The PHD Filter for Extended Target Tracking With Estimable Extent Shape Parameters of Varying Size
|
|
- Lisa Riley
- 5 years ago
- Views:
Transcription
1 The PHD Filter for Extended Target Tracing With Estimable Extent Shape Parameters of Varying Size Anthony Swain and Daniel Clar EECE EPS Heriot Watt University Edinburgh UK and Abstract In extended target tracing targets potentially produce more than one measurement per time step. In recent random finite set RFS approaches the set of measurements obtained from an extended target is modelled as a point process. In this paper we expand on the RFS approach to extended target tracing by considering a hierarchical point process representation of multiple extended target more specifically a Poisson cluster process. This allows us to impose a geometric shape in particular an ellipse on each extended target. The set of target states which are characterised by the inematic variables and the shape parameters represents the higher level parent process and the set of points on the boundary from which measurements are generated represents the lower level daughter process. We describe the PHD filter for multiple extended targets whose extents vary in size that estimates the shape parameters of the targets jointly with their positions and velocities. The main contribution of this paper is the practical implementation we propose based on a particle-system representation for the targets shape and a Gaussian mixture formulation for the inematic state per particle. The method is demonstrated on simulated data for multiple elliptical shaped extended targets. Keywords: random finite sets PHD filters cluster processes Gaussian mixture. I. ITRODUCTIO The random finite set RFS approach to multi-target tracing has proven to be a useful method that allows the problem of estimating multiple dynamic targets in the presence of false measurements and detection uncertainty to be cast in a Bayesian filtering framewor [1]. By treating the collection of individual targets as a set-valued state and the collection of observation measurements as a set-valued observation this theoretically optimal approach is an elegant generalisation of the single-target Bayes filter. However the propagation of the posterior probability distribution in the multi-target Bayes filter is often computationally unattainable due to the high dimensionality of the target RFS. To overcome this intractability the Probability Hypothesis Density PHD filter was introduced [1] which propagates the first-order moment otherwise nown as the intensity. The PHD filter is typically implemented using a particle representation applying sequential Monte Carlo SMC techniques [2] [3] or with a Gaussian mixture formulation [4] [6] and has applications in radar [7] computer vision [8] and acoustics [9] to name but a few. In most applications including the PHD filter it is assumed that each target produces at most one measurement per timestep. In extended target tracing targets potentially produce more than one measurement per time-step. Multiple measurements per target per time-step gives rise to the possibility of estimating the target s shape and size in addition to its position and velocity. An extension of the PHD filter to handle extended targets was presented in [1] recently implemented using a Gaussian mixture formulation [11] which involved representing the measurements generated from targets as a spatial point process [12] specifically a Poisson point process. That is at each time-step a Poisson distributed number of measurements are generated spatially distributed around the target. Such a measurement model implies the target generated measurements resemble a cluster of points rather than a geometrically structured arrangement. A number of methods based on the RFS approach have been proposed for estimating the size and shape of a target [13] [14]. In [13] a direct application of the Gaussian mixture PHD filter for extended targets [11] is presented in which a method is proposed for calculating a lielihood function that relates a set of measurements potentially to a target whose structure resembles that of a rectangle or an ellipse. In [14] a partitioned state representation of an extended target is considered which consists of linear position & velocity and non-linear heading & target shape parameters components. The PHD filter is applied for jointly estimating this target state and a set of measurement generating points defined on the boundary of each target s geometrically structured shape rectangle and implemented using a Rao-Blacwellized particle filter as demonstrated for the Simulation Localisation and Mapping SLAM problem in [15]. Other proposed approaches for extended target size and shape estimation include a Random Hypersurface Model method [16] that assumes varying measurement sources which lie on scaled versions of shape boundaries and a novel SMC approach [17] that considers target generated measurements bounded by a circular region which is estimated jointly with the target s inematic state. In this paper we consider an alternative approach whereby multiple extended targets are modelled as a hierarchical point process as proposed in [18]. Hierarchical point processes nown as cluster point processes have been previously exploited in the group target tracing problem [19] [2] the SLAM problem [21] and more recently in sensor registration 1111
2 [22]. In this paper we specifically consider a Poisson cluster point process representation of multiple extended targets which allows us to impose a geometric shaped extent on each target where the centres of each target s extent represent the higher level parent process on which a dynamic model can be specified and the set of points on the boundary of each target s extent represents the lower level daughter process from which the measurements are generated. In the PHD filter for this approach to extended target tracing the inematic states and the shape parametric variables are estimated jointly via the first-order moment. The remainder of the paper is organised as follows: Sections II and III present the proposed methodology and implementation. The PHD recursion in Section II can easily be derived using a general chain rule and Gateaux differentials [23] [25]. Section IV details a multiple extended target tracing example whose extents are elliptical in shape and vary in size over time. The estimation results from the PHD filter implementation for this example using simulated data are then discussed followed by concluding remars in Section V. II. EXTEDED TARGET TRACKIG USIG CLUSTER PROCESSES In this wor we model multiple extended targets whose extents have a geometrically shaped structure and vary in size as a doubly-stochastic point process. In particular we suppose the multiple extended targets have a Poisson cluster process representation defined by X {X 1 Ξ 1...X n Ξ n } where for i 1...nthe state X i [ ] T x i s i consists of the random vector x i defining the inematic state and the random vector s i defining the shape parameter variables for target i. TheRFS Ξ i { 1... ni } represents the points on the boundary of the extent for target i. Theparent process is represented by the RFS of target states X i with which there corresponds a daughter process represented by the RFS Ξ i conditioned on X i fori 1...n. In addition we consider a measurement model defined by the RFS Z that taes into account detection uncertainty and false measurements clutter and is formed by the union of target generated measurements Θ X and clutter K i.e. Z K Θ X. 1 In recent RFS approaches [1] [11] [13] [14] the set of