297 citations · 1.1k across the 32 of their papers we have counts for
35 papers
Temporal parallelisation of continuous-time maximum-a-posteriori trajectory estimation
Hassan Razavi, Ángel F. García-Fernández, Simo Särkkä
This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic different…
On The Performance of Prefix-Sum Parallel Kalman Filters and Smoothers on GPUs
Simo Särkkä, Ángel F. García-Fernández
This paper presents an experimental evaluation of parallel-in-time Kalman filters and smoothers using graphics processing units (GPUs). In particular, the paper evaluates different…
A family of graph GOSPA metrics for graphs with different sizes
Jinhao Gu, Ángel F. García-Fernández, Robert E. Firth +1
This paper proposes a family of graph metrics for measuring distances between graphs of different sizes. The proposed metric family defines a general form of the graph generalised…
Distributed Poisson multi-Bernoulli filtering via generalised covariance intersection
Ángel F. García-Fernández, Giorgio Battistelli
This paper presents the distributed Poisson multi-Bernoulli (PMB) filter based on the generalised covariance intersection (GCI) fusion rule for distributed multi-object filtering.…
Gaussian multi-target filtering with target dynamics driven by a stochastic differential equation
Ángel F. García-Fernández, Simo Särkkä
This paper proposes multi-target filtering algorithms in which target dynamics are given in continuous time and measurements are obtained at discrete time instants. In particular,…
Graph GOSPA metric: a metric to measure the discrepancy between graphs of different sizes
Jinhao Gu, Ángel F. García-Fernández, Robert E. Firth +1
This paper proposes a metric to measure the dissimilarity between graphs that may have a different number of nodes. The proposed metric extends the generalised optimal subpattern a…
Non-Myopic Sensor Control for Target Search and Track Using a Sample-Based GOSPA Implementation
Marcel Hernandez, Angel Garcia-Fernandez, Simon Maskell
This paper is concerned with sensor management for target search and track using the generalised optimal subpattern assignment (GOSPA) metric. Utilising the GOSPA metric to predict…
Trajectory Poisson multi-Bernoulli mixture filter for traffic monitoring using a drone
Ángel F. García-Fernández, Jimin Xiao
This paper proposes a multi-object tracking (MOT) algorithm for traffic monitoring using a drone equipped with optical and thermal cameras. Object detections on the images are obta…
Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control
Simo Särkkä, Ángel F. García-Fernández
This paper presents a mathematical formulation to perform temporal parallelisation of continuous-time optimal control problems, which can be solved via the Hamilton--Jacobi--Bellma…
Data-driven clustering and Bernoulli merging for the Poisson multi-Bernoulli mixture filter
Marco Fontana, Ángel F. García-Fernández, Simon Maskell
This paper proposes a clustering and merging approach for the Poisson multi-Bernoulli mixture (PMBM) filter to lower its computational complexity and make it suitable for multiple…
Posterior linearisation smoothing with robust iterations
Jakob Lindqvist, Simo Särkkä, Ángel F. García-Fernández +2
This paper considers the problem of iterative Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Iterative methods are known to i…
An analysis on metric-driven multi-target sensor management: GOSPA versus OSPA
Ángel F. García-Fernández, Marcel Hernandez, Simon Maskell
This paper presents an analysis on sensor management using a cost function based on a multi-target metric, in particular, the optimal subpattern-assignment (OSPA) metric, the unnor…
Tracking multiple spawning targets using Poisson multi-Bernoulli mixtures on sets of tree trajectories
Ángel F. García-Fernández, Lennart Svensson
This paper proposes a Poisson multi-Bernoulli mixture (PMBM) filter on the space of sets of tree trajectories for multiple target tracking with spawning targets. A tree trajectory…
A time-weighted metric for sets of trajectories to assess multi-object tracking algorithms
Ángel F. García-Fernández, Abu Sajana Rahmathullah, Lennart Svensson
This paper proposes a metric for sets of trajectories to evaluate multi-object tracking algorithms that includes time-weighted costs for localisation errors of properly detected ta…
Continuous-discrete multiple target tracking with out-of-sequence measurements
Ángel F. García-Fernández, Wei Yi
This paper derives the optimal Bayesian processing of an out-of-sequence (OOS) set of measurements in continuous-time for multiple target tracking. We consider a multi-target syste…
Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control
Simo Särkkä, Ángel F. García-Fernández
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be a…
Temporal Parallelization of Inference in Hidden Markov Models
Sakira Hassan, Simo Särkkä, Ángel F. García-Fernández
This paper presents algorithms for parallelization of inference in hidden Markov models (HMMs). In particular, we propose parallel backward-forward type of filtering and smoothing…
Spatiotemporal Constraints for Sets of Trajectories with Applications to PMBM Densities
Karl Granström, Lennart Svensson, Yuxuan Xia +2
In this paper we introduce spatiotemporal constraints for trajectories, i.e., restrictions that the trajectory must be in some part of the state space (spatial constraint) at some…
Gaussian implementation of the multi-Bernoulli mixture filter
Ángel F. García-Fernández, Yuxuan Xia, Karl Granström +2
This paper presents the Gaussian implementation of the multi-Bernoulli mixture (MBM) filter. The MBM filter provides the filtering (multi-target) density for the standard dynamic a…
Spooky effect in optimal OSPA estimation and how GOSPA solves it
Ángel F. García-Fernández, Lennart Svensson
In this paper, we show the spooky effect at a distance that arises in optimal estimation of multiple targets with the optimal sub-pattern assignment (OSPA) metric. This effect refe…
Temporal Parallelization of Bayesian Smoothers
Simo Särkkä, Ángel F. García-Fernández
This paper presents algorithms for temporal parallelization of Bayesian smoothers. We define the elements and the operators to pose these problems as the solutions to all-prefix-su…
Poisson multi-Bernoulli mixture trackers: continuity through random finite sets of trajectories
Karl Granström, Lennart Svensson, Yuxuan Xia +2
The Poisson multi-Bernoulli mixture (PMBM) is an unlabelled multi-target distribution for which the prediction and update are closed. It has a Poisson birth process, and new Bernou…
An Implementation of the Poisson Multi-Bernoulli Mixture Trajectory Filter via Dual Decomposition
Yuxuan Xia, Karl Granström, Lennart Svensson +1
This paper proposes an efficient implementation of the Poisson multi-Bernoulli mixture (PMBM) trajectory filter. The proposed implementation performs track-oriented N-scan pruning…
Trajectory PHD and CPHD filters
Ángel F. García-Fernández, Lennart Svensson
This paper presents the probability hypothesis density filter (PHD) and the cardinality PHD (CPHD) filter for sets of trajectories, which are referred to as the trajectory PHD (TPH…