EM-ML algorithm for track initialization using possibly noninformative data

Initializing and maintaining a track for a low observable (LO) (low SNR, low target detection probability and high false alarm rate) target can be very challenging because of the low information content of measurements. In addition, in some scenarios, target-originated measurements might not be present in many consecutive scans because of mispointing, target maneuvers, or erroneous preprocessing. That is, one might have a set of noninformative scans that could result in poor track initialization and maintenance. In this paper an algorithm based on the expectation-maximization (EM) algorithm combined with maximum likelihood (ML) estimation is presented for tracking slowly maneuvering targets in heavy clutter and possibly noninformative scans. The adaptive sliding-window EM-ML approach, which operates in batch mode, tries to reject or weight down noninformative scans using the Q-function in the M-step of the EM algorithm. It is shown that target features in the form of, for example, amplitude information (AI), can also be used to improve the estimates. In addition, performance bounds based on the supplemented EM (SEM) technique are also presented. The effectiveness of new algorithm is first demonstrated on a 78-frame long wave infrared (LWIR) data sequence consisting of an Fl Mirage fighter jet in heavy clutter. Previously, this scenario has been used as a benchmark for evaluating the performance of other track initialization algorithms. The new EM-ML estimator confirms the track by frame 20 while the ML-PDA (maximum likelihood estimator combined with probabilistic data association) algorithm, the IMM-MHT (interacting multiple model estimator combined with multiple hypothesis tracking) and the EVIM-PDA estimator previously required 28, 38, and 39 frames, respectively. The benefits of the new algorithm in terms of accuracy, early detection, and computational load are illustrated using simulated scenarios as well.     

Interacting multiple model tracking with target amplitude feature

A recursive tracking algorithm is presented which uses the strength of target returns to improve track formation performance and track maintenance through target maneuvers in a cluttered environment. This technique combines the interacting multiple model (IMM) approach with a generalized probabilistic data association (PDA), which uses the measured return amplitude in conjunction with probabilistic models for the target and clutter returns. Key tracking decisions can be made automatically by assessing the probabilities of target models to provide rapid and accurate decisions for both true track acceptance and false track dismissal in track formation. It also provides the ability to accurately continue tracking through coordinated turn target maneuvers     

Reduced state estimators for consistent tracking of maneuvering targets

Linear Kalman filters, using fewer states than required to completely specify target maneuvers, are commonly used to track maneuvering targets. Such reduced state Kalman filters have also been used as component filters of interacting multiple model (IMM) estimators. These reduced state Kalman filters rely on white plant noise to compensate for not knowing the maneuver - they are not necessarily optimal reduced state estimators nor are they necessarily consistent. To be consistent, the state estimation and innovation covariances must include the actual errors during a maneuver. Blair and Bar-Shalom have shown an example where a linear Kalman filter used as an inconsistent reduced state estimator paradoxically yields worse errors with multisensor tracking than with single sensor tracking. We provide examples showing multiple facets of Kalman filter and IMM inconsistency when tracking maneuvering targets with single and multiple sensors. An optimal reduced state estimator derived in previous work resolves the consistency issues of linear Kalman filters and IMM estimators.     

Passive ranging of a low observable ballistic missile in agravitational field

In this paper we present an estimation algorithm for tracking the motion of a low-observable target in a gravitational field, for example, an incoming ballistic missile (BM), using angle-only measurements. The measurements, which are obtained from a single stationary sensor, are available only for a short time. Also, the low target detection probability and high false alarm density present a difficult low-observable environment. The algorithm uses the probabilistic data association (PDA) algorithm in conjunction with maximum likelihood (ML) estimation to handle the false alarms and the less-than-unity target detection probability. The Cramer-Rao lower bound (CRLB) in clutter, which quantifies the best achievable estimator accuracy for this problem in the presence of false alarms and nonunity detection probability, is also presented. The proposed estimator is shown to be efficient, that is, it meets the CRLB, even for low-observable fluctuating targets with 6 dB average signal-to-noise ratio (SNR). For a BM in free flight with 0.6 single-scan detection probability, one can achieve a track detection probability of 0.99 with a negligible probability of false track acceptance     

Low observable target motion analysis using amplitude information

In conventional passive and active sonar system, target amplitude information (AI) at the output of the signal processor is used only to declare detections and provide measurements. We show that the AI can be used in passive sonar system, with or without frequency measurements, in the estimation process itself to enhance the performance in the presence of clutter where the target-originated measurements cannot be identified with certainty, i.e., for “low observable” or “dim” (low signal-to-noise ratio (SNR)) targets. A probabilistic data association (PDA) based maximum likelihood (ML) estimator for target motion analysis (TMA) that uses amplitude information is derived. A track formation algorithm and the Cramer-Rao lower bound (CRLB) in the presence of false measurements, which is met by the estimator even under low SNR conditions, are also given. The CRLB is met by the proposed estimator even at 6 dB in a cell (which corresponds to 0 dB for 1 Hz bandwidth in the case of a 0.25 Hz frequency cell) whereas the estimator without AI works only down to 9 dB. Results demonstrate improved accuracy and superior global convergence when compared with the estimator without AI. The same methodology can be used for bistatic radar     