false measurements K is modelled as a Poisson point process the probability density for which is p K exp λz dz λz 2 z K where λz is the intensity of the clutter process. An integral part of extended target tracing with the PHD filter is the partitioning of the measurement set. A partition π is defined as a division of the RFS Z into subsets denoted as φ such that φ π φ Z. We denote the set of all possible partitions of Z as Π Z. To assist the partitioning operation instead of the false measurement model given by the probability density in 2 we model K as a Poisson cluster point process the probability density for which is p K exp λ 1 u φκ du φκ λ 1 u φκ φ κ exp λ 2 z u φκ dz λ 2 z u φκ κ 3 where λ 1 u φκ is the intensity of the parent process whose state u φκ is the centroid of the measurements in subset φ κ and λ 2 z u φκ is the intensity of the daughter process. With the clutter process modelled in this way the assumption is that the measurements appear in clusters. Let p X Z 1: be the posterior probability distribution of the Poisson cluster process representation of the multiextended target state X given a time sequence of measurement sets denoted by Z 1: Z 1...Z. The Bayesian filter recursion for estimating the posterior p X Z 1: involves computing set integrals [26] due to the RFS of target states X i representing the parent process as well as the RFS definition of Ξ i for i 1...n. The set integrals in this recursion involve multiple infinite sums over all possible posterior distributions at different cardinalities in the parent and daughter processes which maes implementing the Bayes filter computationally intractable for variable numbers of targets X and corresponding boundary points. Instead we propagate the first-order moment approximation of the posterior p X Z 1: an approach proposed for multi-target tracing under the name of the Probability Hypothesis Density PHD filter in [1]. The PHD filter for multiple extended targets modelled as a Poisson cluster process with geometric shaped target extents jointly propagates the inematic state and shape parametric via the first-order moment or intensity. Throughout the PHD filter recursion the propagation of the inematic state will depend on the shape parametric since the RFS Ξ of boundary points from which measurements are generated updating the inematic state are partly determined by the shape parameters. Therefore the joint prior PHD can be factorized as follows M 1 s x M 1 s M 1 x s 4 where M 1 s M 1 s 1 is the intensity of the shape parametric and M 1 x s M 1 x 1 s 1 is the intensity of the inematic state. ow suppose that the targets positions and shapes evolve independently of one another so that dynamics can be factorized as f 1 X X f 1 s s f 1 x x where f 1 s s is the Marov transition density for the shape parametric and f 1 x x is the Marov transition density for the inematic state. This is representative of a scenario in which the targets shape parametrics do not include the orientations of the shapes which are instead determined by the targets velocities that are incorporated into the inematic state. The PHD prediction equation is then M 1 s x M 1 s M 1 x s
3 where the predicted intensity of the shape parametric is M 1 s M 1 s f 1 s s ds 6 where the predicted intensity of the inematic state is M 1 x s γ x s+ p S x f 1 x x M 1 x sdx 7 and γ x s is the intensity for birth targets. The probability of survival p S x is also assumed to be shape independent. Given a new set of measurements Z and under the assumption that the daughter process can be approximated with a Poisson point process the PHD update equation is M s x L Z s x M 1 s M 1 x s LZ s x M 1 s M 1 x sds dx where the joint pseudo-lielihood is L Z s x e μ[1 sx] + ω π π Π Z φ π with partition weight given as Λφ+M 1 [Υ φ ] ω π φ π π Π Z φ π 8 Υ φ s x Λφ+M 1 [Υ φ ] 9 Λφ +M 1 [Υ φ ] 1 given the following denotations μ[1 s x] μ s x d M 1 [Υ φ ] Υ φ s x M 1 x s dx 11 Υ φ s x exp μ s x d μ s x l z x d for daughter process intensity μ s x and singlemeasurement lielihood l z x. The clutter term is given by Λφ λ 1 u φ e λ2[1 uφ] λ 2 z u φ 12 for false measurements modelled as a Poisson cluster process whose probability density is defined by 3. The lielihood L Z s x updates both the shape parametric s and inematic state x and involves the summation over all possible partitions Π Z of the measurement set. The number of partitions Π Z for a measurement set of size Z n equates to the nth Bell number B n for n respectively. Consequently the operation of summing over all possible partitions in 9 is very computationally demanding. If a single partition denoted as π is nown the joint pseudo-lielihood reduces to L Z s x e μ[1 sx] + φ π Υ φ s x Λφ+M 1 [Υ φ ]. 13 The study into appropriate partitioning methods is beyond the scope of this paper. However we assume for the remainder of the paper that such a partition π exists for each measurement set. Finally the presence of the lone exponential term in 13 can be accounted for by the Poisson point process approximation of the daughter process and the possible occurrence of an empty measurement set attributing to missed detected targets. Hence this term can be regarded as the probability of missed detection which for a daughter process with Poisson rate greater than 3 is less than.5 and can be interpreted in the following way that the more boundary points on a target s extent the more measurements are liely to be generated resulting in a low probability of missed detection. III. IMPLEMETATIO We implement the PHD filter for the multiple extended target model described in Section II using a Dirac mixture model for the intensity of the target shape. Each component of this mixture model has associated with it a Gaussian mixture formulation for the intensity of the inematic state conditioned on that particular shape component. At each iteration of the filter we start with the following prior intensities M 1 s 1 i1 j1 π i 1 δs si 1 14 i J 1 M 1 x s i 1 ω j i 1 x si 1 ; mj i 1 Pj i The notation x ; m P is used to denote a Gaussian distribution with mean vector m and covariance matrix P and δs denotes the Dirac delta distribution centred at s. The mixture in 14 defines a particle representation of M 1 s which can be expressed as the set of weighted particles {π i 1 si 1 } 1 i1. A. Gaussian mixture formulation Following the derivation of the Gaussian mixture PHD filter for single measurement targets in [4] and the single-group PHD filter in [2] a Gaussian mixture formulation can be attained for the predicted intensity of the inematic state in 7 and the updated intensity of the inematic state defined by M x s i L Z s i x M 1x s i 16 where L Z s i x is the joint pseudo-lielihood given in 9 for each particle s i. 1113
