Position Estimation in Uncertain Radio Environments and Trajectory Learning

To infer the hidden states from the noisy observations and make predictions based on a set of input states and output observations are two challenging problems in many research areas. Examples of applications many include position estimation from various measurable radio signals in indoor environments, self-navigation for autonomous cars, modeling and predicting of the traffic flows, and flow pattern analysis for crowds of people. In this thesis, we mainly use the Bayesian inference framework for position estimation in an indoor environment, where the radio propagation is uncertain. In Bayesian inference framework, it is usually hard to get analytical solutions. In such cases, we resort to Monte Carlo methods to solve the problem numerically. In addition, we apply Bayesian nonparametric modeling for trajectory learning in sport analytics. The main contribution of this thesis is to propose sequential Monte Carlo methods, namely particle filtering and smoothing, for a novel indoor positioning framework based on proximity reports. The experiment results have been further compared with theoretical bounds derived for this proximity based positioning system. To improve the performance, Bayesian non-parametric modeling, namely Gaussian process, has been applied to better indicate the radio propagation conditions. Then, the position estimates obtained sequentially using filtering and smoothing are further compared with a static solution, which is known as fingerprinting. Moreover, we propose a trajectory learning framework for flow estimation in sport analytics based on Gaussian processes. To mitigate the computation deficiency of Gaussian process, a grid-based on-line algorithm has been adopted for real-time applications. The resulting trajectory modeling for individual athlete can be used for many purposes, such as performance prediction and analysis, health condition monitoring, etc. Furthermore, we aim at modeling the flow of groups of athletes, which could be potentially used for flow pattern recognition, strategy planning, etc