Section: Scientific Foundations

Data assimilation and Tracking of characteristic fluid features

Classical motion estimation techniques usually proceed on pairs of two successive images, and do not enforce temporal consistency. This often induces an estimation drift which is essentially due to the fact that motion estimation is formulated as a local process in time. No adequate physical dynamics law, or conservation law, related to the observed flow, is taken into account over long time intervals by the usual motion estimators. The estimation of an unknown state variable trajectory on the basis of specified dynamical laws and some incomplete and noisy measurements of the variable of interest can be either conducted through optimal control techniques or through stochastic filtering approach. These two frameworks have their own advantages and deficiencies. We rely indifferently on both approaches.

Stochastic filtering for fluid motion tracking We have proposed a recursive Bayesian filter for tracking velocity fields of fluid flows. The filter combines an Îto diffusion process associated to 2D vorticity-velocity formulation of Navier-Stokes equation and discrete image error reconstruction measurements. In contrast to usual filters, designed for visual tracking problem, our filter combines a continuous law for the description of the vorticity evolution with discrete image measurements. We resort to a Monte-Carlo approximation based on particle filtering. The designed tracker provides a robust and consistent estimation of instantaneous motion fields along the whole image sequence. In order to handle a state space of reasonable dimension for the stochastic filtering problem, the motion field is represented as a combination of adapted basis functions. The basis functions are derived from a mollification of Biot-Savart integral and a discretization of the vorticity and divergence maps of the fluid vector field. The output of such a tracking is a set of motion fields along the whole time range of the image sequence. As the time discretization is much finer than the frame rate, the method provides consistent motion interpolation between consecutive frames. In order to reduce further the dimensionality of the associated state space when we are facing a large number of motion basis functions, we have explored a new dimensional reduction approach based on dynamical systems theory. The study of the stable and unstable directions of the continuous dynamics enables to construct an adaptive dimension reduction procedure. It consists in sampling only in the unstable directions, while the stable ones are treated deterministically [6] .

When the likelihood of the measurement can be modeled as Gaussian law, we have also investigated the use of so-called ensemble Kalman filtering for fluid tracking problems. This kind of filters introduced for the analysis of geophysical fluids is based on the Kalman filter update equation. Nevertheless, unlike traditional Kalman filtering setting, the covariances of the estimation errors, required to compute the Kalman gain, rely on an ensemble of forecasts. Such a process gives rise to a Monte Carlo approximation for a family of stochastic non linear filters enabling to handle state spaces of large dimension. We have recently proposed an extension of this technique that combines sequential importance sampling and the propagation law of ensemble kalman filter. This technique leads to ensemble Kalman filter with an improve efficiency. This appears to be a generalization of the optimal importance sampling strategy we proposed in the context of partial conditional Gaussian trackers [1] .

Variational assimilation technique

We investigated the use of variational framework for the tracking from image sequence of features belonging to high dimensional spaces. This framework relies on optimal control principles as developed in environmental sciences to analyze geophysical flows [49] , [50] . Within the PhD of Nicolas Papadakis [10] , we have first devised a data assimilation technique for the tracking of closed curves and their associated motion fields. The proposed approach enables a continuous tracking along an image sequence of both a deformable curve and its associated velocity field. Such an approach has been formalized through the minimization of a global spatio-temporal continuous cost functional, with respect to a set of variables representing the curve and its related motion field. The resulting minimization sequence consists in a forward integration of an evolution law followed by a backward integration of an adjoint evolution model. The latter pde includes a term related to the discrepancy between the state variables evolution law and discrete noisy measurements of the system. The closed curves are represented through implicit surface modeling [51] , whereas the motion is described either by a vector field or through vorticity and divergence maps according to the type of targeted application. The efficiency of the approach has been demonstrated on two types of image sequences showing deformable objects and fluid motions.

More recently assimilation technique for the direct estimation of atmospheric wind field from pressure images have been proposed [4] . These techniques rely on a brightness variation model of the intensity function. They do not include anymore motion measurements provided by external motion estimators. The resulting estimator allows us to recover accurate fluid motion fields and enables tracking dense vorticity maps along an image sequence.