4 For the predicted intensity M i Gaussian dynamic model given by 1 x we assume a linear f 1 x x x ; Fx Q 17 where F is the state transition matrix and Q is the process noise covariance matrix. In addition suppose the probability of survival is state independent i.e. p S x p S and the intensity for the birth targets is a Gaussian mixture of the form γ x s i i γ J j1 ω j i γ x si ; mj i γ Pj i γ 18 where J i γ ωj γ mj i γ and P j i γ for j 1...J i γ are given model parameters that determine the shape of the birth intensity for a particular particle i. The prediction for the inematic state is then the same as that for the standard Gaussian mixture PHD filter M 1 x s i i J 1 j1 ω j i 1 x si ; mj i 1 Pj i 1 where for birth targets we have ω j i 1 ωj i γ mj i m j i γ Pj i γ for persistent targets 1 Pj i ω j i 1 p S ω j i 1 m j i 1 Fmj i 1 Pj i 1 FPj i 1 FT + Q and J i i i 1 J γ + J 1. For the updated intensity M x s i given in 16 we assume a separable linear Gaussian single-measurement lielihood given by l z x z ; H R 1 z ; Ĥx R 2 21 where z ; H R 1 is the lielihood that the measurement z is related to the point on the boundary of the target s shape with projection matrix H and observation noise covariance matrix R 1 and z ; Ĥx R 2 is the lielihood that the measurement z relates to the state vector x with projection matrix Ĥ and observation noise covariance matrix R 2. In addition suppose the intensity of the daughter process is a mixture of conditional Gaussian functions of the form μ s i j i J x l1 υ l si ; ml ij 1 Pl ij 1 22 where the mean and covariance are given by 1 m l ij 1 ml ij + P l ij 12 P j i 1 x m j i 1 1 T P l ij 1 Pl ij 11 P l ij 12 P j i 1 P l ij The Gaussian components in 22 are conditional Gaussian [ realisations from joint Gaussians with mean m l ij matrix m j i 1] T and covariance given by the bloc for j 1...J i 1 P j i 1 m l ji Pl ij 11 P l ij 12 P l ij 12 T P j i 1 24 and l 1...Jj i where m j i are the predicted means and covariances from 19 1 P l ji 11 are the means and covariances from the corresponding marginal Gaussian for the daughter process and P l ji 12 are the covariances that describe the relationship between parent and daughter. As a consequence of the Gaussian mixture formulation for the daughter intensity in the joint pseudo-lielihood given in μ[1 si 13 we have e x] e α denoting the expected j i J number of boundary points as α l1 υl and in Υ φ s x we have μ[l z s i x] z ; Ĥx R 2 J j i υ l z si ; Hml ij 1 R l ij 25 l1 where for brevity we denote R l ij HP ȷ ı ij 1 HT + R 1. This product of Gaussian mixtures can be expanded for ȷ ı 1...J j i and ı 1... φ to give the following sum of Gaussian products ȷ 1... ȷ φ φ ı1 υ ȷ ı z ı ; Ĥx R 2 z ı s i ; Hm ȷ ı ij 1 R ȷ ı ij. 26 ow for further brevity we denote ȷ 1... ȷ φ then the measurement update for the inematic state is M x s i φ π J i 1 j1 e α M 1 x s i + 27 ω ȷ1: φ j i φ x s i where for 1 ı φ the means m ȷ1: ıj i in the Gaussian components are P ȷ1: ıj i m ȷ1: ıj i P ȷ1: ıj i ; mj i P j i and covariances m ȷ1: ıj i + K ȷ1: ıj i z ı Ĥ m ȷ1: ıj i I K ȷ1: ıj i Ĥ P ȷ 1: ıj i
5 P ȷ1: ıj i and K ȷ1: ıj i the Gaussian components are ω j i φ where Ĥ T Λφ+ J i 1 φ L j i s i υ ȷ ı ı1 S ȷ ı ij 2 1. The weights of ω j i 1 e α L j i s i ω j i j1 1 e α L j i s i q ı ȷ1: ıj i 1 z ı s i 29 q ı ȷ1: ıj i 2 z ı s i in which we have q ı ȷ1: ıj i 1 z ı s i z ı s i ; b ȷ1: ı ij 1 S ȷ1: ı ij 1 q ı ȷ1: ıj i 2 z ı s i z ı s i ; Ĥ m ȷ1: ıj i 1 and denoting A ȷ ı ij HP ȷ ı ij 12 P 1 j i b ȷ1: ı ij 1 Hm ȷ ı ij S ȷ1: ı ij 1 A ȷ ı ij Σ ȷ1: ıj i + A ȷ ı ij η ȷ1: ı ij S ȷ1: ı ij ȷ1: ıj i 2 Ĥ P Ĥ T + R 2. Furthermore for 1 ı φ m ȷ1: ıj i η ȷ1: ı ij + I where P ȷ1: ıj i K ȷ1: ıj i η ȷ1: ı ij Σ ȷ1: ıj i 3 S ȷ1: ı ij 2 31 m j 1 A ȷ ı ij T + R ȷ ı ij K ȷ1: ıj i z ı b ȷ1: ı ij 1 ȷ1: ıj i K A ȷ ı ij Σ ȷ1: ıj i Σ ȷ1: ıj i A ȷ ı ij T 1 S ȷ1: ı ij 1 and { m j 1 for ı 1 m ȷ1: ı 1j i for 1 < ı φ { j P 1 for ı 1 P ȷ1: ı 1j i for 1 < ı φ. 34 The resulting mixture in 27 has J i i 1 + π J 1 φ J j i components and left uncheced the size of the parent process mixture would grow at an approximately exponential rate with every time step. Many of these come from low-lielihood measurement associations and contribute little to the updated intensity in 27. There are a couple of Gaussian mixture reduction procedures we employ to then eliminate and merge such low-weight components. The first is a measurement gating procedure as described in [27] which we apply to determine how many boundary points are related to measurements z φ for each φ π hence reducing the number of components in the mixture within the product given in 25. The other procedure is the pruning and merging one presented in [4]. Applying both procedures help maintain a more manageable approximation of the inematic state intensity. B. Particle representation To implement the Gaussian mixture formulation in Section III-A we sample 1 particles from the Marov transition density for the particle representation of M s i.e. for i sample s i π 1 s s i 1. The weights of the Dirac mixture can be updated then as follows π i 1 i1 L Z s i πi L Z s i 1 35 where L Z s i can be determined from the updated intensity for the process L Z s i e α J i 1 j1 ω j i 1 + φ π J i 1 j1 ω ȷ1: φ j i φ 36 such that ω j i φ is as defined in 29. A resampling procedure is then applied which maes copies of particles { π i si } 1 i1 and eliminates low-weighted particles to give {π i si } i1. IV. SIMULATED EXAMPLE The methodology and implementation detailed in Sections II & III apply to extended targets with any structural shape in general. In this section we present a multiple extended target tracing example in which the extents are specifically elliptical in shape that the proposed implementation has been tested on using simulated data. The generated target trajectories are shown in Fig. 1 along with the elliptical shapes parameterized by the major and minor axes which gradually reduce in size over 1 iterations for each target. The target trajectories are also shown plotted against time along with the simulated measurements in Fig. 2. In the following subsection we first provide precise details of the simulation set-up before presenting the simulation results in Section IV-B. A. Set-up The target state X consists of the inematic state variable x [ x 1 x 2 x 3 x 4 ] T 37 where [ ] T x 1 x 3 is the position vector centre of the ellipse and [ ] T x 2 x 4 is the velocity vector at time-step and shape parametric variable s [ s 1 s 2 s 3 s 4 ] T 38 where s 1 is the magnitude of the major axis and s 3 is the magnitude of the minor axis of the ellipse while s 2 & s 4 are the rates of change in the major and minor axes magnitudes respectively. Targets follow the linear Gaussian dynamic model 17 with [ ] F F 2 Q σ 2 F x 2 Γ Γ T
6 y coordinate in m 3 2 y coordinate in m 3 2 y coordinate in m x coordinate in m x coordinate in m x coordinate in m a Trajectory 1 b Trajectory 2 c Trajectory 3 Figure 1: The multiple target trajectories line and size varying elliptical extents. Starting positions are indicated by the blue filled diamonds at times a 1b 26c 51and terminal positions are indicated by the blue filled squares at times a 1 b 125 c x in m y in m Figure 2: Measurements green and target trajectories line. such that F [ ] 1 τ Γ 1 [ / ] τ 2 T 2 τ τ 2/ 4 2 τ where 2 denotes the 2 2 zero matrix τ 1sisthesampling period and σ x 2 m/s 2 is the standard deviation of the process noise. The probability of survival is p S.9. The point measurements z [ ] T z 1 z 2 Z relate to points on the ellipse according to the lielihood z ; H R 1 in 21 with H I 2 and R 1 σ1i 2 2 where σ 1 5m. They relate to the target state x according to the lielihood z ; Hx R 2 in 21 with [ ] 1 Ĥ 41 1 and R 2 σ 2 2I 2 where σ 2 5m. The average number of observed points on the ellipse is α 5. The clutter term in the PHD update is given by 12 with λ 1 u φ κ 1 Uu φ and λ 2 z u φ κ 2 z ; u φ R κ where Uu φ is the uniform density over the observation region κ 1 2is the average number of false measurement clusters over the region κ 2 1 is the average number of measurements per cluster and R κ 5 I 2. The filter is initialised with the birth intensity γ x s i at time-step 1. Birth targets are measurement driven a technique applied for the PHD filter in [28]. That is in 18 for measurements in each cluster subset φ π and j 1...J i i γ where J γ π wehave m j i γ [ 1 φ z 1 1 φ T z 2 ] 42 with covariance P j i γ σ2i 2 4 and weight ω j i γ.1 for each particle i. The sampling distribution for the particle representation of a target s shape is a linear truncated Gaussian. That is 1116
