - 26 May 2013 through 31 May 2013
ER -