Internet DRAFT - draft-hoene-geopriv-bli

draft-hoene-geopriv-bli



GEOPRIV                                                        C. Hoene 
Internet Draft                                                 A. Krebs 
Intended status: Informational                                 C. Behle 
                                                              M. Schmidt 
Expires: April 2011                              Universitaet Tuebingen 
                                                       October 14, 2010 
 
                                      
                       Bayesian Location Identifier 
                      draft-hoene-geopriv-bli-00.txt 


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Abstract 

   Location Generators cannot always provide exact measures of 
   particular locations. Instead, they estimate the location of 
   objects. More precisely, they use filters to aggregate noisy sensor 
   data and to calculate probability density distributions of estimated 
   positions. In location tracking applications, typically Kalman-type, 
   Gaussian-Sum, and Particle Filters are used.   

   We believe that it is reasonable to use the outputs of those filters 
   to describe a location estimate and its uncertainty, because they 
   are the natural result of location tracking algorithms. In addition, 
   the results of those filters can be feed into sensor fusion and 
   decision making engines easily. 

   Geometric representations such as polygons or ellipses might be 
   demanded by an application. The output of filters can be converted 
   to those application demanded shapes. However, these conversions 
   come at the loss of precision and are not well understood 
   scientifically. Thus, we think that transmitting filter results is a 
   solution that is easier to implement.  

   In this draft, we present a transmission format for PIDF-LO, which 
   is based on the output of Kalman-type, Gaussian-Sum, and Particle 
   Filters.  

Table of Contents 

   1. Introduction...................................................3 
   2. Overview on Filters............................................3 
      2.1. Kalman Filters............................................4 
      2.2. Particle Filter...........................................4 
      2.3. Gaussian Sum Particle Filters.............................5 
   3. Coordinate System and Datum....................................5 
   4. Examples.......................................................5 
      4.1. Kalman Filter Results.....................................5 
      4.2. Particle Filter Results...................................6 
      4.3. Gaussian Sum Filter.......................................7 
      4.4. Well-know Reference Frame.................................7 
      4.5. Relative Datum............................................8 
   5. Security Considerations........................................9 
   6. IANA Considerations............................................9 
   7. Conclusions....................................................9 
   8. References.....................................................9 
      8.1. Informative References....................................9 
    

 
 
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1. Introduction 

   The location of an object cannot be measured precisely always. 
   Especially, in an indoor environment numerous sources of measurement 
   errors lead to measurement results, which are uncertain in a high 
   degree. To represent this uncertainty, a previous draft [1] defines 
   how uncertainty and its associated datum and confidence is expressed 
   and interpreted. To simplify the representation, the draft limits 
   the description of uncertainty to a number of well defined shapes, 
   e.g. one point, a centroid, an arc-band centroid, or polygons. 
   However, state of the art multimodal location tracking algorithms do 
   not provide any location results of the above mentioned shapes. 
   Instead, they typically applied some sort of Kalman or Particle 
   Filters, which assume a Gaussian or an arbitrary error distribution. 
   Thus, in this draft we propose to transmit as location information 
   the results of Gaussian distributions or Particle Filters to present 
   uncertainty. 

   This has the following advantages: 

   1. Any kind of uncertainly can be transmitted. More precisely, any 
      form of probability distribution, which represents uncertainty, 
      can be represented. 

   2. A conversion from particles to shapes is not required, which 
      maintains precision and eases implementations.  

   3. Kalman and Particle filters are well understood statistical tools 
      based on research of control theory, signal processing, Monte-
      Carlo simulations and Bayesian statistics. Numerous location 
      tracking algorithms have been developed that work with those 
      filters. Thus, the transmission format defined in this draft is 
      based on a profound scientific basis. 

2. Overview on Filters 

   Location tracking is based on physical measurements, which estimate 
   time of flight, signal strength, angle of arrives, motions, objects 
   in images, and many other forms of sensor input. All these sensor 
   measurements are subjected to measurement noise. Because of that, 
   filters are used to estimate the real value of the measurement 
   despite the fact of measurement results that are subjected to noise. 