7 x m 2 x m 2 x m y m 2 y m 2 y m Figure 3: Position estimates blue circles uncertainty grey shaded area and target trajectories line Major axis m Major axis m Major axis m Minor axis m Minor axis m Minor axis m Figure 4: Shape estimates blue circles uncertainty grey shaded area and true shape variation line. for persistent targets we sample s i f 1 s s i 1 s ; Fs i 1 Q such that s i lies within the interval a b where a [ ] T [ b ] T 43 F is as defined in 39 and Q Γ Σ s Γ T Σ s diag[σ 2 s1σ 2 s2σ 2 s3σ 2 s4] 44 for σ s1 2m σ s2.2m σ s3 1m σ s4.1m and Γ as defined in 4. For new targets we sample c i [ ] T c i 1 c i 2 c ; bnew Σ new such that c i lies within the interval a new b new where a new [ ] T bnew [ ] T & Σnew diag[σs1σ 2 s3] 2 so that we have s i [ T c i 1 c i 2 ]. Finally the daughter process for each particle i and inematic state j has the conditional Gaussian mixture form given in 22 with J j i α υ l 1 m l ij P l ij Ĥmj i 1 + tl ij 1 12 βσ 1 P j i 1 Pl ij 11 R P j i for all l 1...J j i where t l ij 1 [ s i 1 cosθ lcosφ j i 1 + si 3 sinθ lsinφ j i 1 1 s i 1 cosθ lsinφ j i 1 si 3 sinθ lcosφ j i 46 given θ l 2πl/α φ j i 1 arctanmj i 14 /mj i 12 denoting m j i 1n as the nth element of mean vector m j i 1 and P j i 1 n m as the n m element of the covariance matrix P j i 1. Finally we set β.4 where β 1 relates to the correlation between parent and daughter. B. Results The estimation results shown in Fig. 3 & 4 are from a simulation run with 5 particles for each target. Tracs are maintained by labelling each corresponding particle set. The state and error estimates are obtained by applying a similar clustering technique as demonstrated in [28] whereby the weights and means within the sum φ π in 27 are re-indexed as ω n i φ and m n i φ for n 1... φ where φ J i j i 1 φ J. Then for each cluster subset φ we compute W φ 1 φ i1 n1 ωn i φ and if W φ T for some threshold T we calculate the position and shape ] 1117
8 estimates respectively as ˆm φ 1 i1 φ n1 ω n i φ mn i φ ŝ φ 1 i1 and the corresponding errors are calculated as ˆP φ ŝ err φ 1 i1 φ n1 +m n i φ 1 i1 φ n1 ω n i φ P n i φ φ n1 ω n i φ ˆm φ m n i φ ˆm φ T ω n i φ si ŝ φ s i ŝ φ T si From the early simulation trials it can be seen in Fig. 3 & 4 that the extracted estimates for both position and shape parameters are accurate even when the uncertainty is high. The exception being when the targets approach the perimeter of the observation region towards the end of their existence in which case the extents are only partly visible. V. COCLUSIO The paper presented a hierarchical point process approach to tracing an extended target which gives rise to a structured set of measurements per time-step in the form of a geometric shape. The implementation of the corresponding PHD filter for the compound state consisting of the target s shape parametric and inematic state was based on a particle representation and a Gaussian mixture formulation respectively. The novelty of the approach is that it s non-shape specific and is applicable for structured sets of target generated measurements which tae the form of any geometric shape that can be parameterised in a two-dimensional observation space. Demonstrated on a multiple extended target example where the extents are elliptical in shape and variable in size early simulation results are promising. VI. ACKOWLEDGEMETS Anthony Swain is funded by an EPSRC Industrial CASE Award PhD Studentship with SELEX Galileo Ltd. Daniel Clar is a Royal Academy of Engineering/EPSRC Research Fellow. The authors would lie to than eil Cade SELEX Galileo Ltd for his advice in contribution to this paper. REFERECES [1] R. P. S. Mahler Multitarget Bayes filtering via first-order multitarget moments IEEE Trans. AES vol. 39 no. 4 pp [2] B.. Vo S. Singh and A. Doucet Sequential monte carlo methods for multitarget filtering with random finite sets IEEE Trans. AES vol. 41 no. 4 pp [3] D. E. Clar B. T. Vo and B.. Vo Gaussian particle implementations of probability hypothesis density filters in Aerospace Conference IEEE 27 pp [4] B.. Vo and W. K. Ma The Gaussian mixture probability hypothesis density filter IEEE Trans. Signal Processing vol. 54 no. 11 pp [5] D. E. Clar B.. Vo and S. Godsill Gaussian mixture implementations of probability hypothesis density filters for non-linear dynamical models in Target Tracing and Data Fusion: Algorithms and Applications IET Seminar on 28 pp [6] J. Houssineau and D. Laneuville PHD filter with diffuse partial prior on the birth process with applications to GM-PHD filter in 13th International Conference on Information Fusion Edinburgh UK July 21. [7] D. E. CLar B. Ristic B.. Vo and B. T. Vo Bayesian multi-object filtering with amplitude feature lielihood for unnown object SR IEEE Trans. on Signal Processing vol. 58 no. 1 pp [8] C. D. Haworth Y. Saint-Pern D. E. Clar E.Trucco and Y. Petillot Detection and tracing of multiple metallic objects in millimetre-wave images International Journal of Computer Vision vol. 71 no. 2 pp [9] D. E. Clar A. T. Cemgil P. Peeling and S. Godsill Multi-object tracing in sinusoidal components in audio with the Gaussian mixture probability hypothesis density filter in Applications of Signal Processing to Audio and Acoustics IEEE Worshop 27 pp [1] R. P. S. Mahler PHD filters for nonstandard targets I: Extended targets in 12th International Conference on Information Fusion Seattle WA USA July pp [11] K. Granström C. Lundquist and U. Orguner A Gaussian mixture PHD filter for extended target tracing in 13th International Conference on Information Fusion Edinburgh UK July 21. [12] D. Daley and D. Vere-Jones An introduction to the theory of point processes. Springer [13] K. Granström C. Lundquist and U. Orunger Tracing rectangular and elliptical extended targets using laser measurements in 14th International Conference on Information Fusion Chicago Illinois USA July pp [14] Estimating the shape of targets with a PHD filter in 14th International Conference on Information Fusion Chicago Illinois USA July pp [15] J. Mullane B.. Vo M. Adams and B. T. Vo A random finite set approach to Bayesian SLAM IEEE Trans. Robotics vol. PP no. 99 pp [16] M. Baum and U. D. Hanebec Shape tracing of extended objects and group targets with star-convex RHMs in 14th International Conference on Information Fusion Chicago Illinois USA July pp [17]. Petrov L. Mihayova A. Gning and D. Angelova A novel sequential Monte Carlo approach for extended object tracing based on border parameterisation in 14th International Conference on Information Fusion Chicago Illinois USA July pp [18] A. Swain and D. E. Clar Extended object filtering using spatial independent cluster processes in 13th International Conference on Information Fusion Edinburgh UK July 21. [19] First-moment filters for spatial independent cluster processes in Signal Processing sensor fusion and target recognition XIX SPIE Defense Security and Sensing I. Kadar Ed. vol Orlando FL USA 21. [2] The single-group PHD filter: an analytic solution in 14th International Conference on Information Fusion Chicago Illinois USA 211 pp [21] C. S. Lee D. E. Clar and J. Salvi SLAM with single cluster PHD filters submitted to ICRA 212. [22] B. Ristic and D. E. Clar Particle filter for joint estimation of multiobject dynamic state and multi-sensor bias in IEEE International Conference on Acoustics Speech and Signal Processing March [23] D. E. Clar Bayesian filtering for multi-object systems with independently generated observations Arxiv preprint arxiv: [24] Faa di Bruno s formula for Gateaux differentials Arxiv preprint arxiv: [25] D. E. Clar and R. P. S. Mahler Generalized PHD filters via a general chain rule submitted to Fusion 212. [26] R. P. S. Mahler Statistical multisource-multitarget information fusion. orwood MA: Artech House 27. [27] Y. Bar-Shalom and T. E. Fortmann Tracing and data association. San Diego: Academic Press [28] B. Ristic D. E. Clar and B.. Vo Improved SMC implementation of the PHD filter in 13th International Conference on Information Fusion Edinburgh UK July
