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
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