   Many filter types have been developed. However, in location tracking 
   typically only a few are applied. These include different types of 
   Kalman-Filters, filters that work with one or multiple Gaussian 

 
 
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   Normal distributions, and Particle Filters. These filters are 
   briefly described in the following. 

2.1. Kalman Filters 

   A Kalman Filter uses a system model to estimate the probability of 
   changes. This data is combined with a model of measurement data and 
   control input, if any, to estimate the true value of the parameters 
   under study. It only allows linear relations between filter 
   variables and assumes Gaussian noise distributions. Despite that, it 
   is very robust in many applications. 

   The result of a Kalman filter is a posteriori state vector (for 
   example a location) and a posteriori estimated covariance. The state 
   is given by a vector $\hat{x}_{k|k}$ and the covariance by 
   $P_{k|k}$. Both estimates are given for the time index $k$ [2]. If 
   the vector has a dimension of $d$ (for example 3 for xyz), then the 
   covariance matrix has a size of d*d. 

   We suggest that, as PIDF-LO object, all these three variables shall 
   be transmitted to indicate a position estimate, its distribution, 
   and the time of measurement. 

   Also, this format should work well for non-linear filters such as 
   the Extended or Unscented Kalman Filter. 

2.2. Particle Filter 

   Particle Filter, also called sequential Monte Carlo methods (SMC), 
   have the advantage that arbitrary distributions can be approximated 
   [3]. As such, they approximate Bayesian models, which consist of 
   probability distribution functions, which define the degree of 
   "believe" to which a particular value is true. 

   Particle filters approximate probability distribution function with 
   a number of particles. More particles are placed at positions that 
   are more likely. Each particle has Dirac shape. 

   The a posteriori state of a particle filter is approximated by $M$ 
   particles called $x^{(M)}_i$, which are weighted with $w^{(m)}_i$. 
   The PIDF-LO transmission object should contain the particles, their 
   weights and again the time index k. 





 
 
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2.3. Gaussian Sum Particle Filters 

   Here we assume that the probability distributions are described by 
   the sum of normal distributions [4]. As such, it can be seen as the 
   combination of two previously mentioned filtering approaches. 

   The a posteriori state of a Gaussian Sum Filter is approximated by 
   $M$ Gaussian distributions called $$\hat{x}^{(M)}_k$, which are 
   weighted with $w^{(m)}_k$ and have distributions described by  
   covariance matrices $P^{(M)}_{k|k}$. 

   Again, all those parameters shall be transmitted. 

3. Coordinate System and Datum 

   Any location is relative to a frame of reference. The frame of 
   reference defines the position, orientation and other properties of 
   a coordinate system, in which an object is located. A number of 
   geodetic reference frames have been defined such as WGS84, ETRS89, 
   or ITRF2005. Typically, they define the reference point and the 
   orientation of the coordinate system.  

   In robotics, reference frames are used, too. They are referencing to 
   a zero point, have an orientation, and may be scaled, mirrored, 
   rotated. For example, a so called transformation matrix can be 
   applied to the location vector to transform coordinate systems.  

   Commonly in navigation, besides Carthesian also Polar coordinate 
   systems are used. In addition, a polar coordinate system has the 
   benefit that - for example - circular bands can be described easily 
   if the rotating angles have a high uncertainty or are not defined.  

   In summary, to describe the location of an object, the reference 
   frame has to be named or defined, and the type of coordinate system 
   must be given.  

4. Examples 

   This section shows examples on how to transmit the location ID 
   described above. 