Single-cluster PHD filtering and smoothing for SLAM applications
Single-cluster PHD filtering and smoothing for SLAM applications Daniel E. Clar School of Engineering and Physical Sciences Heriot-Watt University Riccarton, Edinburgh EH14 4AS. UK Email: d.e.clar@hw.ac.u
More informationBAYESIAN MULTI-TARGET TRACKING WITH SUPERPOSITIONAL MEASUREMENTS USING LABELED RANDOM FINITE SETS. Francesco Papi and Du Yong Kim
3rd European Signal Processing Conference EUSIPCO BAYESIAN MULTI-TARGET TRACKING WITH SUPERPOSITIONAL MEASUREMENTS USING LABELED RANDOM FINITE SETS Francesco Papi and Du Yong Kim Department of Electrical
More informationIncorporating Track Uncertainty into the OSPA Metric
14th International Conference on Information Fusion Chicago, Illinois, USA, July 5-8, 211 Incorporating Trac Uncertainty into the OSPA Metric Sharad Nagappa School of EPS Heriot Watt University Edinburgh,
More informationEstimating the Shape of Targets with a PHD Filter
Estimating the Shape of Targets with a PHD Filter Christian Lundquist, Karl Granström, Umut Orguner Department of Electrical Engineering Linöping University 583 33 Linöping, Sweden Email: {lundquist, arl,
More informationA Gaussian Mixture PHD Filter for Nonlinear Jump Markov Models
A Gaussian Mixture PHD Filter for Nonlinear Jump Marov Models Ba-Ngu Vo Ahmed Pasha Hoang Duong Tuan Department of Electrical and Electronic Engineering The University of Melbourne Parville VIC 35 Australia
More informationGaussian Mixture PHD and CPHD Filtering with Partially Uniform Target Birth
PREPRINT: 15th INTERNATIONAL CONFERENCE ON INFORMATION FUSION, ULY 1 Gaussian Mixture PHD and CPHD Filtering with Partially Target Birth Michael Beard, Ba-Tuong Vo, Ba-Ngu Vo, Sanjeev Arulampalam Maritime
More informationCardinality Balanced Multi-Target Multi-Bernoulli Filtering Using Adaptive Birth Distributions
Cardinality Balanced Multi-Target Multi-Bernoulli Filtering Using Adaptive Birth Distributions Stephan Reuter, Daniel Meissner, Benjamin Wiling, and Klaus Dietmayer Institute of Measurement, Control, and
More informationCPHD filtering in unknown clutter rate and detection profile
CPHD filtering in unnown clutter rate and detection profile Ronald. P. S. Mahler, Ba Tuong Vo, Ba Ngu Vo Abstract In Bayesian multi-target filtering we have to contend with two notable sources of uncertainty,
More informationExtended Target Tracking Using a Gaussian- Mixture PHD Filter
Extended Target Tracing Using a Gaussian- Mixture PHD Filter Karl Granström, Christian Lundquist and Umut Orguner Linöping University Post Print N.B.: When citing this wor, cite the original article. IEEE.
More informationFast Sequential Monte Carlo PHD Smoothing
14th International Conference on Information Fusion Chicago, Illinois, USA, July 5-8, 11 Fast Sequential Monte Carlo PHD Smoothing Sharad Nagappa and Daniel E. Clark School of EPS Heriot Watt University
More informationEstimation and Maintenance of Measurement Rates for Multiple Extended Target Tracking
Estimation and Maintenance of Measurement Rates for Multiple Extended Target Tracing Karl Granström Division of Automatic Control Department of Electrical Engineering Linöping University, SE-58 83, Linöping,
More informationThe Sequential Monte Carlo Multi-Bernoulli Filter for Extended Targets
18th International Conference on Information Fusion Washington, DC - July 6-9, 215 The Sequential onte Carlo ulti-bernoulli Filter for Extended Targets eiqin Liu,Tongyang Jiang, and Senlin Zhang State
More informationExtended Target Tracking with a Cardinalized Probability Hypothesis Density Filter
Extended Target Tracing with a Cardinalized Probability Hypothesis Density Filter Umut Orguner, Christian Lundquist and Karl Granström Department of Electrical Engineering Linöping University 58 83 Linöping
More informationMulti-Target Tracking in a Two-Tier Hierarchical Architecture
Multi-Target Tracing in a Two-Tier Hierarchical Architecture Jin Wei Department of Electrical Engineering University of Hawaii at Manoa Honolulu, HI 968, U.S.A. Email: weijin@hawaii.edu Xudong Wang Department
More informationA Sequential Monte Carlo Approach for Extended Object Tracking in the Presence of Clutter
A Sequential Monte Carlo Approach for Extended Object Tracing in the Presence of Clutter Niolay Petrov 1, Lyudmila Mihaylova 1, Amadou Gning 1 and Dona Angelova 2 1 Lancaster University, School of Computing
More informationChalmers Publication Library
Chalmers Publication Library Gamma Gaussian inverse-wishart Poisson multi-bernoulli filter for extended target tracing This document has been downloaded from Chalmers Publication Library CPL. It is the
More informationTrajectory probability hypothesis density filter
Trajectory probability hypothesis density filter Ángel F. García-Fernández, Lennart Svensson arxiv:605.07264v [stat.ap] 24 May 206 Abstract This paper presents the probability hypothesis density PHD filter
More informationRandom Finite Set Methods. for Multitarget Tracking
Random Finite Set Methods for Multitarget Tracing RANDOM FINITE SET METHODS FOR MULTITARGET TRACKING BY DARCY DUNNE a thesis submitted to the department of electrical & computer engineering and the school
More informationThe Cardinality Balanced Multi-Target Multi-Bernoulli Filter and its Implementations
PREPRINT: IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 57, NO. 2, PP. 49-423, 29 1 The Cardinality Balanced Multi-Target Multi-Bernoulli Filter and its Implementations Ba-Tuong Vo, Ba-Ngu Vo, and Antonio
More informationExtended Object and Group Tracking with Elliptic Random Hypersurface Models
Extended Object and Group Tracing with Elliptic Random Hypersurface Models Marcus Baum Benjamin Noac and Uwe D. Hanebec Intelligent Sensor-Actuator-Systems Laboratory ISAS Institute for Anthropomatics
More informationA Generalized Labeled Multi-Bernoulli Filter for Maneuvering Targets
A Generalized Labeled Multi-Bernoulli Filter for Maneuvering Targets arxiv:163.565v1 [stat.me] 15 Mar 16 Yuthia Punchihewa School of Electrical and Computer Engineering Curtin University of Technology
More informationRao-Blackwellised PHD SLAM
Rao-Blacwellised PHD SLAM John Mullane, Ba-Ngu Vo, Martin D. Adams Abstract This paper proposes a tractable solution to feature-based (FB SLAM in the presence of data association uncertainty and uncertainty
More informationTracking of Extended Objects and Group Targets using Random Matrices A New Approach
Tracing of Extended Objects and Group Targets using Random Matrices A New Approach Michael Feldmann FGAN Research Institute for Communication, Information Processing and Ergonomics FKIE D-53343 Wachtberg,
More informationSequential Monte Carlo methods for Multi-target Filtering with Random Finite Sets
IEEE TRANSACTIONS ON AEROSPACE AND EECTRONIC SSTEMS, VO., NO., JUNE 5 Sequential Monte Carlo methods for Multi-target Filtering with Random Finite Sets Ba-Ngu Vo, Sumeetpal Singh, and Arnaud Doucet Abstract
More informationGaussian Mixtures Proposal Density in Particle Filter for Track-Before-Detect
12th International Conference on Information Fusion Seattle, WA, USA, July 6-9, 29 Gaussian Mixtures Proposal Density in Particle Filter for Trac-Before-Detect Ondřej Straa, Miroslav Šimandl and Jindřich
