An improved Tobit Kalman filter with adaptive censoring limits

DOI10.1007/S00034-020-01422-WzbMATH Open1517.62079arXiv1911.06190OpenAlexW3022355435MaRDI QIDQ6135531FDOQ6135531

Authors: K. Loumponias, Nicholas Vretos, G. Tsaklidis, Petros Daras 

Publication date: 25 August 2023

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Abstract: This paper deals with the Tobit Kalman filtering (TKF) process when the measurements are correlated and censored. The case of interval censoring, i.e., the case of measurements which belong to some interval with given censoring limits, is considered. Two improvements of the standard TKF process are proposed, in order to estimate the hidden state vectors. Firstly, the exact covariance matrix of the censored measurements is calculated by taking into account the censoring limits. Secondly, the probability of a latent (normally distributed) measurement to belong in or out of the uncensored region is calculated by taking into account the Kalman residual. The designed algorithm is tested using both synthetic and real data sets. The real data set includes human skeleton joints' coordinates captured by the Microsoft Kinect II sensor. In order to cope with certain real-life situations that cause problems in human skeleton tracking, such as (self)-occlusions, closely interacting persons etc., adaptive censoring limits are used in the proposed TKF process. Experiments show that the proposed method outperforms other filtering processes in minimizing the overall Root Mean Square Error (RMSE) for synthetic and real data sets.

Full work available at URL: https://arxiv.org/abs/1911.06190

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zbMATH Keywords

censored dataadaptive Tobit Kalman filterhuman skeleton tracking

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited In (6)

• Unscented Tobit Kalman filtering for switched nonlinear systems with censored measurement
• Tobit Kalman filter with channel fading and dead-zone-like censoring
• Multi-sensor filtering fusion meets censored measurements under a constrained network environment: advances, challenges and prospects
• Variable step size predictor design for a class of linear discrete-time censored system
• A new smooth variable structure Tobit filter for systems with censored measurements and model parameters uncertainty
• Application of extended Kalman filter for improving the accuracy and smoothness of Kinect skeleton-joint estimates

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