Alternating Projections Filtering Algorithm to Track Moving Objects

An interest is often present in knowing evolving variables that are not directly observable; this is the case in aerospace, engineering control, medical imaging, or data assimilation. What is at hand, though, are time-varying measured data, a model connecting them to variables of interest, and a mod...

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Main Author: Youssef Qranfal
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2019/8450905
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author Youssef Qranfal
author_facet Youssef Qranfal
author_sort Youssef Qranfal
collection DOAJ
description An interest is often present in knowing evolving variables that are not directly observable; this is the case in aerospace, engineering control, medical imaging, or data assimilation. What is at hand, though, are time-varying measured data, a model connecting them to variables of interest, and a model of how to evolve the variables over time. However, both models are only approximation and the observed data are tainted with noise. This is an ill-posed inverse problem. Methods, such as Kalman filter (KF), have been devised to extract the time-varying quantities of interest. These methods applied to this inverse problem, nonetheless, are slow, computation wise, since they require large matrices multiplications and even matrix inversion. Furthermore, these methods are not usually suitable to impose some constraints. This article introduces a new iterative filtering algorithm based on alternating projections. Experiments were run with simulated moving projectiles and were compared with results using KF. The new optimization algorithm proves to be slightly more accurate than KF, but, more to the point, it is much faster in terms of CPU time.
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institution Kabale University
issn 1110-757X
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publishDate 2019-01-01
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record_format Article
series Journal of Applied Mathematics
spelling doaj-art-471ad05020f640889b94c3c27b173f7c2025-02-03T05:59:15ZengWileyJournal of Applied Mathematics1110-757X1687-00422019-01-01201910.1155/2019/84509058450905Alternating Projections Filtering Algorithm to Track Moving ObjectsYoussef Qranfal0Department of Applied Mathematics, Wentworth Institute of Technology, Boston, MA 02115, USAAn interest is often present in knowing evolving variables that are not directly observable; this is the case in aerospace, engineering control, medical imaging, or data assimilation. What is at hand, though, are time-varying measured data, a model connecting them to variables of interest, and a model of how to evolve the variables over time. However, both models are only approximation and the observed data are tainted with noise. This is an ill-posed inverse problem. Methods, such as Kalman filter (KF), have been devised to extract the time-varying quantities of interest. These methods applied to this inverse problem, nonetheless, are slow, computation wise, since they require large matrices multiplications and even matrix inversion. Furthermore, these methods are not usually suitable to impose some constraints. This article introduces a new iterative filtering algorithm based on alternating projections. Experiments were run with simulated moving projectiles and were compared with results using KF. The new optimization algorithm proves to be slightly more accurate than KF, but, more to the point, it is much faster in terms of CPU time.http://dx.doi.org/10.1155/2019/8450905
spellingShingle Youssef Qranfal
Alternating Projections Filtering Algorithm to Track Moving Objects
Journal of Applied Mathematics
title Alternating Projections Filtering Algorithm to Track Moving Objects
title_full Alternating Projections Filtering Algorithm to Track Moving Objects
title_fullStr Alternating Projections Filtering Algorithm to Track Moving Objects
title_full_unstemmed Alternating Projections Filtering Algorithm to Track Moving Objects
title_short Alternating Projections Filtering Algorithm to Track Moving Objects
title_sort alternating projections filtering algorithm to track moving objects
url http://dx.doi.org/10.1155/2019/8450905
work_keys_str_mv AT youssefqranfal alternatingprojectionsfilteringalgorithmtotrackmovingobjects