More informationAnalytic Implementations of the Cardinalized Probability Hypothesis Density Filter
PREPRINT: IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 55, NO. 7 PART 2, PP. 3553 3567, 27 Analytic Implementations of the Cardinalized Probability Hypothesis Density Filter Ba-Tuong Vo, Ba-Ngu Vo, and
More informationProbability Hypothesis Density Filter for Multitarget Multisensor Tracking
Probability Hypothesis Density Filter for Multitarget Multisensor Tracing O. Erdinc, P. Willett, Y. Bar-Shalom ECE Department University of Connecticut ozgur, willett @engr.uconn.edu ybs@ee.uconn.edu Abstract
More informationRAO-BLACKWELLIZED PARTICLE FILTER FOR MARKOV MODULATED NONLINEARDYNAMIC SYSTEMS
RAO-BLACKWELLIZED PARTICLE FILTER FOR MARKOV MODULATED NONLINEARDYNAMIC SYSTEMS Saiat Saha and Gustaf Hendeby Linöping University Post Print N.B.: When citing this wor, cite the original article. 2014
More informationA Random Finite Set Conjugate Prior and Application to Multi-Target Tracking
A Random Finite Set Conjugate Prior and Application to Multi-Target Tracking Ba-Tuong Vo and Ba-Ngu Vo School of Electrical, Electronic and Computer Engineering The University of Western Australia, Crawley,
More informationThe Multiple Model Labeled Multi-Bernoulli Filter
18th International Conference on Information Fusion Washington, DC - July 6-9, 215 The Multiple Model Labeled Multi-ernoulli Filter Stephan Reuter, Alexander Scheel, Klaus Dietmayer Institute of Measurement,
More informationThe Kernel-SME Filter with False and Missing Measurements
The Kernel-SME Filter with False and Missing Measurements Marcus Baum, Shishan Yang Institute of Computer Science University of Göttingen, Germany Email: marcusbaum, shishanyang@csuni-goettingende Uwe
More informationCPHD filtering with unknown clutter rate and detection profile
CPHD filtering with unnown clutter rate and detection profile Ronald. P. S. Mahler, Ba Tuong Vo, Ba Ngu Vo Abstract In Bayesian multi-target filtering we have to contend with two notable sources of uncertainty,
More informationA second-order PHD filter with mean and variance in target number
1 A second-order PHD filter with mean and variance in target number Isabel Schlangen, Emmanuel Delande, Jérémie Houssineau and Daniel E. Clar arxiv:174.284v1 stat.me 7 Apr 217 Abstract The Probability
More informationImproved SMC implementation of the PHD filter
Improved SMC implementation of the PHD filter Branko Ristic ISR Division DSTO Melbourne Australia branko.ristic@dsto.defence.gov.au Daniel Clark EECE EPS Heriot-Watt University Edinburgh United Kingdom
More informationGMTI Tracking in the Presence of Doppler and Range Ambiguities
14th International Conference on Information Fusion Chicago, Illinois, USA, July 5-8, 2011 GMTI Tracing in the Presence of Doppler and Range Ambiguities Michael Mertens Dept. Sensor Data and Information
More informationMultiple target tracking based on sets of trajectories
Multiple target tracing based on sets of traectories Ángel F. García-Fernández, Lennart vensson, Mar R. Morelande arxiv:6.863v3 [cs.cv] Feb 9 Abstract We propose a solution of the multiple target tracing
More informationRao-Blackwellised PHD SLAM
Rao-Blacwellised PHD SLAM John Mullane, Ba-Ngu Vo, Martin D. Adams School of Electrical & Electronic Engineering, Nanyang Technological University, Singapore School of Electrical & Electronic Engineering,
More informationTechnical report: Gaussian approximation for. superpositional sensors
Technical report: Gaussian approximation for 1 superpositional sensors Nannuru Santosh and Mark Coates This report discusses approximations related to the random finite set based filters for superpositional
More informationRANDOM SET BASED ROAD MAPPING USING RADAR MEASUREMENTS
18th European Signal Processing Conference EUSIPCO-2010 Aalborg, Denmar, August 23-27, 2010 RANDOM SET BASED ROAD MAPPING USING RADAR MEASUREMENTS Christian Lundquist, Lars Danielsson, and Fredri Gustafsson
More informationA Tree Search Approach to Target Tracking in Clutter
12th International Conference on Information Fusion Seattle, WA, USA, July 6-9, 2009 A Tree Search Approach to Target Tracking in Clutter Jill K. Nelson and Hossein Roufarshbaf Department of Electrical
More informationHybrid multi-bernoulli CPHD filter for superpositional sensors
Hybrid multi-bernoulli CPHD filter for superpositional sensors Santosh Nannuru and Mark Coates McGill University, Montreal, Canada ABSTRACT We propose, for the superpositional sensor scenario, a hybrid
More informationAuxiliary Particle Methods
Auxiliary Particle Methods Perspectives & Applications Adam M. Johansen 1 adam.johansen@bristol.ac.uk Oxford University Man Institute 29th May 2008 1 Collaborators include: Arnaud Doucet, Nick Whiteley
More informationAdaptive Collaborative Gaussian Mixture Probability Hypothesis Density Filter for Multi-Target Tracking
sensors Article Adaptive Collaborative Gaussian Mixture Probability Hypothesis Density Filter for Multi-Target Tracing Feng Yang 1,2, Yongqi Wang 3, Hao Chen 1,2, Pengyan Zhang 1,2 and Yan Liang 1,2, *
More informationStatistical Multisource-Multitarget Information Fusion
Statistical Multisource-Multitarget Information Fusion Ronald P. S. Mahler ARTECH H O U S E BOSTON LONDON artechhouse.com Contents Preface Acknowledgments xxm xxv Chapter 1 Introduction to the Book 1 1.1
More informationAcceptance probability of IP-MCMC-PF: revisited
Acceptance probability of IP-MCMC-PF: revisited Fernando J. Iglesias García, Mélanie Bocquel, Pranab K. Mandal, and Hans Driessen. Sensors Development System Engineering, Thales Nederland B.V. Hengelo,
More informationParameterized Joint Densities with Gaussian Mixture Marginals and their Potential Use in Nonlinear Robust Estimation
Proceedings of the 2006 IEEE International Conference on Control Applications Munich, Germany, October 4-6, 2006 WeA0. Parameterized Joint Densities with Gaussian Mixture Marginals and their Potential
More informationThe Mixed Labeling Problem in Multi Target Particle Filtering
The Mixed Labeling Problem in Multi Target Particle Filtering Yvo Boers Thales Nederland B.V. Haasbergerstraat 49, 7554 PA Hengelo, The Netherlands yvo.boers@nl.thalesgroup.com Hans Driessen Thales Nederland
More informationA NEW FORMULATION OF IPDAF FOR TRACKING IN CLUTTER
A NEW FRMULATIN F IPDAF FR TRACKING IN CLUTTER Jean Dezert NERA, 29 Av. Division Leclerc 92320 Châtillon, France fax:+33146734167 dezert@onera.fr Ning Li, X. Rong Li University of New rleans New rleans,
More informationA Note on the Reward Function for PHD Filters with Sensor Control
MANUSCRIPT PREPARED FOR THE IEEE TRANS. AES 1 A Note on the Reward Function for PHD Filters with Sensor Control Branko Ristic, Ba-Ngu Vo, Daniel Clark Abstract The context is sensor control for multi-object
More informationTracking of Extended Object or Target Group Using Random Matrix Part I: New Model and Approach
Tracing of Extended Object or Target Group Using Random Matrix Part I: New Model and Approach Jian Lan Center for Information Engineering Science Research School of Electronics and Information Engineering
More informationNON-LINEAR NOISE ADAPTIVE KALMAN FILTERING VIA VARIATIONAL BAYES
2013 IEEE INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING NON-LINEAR NOISE ADAPTIVE KALMAN FILTERING VIA VARIATIONAL BAYES Simo Särä Aalto University, 02150 Espoo, Finland Jouni Hartiainen
More informationRANDOM FINITE SETS AND SEQUENTIAL MONTE CARLO METHODS IN MULTI-TARGET TRACKING. Ba-Ngu Vo, Sumeetpal Singh and Arnaud Doucet*
RANDOM FINITE SETS AND SEQUENTIAL MONTE CARLO METHODS IN MULTI-TARGET TRACKING Ba-Ngu Vo, Sumeetpal Singh and Arnaud Doucet* Department of Electrical and Electronic Engineering, The University of Melbourne,