MAP estimation of target manoeuvre sequence with theexpectation-maximization algorithm

Two algorithms are derived for the problem of tracking a manoeuvring target based on a sequence of noisy measurements of the state. Manoeuvres are modeled as unknown input (acceleration) terms entering linearly into the state equation and chosen from a discrete set. The expectation maximization (EM) algorithm is first applied, resulting in a multi-pass estimator of the MAP sequence of inputs. The expectation step for each pass involves computation of state estimates in a bank of Kalman smoothers tuned to the possible manoeuvre sequences. The maximization computation is efficiently implemented using the Viterbi algorithm. A second, recursive estimator is then derived using a modified EM-type cost function. To obtain a dynamic programming recursion, the target state is assumed to satisfy a Markov property with respect to the manoeuvre sequence. This results in a recursive but suboptimal estimator implementable on a Viterbi trellis. The transition costs of the latter algorithm, which depend on filtered estimates of the state, are compared with the costs arising in a Viterbi-based manoeuvre estimator due to Averbuch, et al. (1991). It is shown that the two criteria differ only in the weighting matrix of the quadratic part of the cost function. Simulations are provided to demonstrate the performance of both the batch and recursive estimators compared with Averbuch's method and the interacting multiple model filter     

Tracking in Clutter using IMM-IPDA?Based Algorithms

We describe three single-scan probabilistic data association (PDA) based algorithms for tracking manoeuvering targets in clutter. These algorithms are derived by integrating the interacting multiple model (IMM) estimation algorithm with the PDA approximation. Each IMM model a posteriori state estimate probability density function (pdf) is approximated by a single Gaussian pdf. Each algorithm recursively updates the probability of target existence, in the manner of integrated PDA (IPDA). The probability of target existence is a track quality measure, which can be used for false track discrimination. The first algorithm presented, IMM-IPDA, is a single target tracking algorithm. Two multitarget tracking algorithms are also presented. The IMM-JIPDA algorithm calculates a posteriori probabilities of all measurement to track allocations, in the manner of the joint IPDA (JIPDA). The number of measurement to track allocations grows exponentially with the number of shared measurements and the number of tracks which share the measurements. Therefore, IMM-JIPDA can only be used in situations with a small number of crossing targets and low clutter measurement density. The linear multitarget IMM-IPDA (IMM-LMIPDA) is also a multitarget tracking algorithm, which achieves the multitarget capabilities by integrating linear multitarget (LM) method with IMM-IPDA. When updating one track using the LM method, the other tracks modulate the clutter measurement density and are subsequently ignored. In this fashion, LM achieves multitarget capabilities using the number of operations which are linear in the: number of measurements and the number of tracks, and can be used in complex scenarios, with dense clutter and a large number of targets.     

New assignment-based data association for tracking move-stop-move targets

We present a new assignment-based algorithm for data association in tracking ground targets employing evasive move-stop-move maneuvers using ground moving target indicator (GMTI) reports obtained from an airborne sensor. To avoid detection by the GMTI sensor, the targets deliberately stop for some time before moving again. The sensor does not detect a target when the latter's radial velocity (along the line-of-sight from the sensor) falls below a certain minimum detectable velocity (MDV). Even in the absence of move-stop-move maneuvers, the detection has a less-than-unity probability (P/sub D/<1) due to obscuration and thresholding. Then, it is of interest, when a target is not detected, to develop a systematic technique that can distinguish between lack of detection due to P/sub D/<1 and lack of detection due to a stop (or a near stop). Previously, this problem was solved using a variable structure interacting multiple model (VS-IMM) estimator with a stopped target model (VS-IMM-ST) without explicitly addressing data association. We develop a novel "two-dummy" assignment approach for move-stop-move targets that considers both the problem of data association as well as filtering. Typically, in assignment-based data association a "dummy" measurement is used to denote the nondetection event. The use of the standard single-dummy assignment, which does not handle move-stop-move motion explicitly, can result in broken tracks. The new algorithm proposed here handles the evasive move-stop-move motion by introducing a second dummy measurement to represent nondetection due to the MDV. We also present a likelihood-ratio-based track deletion scheme for move-stop-move targets. Using this two-dummy data association algorithm, the track corresponding to a move-stop-move target is kept "alive' during missed detections both due to MDV and due to P/sub D/<1. In addition, one can obtain reductions in both rms estimation errors as well as the total number of track breakages.     

