Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor...

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University of Ghent - May 2011 Overview of Message Passing Algorithms for Cooperative Localization in UWB wireless networks pag. 1 Samuel Van de Velde [email protected] Promotor: Heidi Steendam Co-promotor Marc Moeneclaey, Henk Wymeersch Department of Telecommunications and Information Processing TELIN/UGent

Transcript of Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor...

Page 1: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

University of Ghent - May 2011

Overview of Message Passing Algorithms for Cooperative Localization in UWB wireless

networks

pag. 1

Samuel Van de [email protected]

Promotor: Heidi Steendam Co-promotor Marc Moeneclaey, Henk Wymeersch

Department of Telecommunications and Information Processing TELIN/UGent

Page 2: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

1. Motivation2. Factor Graphs3. Message Passing Algorithms

1. Belief Propagation (BP)2. Mean Field (MF)3. Expectation Propagation (EP)

4. Results5. Future work

Outline

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Page 3: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Motivation

pag. 3University of Ghent - May 2011

GPS may be:• unreliable (multipath, indoor)• unsufficient (3m accuracy)• too expensive (hardware + battery!)

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Universiteit Gent – September 2007

What do we need for Localization?• Reference nodes (anchors)• Range or angle measurements

Motivation

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Page 5: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

How to solve?• Optimization

find point estimates: given e.g. Least Squares, MDS, ..→ Centralized algorithms or they need good initial estimates

• Baysian Inferencefind posterior distribution:e.g. Message Passing→ Distributed, iterative

Problem formulation

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Page 6: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization – An example network

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AnchorMobile agent (true location)

Range measurements with 30cm standard deviationRadio range 20m

Page 7: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization - without cooperation

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AnchorMobile agent (true location)Mobile agent (Estimated location)

AnchorMobile agent (true location)Mobile agent (Estimated location)

Page 8: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization - with cooperation (MDS)

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AnchorMobile agent (true location)Mobile agent (Estimated location)

AnchorMobile agent (true location)Mobile agent (Estimated location)

Page 9: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

1. Motivation2. Factor Graphs3. Message Passing Algorithms

1. Belief Propagation (BP)2. Mean Field (MF)3. Expectation Propagation (EP)

4. Results5. Future work

Outline

pag. 9University of Ghent - May 2011

Page 10: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Factorize the posterior:

Create the Factor Graph1. Each variable becomes a round node2. Each factor becomes a square node3. Connect the factors with their variables

Message Passing – Factor Graphs

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Page 11: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Example Factor Graph3 reference nodes2 mobile nodes5 measurements

Message Passing – example Factor Graph

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Page 12: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Message Passing Algorithms:• Belief Propagation (BP = SPA), • Mean Field (MF = VMP), • Expectation Propagation (EP)• Many more..

All try to find:

Given the constraint:

By approximating the factors of the posterior:

Message Passing Algorithms

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Page 13: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

BP Gaussian MF EPlocally

minimizes inclusive exclusive inclusive

Constraint on message

No restrictionCircular symmetric

gaussianGaussian family

PRO •High accuracy •Simple messages•High accuracy•Simple messages

CON•Messages are full distributions•Complexity

•A lot of iterations•Low accuracy

•breaks down at UWB due to tight loops

convergence 4-5 iterations +/- 30 iterations 6-7 iterations

reference [SPAWN] [Claus] [SLEEP]

Message Passing Algorithms

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Page 14: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization – An example network

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AnchorMobile agent (true location)

Range measurements with 30cm standard deviationRadio range 20m

Page 15: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization – EP iteration 1

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AnchorMobile agent (true location)Mobile agent (Estimated location)

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Universiteit Gent – September 2007

Localization – EP iteration 2

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AnchorMobile agent (true location)Mobile agent (Estimated location)

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Universiteit Gent – September 2007

Localization – EP iteration 3

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AnchorMobile agent (true location)Mobile agent (Estimated location)

Page 18: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization – EP iteration 4

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AnchorMobile agent (true location)Mobile agent (Estimated location)

Page 19: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization – EP iteration 5

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AnchorMobile agent (true location)Mobile agent (Estimated location)

Page 20: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Localization – EP iteration 6

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AnchorMobile agent (true location)Mobile agent (Estimated location)

Page 21: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

1. Motivation2. Factor Graphs3. Message Passing Algorithms

1. Belief Propagation (BP)2. Mean Field (MF)3. Expectation Propagation (EP)

4. Results5. Future work

Outline

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Universiteit Gent – September 2007

Standard deviation of range measurements: 10cmRadio range: 20m

Results – CDF SPAWN

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Page 23: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Convergence after 30 iterationsis the standard deviation of the range measurements in meter

Results – CDF gaussian MF

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Accuracy 10x lower than SPAWN

Source: C. Pedersen, T Pederson, B. H. Fleury, “A Variational Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011.

Page 24: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Future work• Find the ultimate Message passing algorithm• Make EP work for UWB• Sensor fusion (IMU, GPS, ...)• Integrating floor plan information• Effect of link attenuation and network protocol• Practical experiments

Future work

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Thank you for your attention!Any questions?

Page 26: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

References

[SPAWN] H. Wymeersch, J. Lien, and M.Z. Win, “Cooperative Localization in Wireless Networks,” Proceedings of the IEEE, vol. 97, Feb. 2009, pp. 427-450.

[Claus] C. Pedersen, T Pederson, B. H. Fleury, “A Variational Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011.

[SLEEP] M. Welling and J.J. Lim, “A Distributed Message Passing Algorithm for Sensor Localization,” 2007, pp. 1-10.

References

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Page 27: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Belief Propagation

1. (V to F): multiply incoming messages

2. (F to V): multiply incoming messages with factor + marginalize

Message Passing - BP

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Page 28: Overview of Message Passing Algorithms for Cooperative ......Message passing Algorithm for Sensor Self-Localization in Wireless Networks”, ISIT 2011. [SLEEP] M. Welling and J.J.

Universiteit Gent – September 2007

Belief Propagation

Multiply all incoming messages for the marginal

This is true for all Message Passing Algorithms→ Allows for distributed localization !

Message Passing - BP

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