More informationPoisson Multi-Bernoulli Mapping Using Gibbs Sampling
Poisson Multi-Bernoulli Mapping Using Gibbs Sampling Downloaded from: https://research.chalmers.se, 2019-01-18 11:39 UTC Citation for the original published paper (version of record): Fatemi, M., Granström,.,
More informationMultiple Extended Target Tracking with Labelled Random Finite Sets
Multiple Extended Target Tracking with Labelled Random Finite Sets Michael Beard, Stephan Reuter, Karl Granström, Ba-Tuong Vo, Ba-Ngu Vo, Alexander Scheel arxiv:57.739v stat.co] 7 Jul 5 Abstract Targets
More informationA Gaussian Mixture PHD Filter for Jump Markov System Models
A Gaussian Mixture PHD Filter for Jump Markov System Models Ahmed Pasha, Ba-Ngu Vo, Hoang Duong Tuan, Wing-Kin Ma Abstract The probability hypothesis density (PHD) filter is an attractive approach to tracking
More informationOn the Reduction of Gaussian inverse Wishart Mixtures
On the Reduction of Gaussian inverse Wishart Mixtures Karl Granström Division of Automatic Control Department of Electrical Engineering Linköping University, SE-58 8, Linköping, Sweden Email: karl@isy.liu.se
More informationThe Marginalized δ-glmb Filter
The Marginalized δ-glmb Filter Claudio Fantacci, Ba-Tuong Vo, Francesco Papi and Ba-Ngu Vo Abstract arxiv:5.96v [stat.co] 6 Apr 7 The multi-target Bayes filter proposed by Mahler is a principled solution
More informationMulti-Target Tracking Using A Randomized Hypothesis Generation Technique
Multi-Target Tracing Using A Randomized Hypothesis Generation Technique W. Faber and S. Charavorty Department of Aerospace Engineering Texas A&M University arxiv:1603.04096v1 [math.st] 13 Mar 2016 College
More informationRECURSIVE OUTLIER-ROBUST FILTERING AND SMOOTHING FOR NONLINEAR SYSTEMS USING THE MULTIVARIATE STUDENT-T DISTRIBUTION
1 IEEE INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING, SEPT. 3 6, 1, SANTANDER, SPAIN RECURSIVE OUTLIER-ROBUST FILTERING AND SMOOTHING FOR NONLINEAR SYSTEMS USING THE MULTIVARIATE STUDENT-T
More informationConditional Posterior Cramér-Rao Lower Bounds for Nonlinear Sequential Bayesian Estimation
1 Conditional Posterior Cramér-Rao Lower Bounds for Nonlinear Sequential Bayesian Estimation Long Zuo, Ruixin Niu, and Pramod K. Varshney Abstract Posterior Cramér-Rao lower bounds (PCRLBs) 1] for sequential
More informationSingle-cluster PHD filter methods for joint multi-object filtering and parameter estimation
Single-cluster filter methods for joint multi-object filtering and parameter estimation Isabel Schlangen, Daniel E. Clark, and Emmanuel Delande arxiv:175.5312v1 [math.st] 15 May 217 Abstract Many multi-object
More informationECE276A: Sensing & Estimation in Robotics Lecture 10: Gaussian Mixture and Particle Filtering
ECE276A: Sensing & Estimation in Robotics Lecture 10: Gaussian Mixture and Particle Filtering Lecturer: Nikolay Atanasov: natanasov@ucsd.edu Teaching Assistants: Siwei Guo: s9guo@eng.ucsd.edu Anwesan Pal:
More informationF denotes cumulative density. denotes probability density function; (.)
BAYESIAN ANALYSIS: FOREWORDS Notation. System means the real thing and a model is an assumed mathematical form for the system.. he probability model class M contains the set of the all admissible models
More informationA Multi Scan Clutter Density Estimator
A Multi Scan Clutter ensity Estimator Woo Chan Kim, aro Mušici, Tae Lyul Song and Jong Sue Bae epartment of Electronic Systems Engineering Hanyang University, Ansan Republic of Korea Email: wcquim@gmail.com,
More informationExtended Object and Group Tracking: A Comparison of Random Matrices and Random Hypersurface Models
Extended Object and Group Tracking: A Comparison of Random Matrices and Random Hypersurface Models Marcus Baum, Michael Feldmann, Dietrich Fränken, Uwe D. Hanebeck, and Wolfgang Koch Intelligent Sensor-Actuator-Systems
More informationSequential Monte Carlo Methods for Tracking and Inference with Applications to Intelligent Transportation Systems
Sequential Monte Carlo Methods for Tracking and Inference with Applications to Intelligent Transportation Systems Dr Lyudmila Mihaylova Department of Automatic Control and Systems Engineering University
More informationIdentical Maximum Likelihood State Estimation Based on Incremental Finite Mixture Model in PHD Filter
Identical Maxiu Lielihood State Estiation Based on Increental Finite Mixture Model in PHD Filter Gang Wu Eail: xjtuwugang@gail.co Jing Liu Eail: elelj20080730@ail.xjtu.edu.cn Chongzhao Han Eail: czhan@ail.xjtu.edu.cn
More informationTHe standard multitarget tracking problem can be decomposed
Relationship between Finite Set Statistics and the Multiple Hypothesis Tracer Edmund Bree, Member, IEEE, and Mandar Chitre, Senior Member, IEEE Abstract The multiple hypothesis tracer (MHT) and finite
More informationMultiple Model Cardinalized Probability Hypothesis Density Filter
Multiple Model Cardinalized Probability Hypothesis Density Filter Ramona Georgescu a and Peter Willett a a Elec. and Comp. Engineering Department, University of Connecticut, Storrs, CT 06269 {ramona, willett}@engr.uconn.edu
More informationRao-Blackwellized Particle Filter for Multiple Target Tracking
Rao-Blackwellized Particle Filter for Multiple Target Tracking Simo Särkkä, Aki Vehtari, Jouko Lampinen Helsinki University of Technology, Finland Abstract In this article we propose a new Rao-Blackwellized
More informationRecursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
PREPRINT 1 Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations Simo Särä, Member, IEEE and Aapo Nummenmaa Abstract This article considers the application of variational Bayesian
More informationThe Adaptive Labeled Multi-Bernoulli Filter
The Adaptive Labeled Multi-ernoulli Filter Andreas Danzer, tephan Reuter, Klaus Dietmayer Institute of Measurement, Control, and Microtechnology, Ulm University Ulm, Germany Email: andreas.danzer, stephan.reuter,
More informationFisher Information Matrix-based Nonlinear System Conversion for State Estimation
Fisher Information Matrix-based Nonlinear System Conversion for State Estimation Ming Lei Christophe Baehr and Pierre Del Moral Abstract In practical target tracing a number of improved measurement conversion
More informationMulti-Target Particle Filtering for the Probability Hypothesis Density
Appears in the 6 th International Conference on Information Fusion, pp 8 86, Cairns, Australia. Multi-Target Particle Filtering for the Probability Hypothesis Density Hedvig Sidenbladh Department of Data
More information10-701/15-781, Machine Learning: Homework 4
10-701/15-781, Machine Learning: Homewor 4 Aarti Singh Carnegie Mellon University ˆ The assignment is due at 10:30 am beginning of class on Mon, Nov 15, 2010. ˆ Separate you answers into five parts, one
More information9 Multi-Model State Estimation
Technion Israel Institute of Technology, Department of Electrical Engineering Estimation and Identification in Dynamical Systems (048825) Lecture Notes, Fall 2009, Prof. N. Shimkin 9 Multi-Model State
More informationCross entropy-based importance sampling using Gaussian densities revisited
Cross entropy-based importance sampling using Gaussian densities revisited Sebastian Geyer a,, Iason Papaioannou a, Daniel Straub a a Engineering Ris Analysis Group, Technische Universität München, Arcisstraße
More informationA Unifying Framework for Multi-Target Tracking and Existence
A Unifying Framework for Multi-Target Tracking and Existence Jaco Vermaak Simon Maskell, Mark Briers Cambridge University Engineering Department QinetiQ Ltd., Malvern Technology Centre Cambridge, U.K.