无需辅助数据的分布式目标自适应检测器

在非高斯背景和没有辅助数据的条件下,研究了高分辨率雷达分布式目标的自适应检测问题.首先采用有序检测理论和协方差矩阵的迭代估计方法粗略估计散射点集合,进一步利用迭代估计方法获得协方差矩阵的近似最大似然估计,提出了无需辅助数据的自适应检测器(ADWSD).ADWSD在非高斯背景下具有近似恒虚警率特性,且检测性能远好于修正的...     

Efficient target tracking using dynamic programming

A dynamic programming (DP) algorithm has been developed for the detection and tracking of subpixel-sized, low signal-to-noise ratio (SNR) targets observed by side-or forward-looking imaging sensors. A distinguishing feature of this approach is that target detection and tracking are combined into a single optimization procedure that takes into account statistical models of target motion, background noise, and clutter. Current work has led to a number of technical innovations that improve the performance and efficiency of the DP tracking algorithm, including the development of a new track scoring function, and an extension to the basic DP algorithm that reduces computation requirements by over an order of magnitude. A prototype infrared (IR) target tracking system incorporating these enhancements has been implemented for a step-starting IR camera application. Sensitivity improvements of several decibels over conventional sequential detection and tracking algorithms were realized     

Directed Subspace Search ML-PDA with Application to Active Sonar Tracking

The maximum likelihood probabilistic data association (ML-PDA) tracking algorithm is effective in tracking Very Low Observable targets (i.e., very low signal-to-noise ratio (SNR) targets in a high false alarm environment). However, the computational complexity associated with obtaining the track estimate in many cases has precluded its use in real-time scenarios. Previous ML-PDA implementations used a multi-pass grid (MPG) search to find the track estimate. Two alternate methods for finding the track estimate are presented-a genetic search and a newly developed directed subspace (DSS) search algorithm. Each algorithm is tested using active sonar scenarios in which an autonomous underwater vehicle searches for and tracks a target. Within each scenario, the problem parameters are varied to illustrate the relative performance of each search technique. Both the DSS search and the genetic algorithm are shown to be an order of magnitude more computationally efficient than the MPG search, making possible real-time implementation. In addition, the DSS search is shown to be the most effective technique at tracking a target at the lowest SNR levels-reliable tracking down to 5 dB (postprocessing SNR in a resolution cell) using a 5-frame sliding window is demonstrated, this being 6 dB better than the MPG search.     

A class of near optimal JPDA algorithms

The crucial problem in multiple target tracking is the hit-to-track data association. A hit is a received signal from a target or background clutter which provides positional information If an incorrect hit is associated with a track, that track could diverge and prematurely terminate or cause other tracks to also diverge. Most methods for hit-to-track data association fall into two categories: multiple hypothesis tracking (MHT) and joint probabilistic data association (JPDA). Versions of MHT use all or some reasonable hits to update a track and delay the decision on which hit was correct. JPDA uses a weighted sum of the reasonable hits to update a track. These weights are the probability that the hit originated from the target in track. The computational load for the joint probabilities increases exponentially as the number of targets increases and therefore, is not an attractive algorithm when expecting to track many targets. Reviewed here is the JPDA filter and two simple approximations of the joint probabilities which increase linearly in computational load as the number of targets increase. Then a new class of near optimal JPDA algorithms is introduced which run in polynomial time. The power of the polynomial is an input to the algorithm. This algorithm bridges the gap in computational load and accuracy between the very fast simple approximations and the efficient optimal algorithms     

Joint integrated probabilistic data association: JIPDA

A new recursive filter for multi-target tracking in clutter is presented. Multiple tracks may share the same measurement(s). Joint events are formed by creating all possible combinations of track-measurement assignments and the probabilities for these joint events are calculated. The expressions for the joint event probabilities incorporate the probabilities of target existence of individual tracks, an efficient approximation for the cluster volume and a priori probability of the number of clutter measurements in each cluster. From these probabilities the data association and target existence probabilities of individual tracks are obtained, which allows track state update and false track discrimination. A simulation study is presented to show the effectiveness of this approach.     

