particle filtering aka condensation , sequential monte

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density propagation importance sampling efficient 3D head tracking by particle filter 2D tracking Particle Filtering aka Condensation, Sequential Monte Carlo (SMC), . . . Tomáš Svoboda, [email protected] Czech Technical University in Prague, Center for Machine Perception http://cmp.felk.cvut.cz Last update: April 27, 2015 2/22 A probabilistic approach to tracking? The lecture is rather a practitioner introduction. At a certain time we need decide about one state (position) of the target object. Inner state representation can be arbitrary. Let represent the state of the object by probability density. We want to estimate the (hidden) density from (observable) measurements. Representing of the probability density by particles is one of the effective choices. Particle filter: Particles at the input, measurements, update, . . . , particles at the output. 3/22 Particle filter in computer vision technique known outside computer vision for long popularized under the acronym Condensation in 1996 [4] Condensation stands for CONditional DENSity propagATION simple, easy to implement, robust . . . frequently used in many algorithms comprehensive overview [2] belongs to Monte Carlo Methods, see chapter 29 [6].

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� density propagation

� importance sampling

� efficient 3D head tracking by particle filter

� 2D tracking

Particle Filteringaka Condensation, Sequential Monte Carlo

(SMC), . . .

Tomáš Svoboda, [email protected] Technical University in Prague, Center for Machine Perception

http://cmp.felk.cvut.czLast update: April 27, 2015

2/22A probabilistic approach to tracking?

The lecture is rather a practitioner introduction.

� At a certain time we need decide about one state (position) of thetarget object.

� Inner state representation can be arbitrary.

� Let represent the state of the object by probability density.

� We want to estimate the (hidden) density from (observable)measurements.

� Representing of the probability density by particles is one of theeffective choices.

Particle filter: Particles at the input, measurements, update, . . . , particlesat the output.

3/22Particle filter in computer vision

� technique known outside computer vision for long

� popularized under the acronym Condensation in 1996 [4]

� Condensation stands for CONditional DENSity propagATION

� simple, easy to implement, robust . . .

� frequently used in many algorithms

� comprehensive overview [2]

� belongs to Monte Carlo Methods, see chapter 29 [6].

4/22Density propagation

1

1Figure from [1]

5/22Particle filtering

Input: St−1 ={(s(t−1)i, π(t−1)i)

}, i = 1, 2, . . . , N .

Output: St and object state (position) if required

Workflow for time t

1. Resample data St−1 by using importance sampling.

2. Predict s̃(t)i, think about position and velocity model.

3. Uncertainty in the state change → noisify the predicted states.

4. Measure how well the predicted states fit the observation, and updateweights πt.

5. If needed compute the mean state (where is the target, actually?).

6. Update the prediction model if used.

6/22One condensation step

2

2Figure from [1]

7/22Importance sampling

Input: set of samples with associated probabilities

Ouput: new set of samples where the frequency depends proportionally ontheir probabilities

1 2 3 4 5 6 7 8 9 100

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

x variable

rela

tive

freq

uenc

y

1 2 3 4 5 6 7 8 9 100

5

10

15

20

25

30

35

xnew

variable

freq

uenc

y

8/22Importance sampling

video: importance sampling

9/22Example: 1–D tracking

video: 1–D tracking

10/22Example: 1–D tracking, closer look

10 20 30 40 50 60 70 80 90 100−4

−3

−2

−1

0

1

2

3

4

time step

stat

e va

lue

state of the systemestimated valuesamples

−4 −3 −2 −1 0 1 2 3 40

0.5

1step 13

measurement functiontrue state

−4 −3 −2 −1 0 1 2 3 40

0.01

0.02

weighted samplesestimated state

−4 −3 −2 −1 0 1 2 3 40

0.5

1step 53

measurement functiontrue state

−4 −3 −2 −1 0 1 2 3 40

0.02

0.04

weighted samplesestimated state

11/22

Application: 3D head tracking in multicamerasystem

video

12/22

3D head tracking in multicamerasystem—essentials

Assume calibrated system, Pj, and motion segmentated projections

video

� Head modeled as ellipsoid

� State comprises position, orientation, velocity vector . . .

� Ellipsoid project as ellipses into cameras

� We measure how far are the ellipses from contours

We will go step by step . . .

13/22Ellipsoid and its 2D projection

Quadric surface Q

X>QX = 0

project to a (line) conic

C∗ = PQ∗P>

point conic C which is dual to C∗

u>Cu = 0

Dual matrix:

C∗ = det(C)C−>

3

3Image from [3]

14/22Measurement in (multiple) images

Remeber, we can efficiently project outline of the ellipsoid to images.

video: segmented data video: distance map to edges

Distance map

� distance map computed just once per image

� measuring samples is just reading out values from a table

15/22Head 3D tracking — results

video: 3D localization results video: example of particles convergence

Problem: 3D position only, no orientation . . .

16/22Learning appearance

video: Learning head appearance

� Combines stereo and gradient based localization.

� Explanation of the principle [PDF; www4]. More in [7].

4http://cmp.felk.cvut.cz/multicam/Demos/3Dtracking.html

17/223D tracking — including appearance

See [5] for details.

18/223D tracking — similarity measure

Oponent colors

a =1

2(R−G) , b =

1

4(2B −R−G) , a, b ∈ 〈−128, 127〉.

Histogram of oponent colors

0

5

10

15

20

0

5

10

15

20

0

0.05

0.1

0.15

0.2

a channel of opponent colorsb channel of opponent colors

Bhattacharya distance

bhatta(I,M) =∑

k,l

√Ik,l · Mk,l .

19/223D tracking — Results

video: 3D tracking including orientation

No post-processing, no smoothing applied.

20/222D tracking — object modeled by color histogram

video

21/22References

[1] Andrew Blake and Michael Isard. Active Contours : The Application of Techniques form Graphics, Vision,Control Theory and Statistics to Visual Tracking of Shapes in Motion. Springer, London, Great Britain,1998. On-line available at http://www.robots.ox.ac.uk/˜contours/.

[2] Arnaud Doucet, Nando De Freitas, and Neil Gordon. Sequential Monte Carlo Methods in Practice.Springer, 2001.

[3] R. Hartley and A. Zisserman. Multiple View Geometry in Computer Vision. Cambridge University Press,Cambridge, UK, 2000. On-line resources at:http://www.robots.ox.ac.uk/~vgg/hzbook/hzbook1.html.

[4] Michael Isard and Blake Andrew. Contour tracking by stochastic propagation of conditional density. InProceedings of European Conference on Computer Vision, pages 343–356, 1996. Demos, code, and moredetatailed info available at http://www.robots.ox.ac.uk/~misard/condensation.html.

[5] Petr Lhotský. Detection and tracking objects using sequential monte carlo method. MSc ThesisK333–24/07, CTU–CMP–2007–01, Department of Cybernetics, Faculty of Electrical Engineering CzechTechnical University, Prague, Czech Republic, January 2007.

[6] David J.C. MacKay. Information Theory, Inference, and Learning Algorithms. Cambridge University Press,UK, 2004. http://www.inference.phy.cam.ac.uk/mackay/itprnn/book.html.

[7] Karel Zimmermann, Tomáš Svoboda, and Jiří Matas. Multiview 3D tracking with an incrementallyconstructed 3D model. In Third International Symposium on 3D Data Processing, Visualization andTransmission, Chapel Hill, USA, June 2006. University of North Carolina.

22/22End