More informationConsensus Labeled Random Finite Set Filtering for Distributed Multi-Object Tracking
1 Consensus Labeled Random Finite Set Filtering for Distributed Multi-Object Tracing Claudio Fantacci, Ba-Ngu Vo, Ba-Tuong Vo, Giorgio Battistelli and Luigi Chisci arxiv:1501.01579v2 [cs.sy] 9 Jun 2016
More informationThis is a repository copy of Box-Particle Probability Hypothesis Density Filtering.
This is a repository copy of Box-Particle Probability Hypothesis Density Filtering. White Rose Research Online URL for this paper: http://eprints.whiterose.ac.uk/82259/ Version: Submitted Version Article:
More informationLecture 8: Bayesian Estimation of Parameters in State Space Models
in State Space Models March 30, 2016 Contents 1 Bayesian estimation of parameters in state space models 2 Computational methods for parameter estimation 3 Practical parameter estimation in state space
More informationarxiv: v1 [cs.sy] 8 May 2018
Tracing the Orientation and Axes Lengths of an Elliptical Extended Object Shishan Yang a, Marcus Baum a a Institute of Computer Science University of Göttingen, Germany arxiv:185.376v1 [cs.sy] 8 May 18
More informationJoint Detection and Estimation of Multiple Objects from Image Observations
PREPRINT: IEEE TRANSACTIONS SIGNAL PROCESSING, VOL. 8, NO., PP. 9 4, OCT Joint Detection and Estimation of Multiple Objects from Image Observations Ba-Ngu Vo, Ba-Tuong Vo, Nam-Trung Pham, and David Suter
More informationMobile Robot Localization
Mobile Robot Localization 1 The Problem of Robot Localization Given a map of the environment, how can a robot determine its pose (planar coordinates + orientation)? Two sources of uncertainty: - observations
More informationA Comparison of Particle Filters for Personal Positioning
VI Hotine-Marussi Symposium of Theoretical and Computational Geodesy May 9-June 6. A Comparison of Particle Filters for Personal Positioning D. Petrovich and R. Piché Institute of Mathematics Tampere University
More informationRobotics 2 Data Association. Giorgio Grisetti, Cyrill Stachniss, Kai Arras, Wolfram Burgard
Robotics 2 Data Association Giorgio Grisetti, Cyrill Stachniss, Kai Arras, Wolfram Burgard Data Association Data association is the process of associating uncertain measurements to known tracks. Problem
More informationTarget Tracking and Classification using Collaborative Sensor Networks
Target Tracking and Classification using Collaborative Sensor Networks Xiaodong Wang Department of Electrical Engineering Columbia University p.1/3 Talk Outline Background on distributed wireless sensor
More informationin a Rao-Blackwellised Unscented Kalman Filter
A Rao-Blacwellised Unscented Kalman Filter Mar Briers QinetiQ Ltd. Malvern Technology Centre Malvern, UK. m.briers@signal.qinetiq.com Simon R. Masell QinetiQ Ltd. Malvern Technology Centre Malvern, UK.
More informationTracking an Unknown Time-Varying Number of Speakers using TDOA Measurements: A Random Finite Set Approach
Tracing an Unnown Time-Varying Number of Speaers using TDOA Measurements: A Random Finite Set Approach Wing-Kin Ma, Ba-Ngu Vo, S. Singh, and A. Baddeley Abstract Speaer location estimation techniques based
More informationPreviously on TT, Target Tracking: Lecture 2 Single Target Tracking Issues. Lecture-2 Outline. Basic ideas on track life
REGLERTEKNIK Previously on TT, AUTOMATIC CONTROL Target Tracing: Lecture 2 Single Target Tracing Issues Emre Özan emre@isy.liu.se Division of Automatic Control Department of Electrical Engineering Linöping
More informationBox-Particle Probability Hypothesis Density Filtering
Box-Particle Probability Hypothesis Density Filtering a standard sequential Monte Carlo (SMC) version of the PHD filter. To measure the performance objectively three measures are used: inclusion, volume,
More informationTSRT14: Sensor Fusion Lecture 9
TSRT14: Sensor Fusion Lecture 9 Simultaneous localization and mapping (SLAM) Gustaf Hendeby gustaf.hendeby@liu.se TSRT14 Lecture 9 Gustaf Hendeby Spring 2018 1 / 28 Le 9: simultaneous localization and
More informationMultitarget Particle filter addressing Ambiguous Radar data in TBD
Multitarget Particle filter addressing Ambiguous Radar data in TBD Mélanie Bocquel, Hans Driessen Arun Bagchi Thales Nederland BV - SR TBU Radar Engineering, University of Twente - Department of Applied
More informationMulti-target Multi-Bernoulli Tracking and Joint. Multi-target Estimator
Multi-target Multi-Bernoulli Tracing and Joint Multi-target Estimator MULTI-TARGET MULTI-BERNOULLI TRACKING AND JOINT MULTI-TARGET ESTIMATOR BY ERKAN BASER, B.Sc., M.Sc. a thesis submitted to the department
More informationTracking spawning objects
Published in IET Radar, Sonar and Navigation Received on 10th February 2012 Revised on 10th September 2012 Accepted on 18th December 2012 Tracking spawning objects Ronald P.S. Mahler 1, Vasileios Maroulas
More informationMachine Learning for OR & FE
Machine Learning for OR & FE Hidden Markov Models Martin Haugh Department of Industrial Engineering and Operations Research Columbia University Email: martin.b.haugh@gmail.com Additional References: David
More informationA Study of Poisson Multi-Bernoulli Mixture Conjugate Prior in Multiple Target Estimation
A Study of Poisson Multi-Bernoulli Mixture Conjugate Prior in Multiple Target Estimation Sampling-based Data Association, Multi-Bernoulli Mixture Approximation and Performance Evaluation Master s thesis
More informationSLAM with Single Cluster PHD Filters
2012 IEEE International Conference on Robotics and Automation RiverCentre, Saint Paul, Minnesota, USA May 14-18, 2012 SLAM with Single Cluster PHD Filters Chee Sing Lee, Daniel E. Clark, Joaquim Salvi
More informationSequential Monte Carlo Methods for Bayesian Computation
Sequential Monte Carlo Methods for Bayesian Computation A. Doucet Kyoto Sept. 2012 A. Doucet (MLSS Sept. 2012) Sept. 2012 1 / 136 Motivating Example 1: Generic Bayesian Model Let X be a vector parameter
More informationAn AEGIS-CPHD Filter to Maintain Custody of GEO Space Objects with Limited Tracking Data
An AEGIS-CPH Filter to Maintain Custody of GEO Space Objects with Limited Tracing ata Steven Gehly, Brandon Jones, and Penina Axelrad University of Colorado at Boulder ABSTRACT The Geosynchronous orbit
More information