• DocumentCode
    87303
  • Title

    A Gaussian Process Model for Data Association and a Semidefinite Programming Solution

  • Author

    Lazaro-Gredilla, Miguel ; Van Vaerenbergh, Steven

  • Author_Institution
    Dept. of Signal Theor. & Commun., Univ. Carlos III de Madrid, Leganes, Spain
  • Volume
    25
  • Issue
    11
  • fYear
    2014
  • fDate
    Nov. 2014
  • Firstpage
    1967
  • Lastpage
    1979
  • Abstract
    In this paper, we propose a Bayesian model for the data association problem, in which trajectory smoothness is enforced through the use of Gaussian process priors. This model allows to score candidate associations using the evidence framework, thus casting the data association problem into an optimization problem. Under some additional mild assumptions, this optimization problem is shown to be equivalent to a constrained Max K -section problem. Furthermore, for K=2 , a MaxCut formulation is obtained, to which an approximate solution can be efficiently found using an SDP relaxation. Solving this MaxCut problem is equivalent to finding the optimal association out of the combinatorially many possibilities. The obtained clustering depends only on two hyperparameters, which can also be selected by maximum evidence.
  • Keywords
    Gaussian processes; mathematical programming; pattern clustering; sensor fusion; target tracking; Bayesian model; Gaussian process model; MaxCut problem; SDP relaxation; constrained Max K-section problem; data association problem; hyperparameters; optimization problem; semidefinite programming solution; trajectory smoothness; Bayes methods; Data models; Optimization; Resource management; Standards; Trajectory; Vectors; Clustering; Gaussian processes (GPs); data association; multitarget tracking; semidefinite programming; semidefinite programming.;
  • fLanguage
    English
  • Journal_Title
    Neural Networks and Learning Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    2162-237X
  • Type

    jour

  • DOI
    10.1109/TNNLS.2014.2300701
  • Filename
    6730932