4.1. Kalman Filter Results 

   Assuming, a Kalman filter estimates a position and assigns an 
   uncertainty to this estimate. Then 


 
 
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   <gp:geopriv> 
     <gp:location-info> 
       <gs:Kalman srsName="urn:ogc:def:crs:EPSG::?????> 
         <gml:pos>-34.407242 150.882518 34</gml:pos> 
         <gml:covariance> 
            1 0 0  
            0 4 0  
            0 0 16 
          </gml:covariance> 
          <gms:timestamp> 
            102000 
          </gms:timestamp> 
       </gs:Kalman> 
     </gp:location-info> 
   </gp:geopriv> 

   defines a point at [-34.407242, 150.882518, 34] that has a Gaussian 
   distribution with the standard deviation of 1, 4 and 16 for the X, 
   Y, and Z-axes. 

   In addition, it states that the location has been estimated at a 
   time stamp defined by the time index 102000. 

4.2. Particle Filter Results 

   Next, we assume that a Particle Filter has calculated three 
   particles. Then 

   <gp:geopriv> 
     <gp:location-info> 
       <gs:Particle srsName="urn:ogc:def:crs:EPSG::?????> 
         <gml:particleList> 
            -34.407242 150.882518 34 0.5 
            -34.500000 150.000000 34 0.25 
            -34.400000 151.000000 34 0.25 
         </gml:particleList> 
       </gs:Particle> 
     </gp:location-info> 
   </gp:geopriv> 

   defines a point at [-34.407242, 150.882518, 34] with a weight of 
   0.5, a point [-34.5,150,34] with a weight of 0.25, and a point at [-
   34.4,151,34] with a weight of 0.25. 




 
 
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4.3. Gaussian Sum Filter 

   Next, we have a Gaussian Sum Filter with two Gaussian distributions. 
   Then 

   <gp:geopriv> 
     <gp:location-info> 
       <gs:Particle srsName="urn:ogc:def:crs:EPSG::?????> 
         <gml:particleList> 
            -34.407242 150.882518 34 0.25 
            -34.500000 150.000000 34 0.25 
         </gml:particleList> 
         <gml:covarianceList> 
            1 0 0  
            0 4 0  
            0 0 16 
            1 0.5 0.5  
            0.5 1 0.5  
            0.5 0.5 1 
          </gml:covariance> 
         <gml:particleList> 
       </gs:Particle> 
     </gp:location-info> 
   </gp:geopriv> 

   defines a multi-vector Gaussian distribution with the center at [-
   34.407242, 150.882518, 34], a weight of 0.25, and standard 
   deviations of 1, 4 and 16. In addition, a second distribution is at 
   [-34.5, 150, 34] with a weight of 0.25 and a covariance matrix of 
   [[1 0.5 0.5] [0.5 1 0.5] [0.5 0.5 1]]. 

   In addition, because the sum of weights is lower than 1, we assume 
   that the position estimate has only a belief of correctness 
   (according to Bayesian network theory) of 0.5. 

4.4. Well-know Reference Frame 

   Now, we extend the example given in Section 4.1. to well define a 
   reference frame that is based on the UTM coordinate system. 

   <gp:geopriv> 
     <gp:location-info name="Reference Point ID=0123456789"> 
       <gs:ReferenceFrame> 
          UTM zone=32U 
          EVRS2000 
       </gs:ReferenceFrame> 
       <gs:Kalman srsName="urn:ogc:def:crs:EPSG::?????> 
 
 
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         <gml:x>-34.407242</gml:x> 
         <gml:y>150.882518</gml:y> 
         <gml:z>34</gml:z> 
         <gml:covariance> 
            1 0 0  
            0 4 0  
            0 0 16 
          </gml:covariance> 
          <gms:timestamp> 
            102000 
          </gms:timestamp> 
       </gs:Kalman> 
     </gp:location-info> 
   </gp:geopriv> 

   Here, the reference frame for the X and Y axes is given by an UTM 
   map in the zone 32U (western part of Germany) and the height (Z 
   axis) is given by the European Vertical Reference System (EVRS) 
   based on the Normaal Amsterdams Peil (NAP). 

   In addition, we name this location "Reference Point ID=0123456789". 

4.5. Relative Datum 

   Next, we assume that a reference frame is defined. This example is 
   based on the particle filter given in Section 4.2.  

