On Destination Prediction Based on Markov Bridging Distributions
Jiaming Liang, Bashar I. Ahmad, Runze Gan, Pat Langdon, Robert M. Hardy, Simon Godsill · IEEE Signal Processing Letters · 2019
This letter presents an alternative, more consistent, construction for bridging distributions, which enables inferring the destination of a tracked object from the available partial sensory observations. Two algorithms are then introduced to sequentially estimate the probability of all possible endpoints within a generic Bayesian framework. They capture the influence of intended destination on the object's motion via suitably adapted stochastic models. Whilst the bridging approach has low training requirements, the proposed formulation can lead to more efficient predictors, e.g. around 65% less computations for certain models. Synthetic and real data is used to illustrate the effectiveness of the introduced algorithms.