Track labeling and PHD filter for multitarget tracking

Multiple target tracking requires data association that operates in conjunction with filtering. When multiple targets are closely spaced, the conventional approaches (as, e.g., MHT/assignment) may not give satisfactory results. This is mainly because of the difficulty in deciding what the number of targets is. Recently, the probability hypothesis density (PHD) filter has been proposed and particle filtering techniques have been developed to implement the PHD filter. In the particle PHD filter, the track labeling problem is not considered, i.e., the PHD is obtained only for a frame at a time, and it is very difficult to perform the multipeak extraction, particularly in high clutter environments. A track labeling method combined with the PHD approach, as well as considering the finite resolution, is proposed here for multitarget tracking, i.e., we keep a separate tracker for each target, use the PHD in the resolution cell to get the estimated number and locations of the targets at each time step, and then perform the track labeling ("peak-to-track" association), whose results can provide information for PHD peak extraction at the next time step. Besides, by keeping a separate tracker for each target, our approach provides more information than the standard particle PHD filter. For example, in group target tracking, if we are interested in the motion of a specific target, we can track this target, which is not possible for the standard particle PHD filter, since the standard particle PHD filter does not keep track labels. Using our approach, multitarget tracking can be performed with automatic track initiation, maintenance, spawning, merging, and termination     

A Kalman Filter Based Tracking Scheme with Input Estimation

Beginning with the derivation of a least squares estimator that yields an estimate of the acceleration input vector, this paper first develops a detector for sensing target maneuvers and then develops the combination of the estimator, detector, and a "simple" Kalman filter to form a tracker for maneuvering targets. Finally, some simulation results are presented. A relationship between the actual residuals, assuming target maneuvers, and the theoretical residuals of the "simple" Kalman filter that assumes no maneuvers, is first formulated. The estimator then computes a constant acceleration input vector that best fits that relationship. The result is a least squares estimator of the input vector which can be used to update the "simple" Kalman filter. Since typical targets spend considerable periods of time in the constant course and speed mode, a detector is used to guard against automatic updating of the "simple" Kalman filter. A maneuver is declared, and updating performed, only if the norm of the estimated input vector exceeds a threshold. The tracking sclheme is easy to implement and its capability is illustrated in three tracking examples.     

基于点集合并的修正Hough变换TBD算法

在低信噪比条件下,基于Hough变换的检测前跟踪算法是进行强杂波背景下目标航迹检测的一种手段。本文针对Hough变换后一个目标产生多条可能航迹以及航迹内可能存在杂波点的问题,提出了一种基于能量最大点和点集合并的修正Hough变换检测前跟踪算法。该算法利用量测点时序、能量信息及目标速度先验信息对Hough变换后点迹进行关联和剔除,能够有效的对目标原始航迹进行回溯。针对高斯噪声背景下的飞行目标,仿真结果表明该算法能够对微弱目标进行有效检测,在目标数目、杂波密度、信噪比发生变化的条件下仍能保持较高的检测概率。     

On joint track initiation and parameter estimation under measurement origin uncertainty

The problem of joint detection and estimation for track initiation under measurement origin uncertainty is studied. The two well-known approaches, namely the maximum likelihood estimator with probabilistic data association (ML-PDA) and the multiple hypotheses tracking (MHT) via multiframe assignment, are characterized as special cases of the generalized likelihood ratio test (GLRT) and their performance limits indicated. A new detection scheme based on the optimal gating is proposed and the associated parameter estimation scheme modified within the ML-PDA framework. A simplified example shows the effectiveness of the new algorithm in detection performance under heavy clutter. Extension of the results to state estimation with measurement origin uncertainty is also discussed with emphasis on joint detection and recursive state estimation.     

A tracking approach for targets with measurements containingjamming or clutter signals

The concept of maneuvering target tracking which is presented by K. Demirbas, (see ibid., vol.AES-23, p.757-66, 1987) is used to track maneuvering targets whose observations contain interference representing jamming or clutter signals. The resulting tracking approach produces state estimates that closely follow the actual state values, as in target tracking in a clear environment     

Multi-Target Tracking in Clutter without Measurement Assignment

When tracking targets using radars and sonars, the number of targets and the origin of data is uncertain. Data may be false measurements or clutter, or they may be detections from an unknown number of targets whose possible trajectories and detection processes can only be described in a statistical manner. Optimal all-neighbor multi-target tracking (MTT) in clutter enumerates all possible joint measurement-to-track assignments and calculates the a posteriori probabilities of each of these joint assignments. The numerical complexity of this process is combinatorial in the number of tracks and the number of measurements. One of the key differences between most MTT algorithms is the manner in which they reduce the computational complexity of the joint measurement-to-track assignment process. We propose an alternative approach, using a form of soft assignment, that enables us to bypass this step entirely. Specifically, our approach treats possible detections of targets followed by other tracks as additional clutter measurements. It starts by approximating the a~priori probabilities of measurement origin. These probabilities are then used to modify the clutter spatial density at the location of the measurements. A suitable single target tracking (STT) filter then uses the modified clutter intensity for updating the track state. In effect, the STT filter is transformed into an MTT filter with a numerical complexity that is linear in the number of tracks and the number of measurements. Simulations show the effectiveness of this approach in a number of different multi-target scenarios.