   <gp:geopriv> 
     <gp:location-info name="Reference Point ID=0123456789"> 
       <gs:ReferenceFrameDefinition> 
          "Reference Point ID=0123456789"  
          1 0 0 0 
          0 0 -1 0 
          0 1 0 0  
          0 0 0 1 
          carthesian 
       </gs:ReferenceFrameDefinition> 
       <gs:Particle srsName="urn:ogc:def:crs:EPSG::?????> 
         <gml:particleList> 
            -34.407242 150.882518 34 0.5 
            -34.500000 150.000000 34 0.25 
            -34.400000 151.000000 34 0.25 
         </gml:particleList> 
       </gs:Particle> 
     </gp:location-info> 
   </gp:geopriv> 

 
 
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   The new coordinates are based on the reference point given in the 
   previous section but it is rotated by 90 degree about their common 
   normal, from old Z axis to new Z axis. 

5. Security Considerations 

   Security issues have not yet been identified. 

6. IANA Considerations 

   Well-known reference systems must be named or numbered. Thus might 
   require a registration at IANA. 

7. Conclusions 

   This initial draft presented a transmission format for uncertain, 
   relative and transformed location estimates. 

   It is aim as a basis of discussion, because we believe that 
   uncertainty shall be directly presented by the results of algorithms 
   that determine uncertainty. 

   Questions that need to be address are: 

   o  Are the most common filter types covered? 

   o  Is the transmission format efficient? Especially, if many 
      particle needs to be transmitted an XML description might cause 
      too much overhead. Instead, a generic XML compression such as 
      Binary XML can be used or an application-specific compression 
      algorithm can be defined. 

   o  Does the representation of relative and transformation reference 
      systems fit into the GEOPRIV framework? 

   o  Shall the time be given as an index or as a fourth dimension? 

   Any comments to enhance this draft are highly welcomed. 

8. References 

8.1. Informative References 

   [1]   M. Thomson, J. Winterbottom, "Representation of Uncertainty 
         and Confidence in PIDF-LO", draft-thomson-geopriv-uncertainty-
         05, work in progress, June 1, 2010. 

 
 
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   [2]   Wikipedia contributors, "Kalman filter", Publisher: Wikipedia, 
         The Free Encyclopedia, Date of last revision: 7 October 2010 
         15:52 UTC, 
         http://en.wikipedia.org/w/index.php?title=Kalman_filter&oldid=
         389338611 

   [3]   Wikipedia contributors, "Particle filter", Publisher: 
         Wikipedia, The Free Encyclopedia, Date of last revision: 24 
         September 2010 22:18 UTC, 
         http://en.wikipedia.org/w/index.php?title=Particle_filter&oldi
         d=386830379 

   [4]   J.H. Kotecha, P.M. Djuric, "Gaussian sum particle filtering", 
         IEEE Transactions on Signal Processing, Volume: 51, Issue:10, 
         pages 2602 - 2612, Oct. 2003. 
































 
 
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Authors' Addresses 

   Christian Hoene 
   Universitaet Tuebingen 
   WSI-ICS 
   Sand 13 
   72076 Tuebingen 
   Germany 
       
   Phone: +49 7071 2970532 
   Email: hoene@uni-tuebingen.de 
    

   Andreas Krebs 
   Universitaet Tuebingen 
   WSI 
   Sand 13 
   72076 Tuebingen 
   Germany 
       
   Phone: +49 7071 2977476 
   Email: krebs@informatik.uni-tuebingen.de 
    

   Christoph Behle 
   Universitaet Tuebingen 
   WSI 
   Sand 13 
   72076 Tuebingen 
   Germany 
       
   Phone: +49 7071 2977565 
   Email: behlec@informatik.uni-tuebingen.de 
    
    
   Mark Schmidt 
   Universitaet Tuebingen 
   WSI-ICS 
   Sand 13 
   72076 Tuebingen 
   Germany 
       
   Phone: +49 7071 2970510 
   Email: mark.schmidt@wsii.uni-tuebingen.de 
    
    

 
 
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