Multiple model PMHT and its application to the benchmark radar tracking problem

The probabilistic multiple hypothesis tracker (PMHT) uses the expectation-maximization (EM) algorithm to solve the measurement-origin uncertainty problem. Here, we explore some of its variants for maneuvering targets and in particular discuss the multiple model PMHT. We apply this PMHT to the six "typical" tracking scenarios given in the second benchmark problem from W. D. Blair and G. A. Watson (1998). The manner in which the PMHT is used to track the targets and to manage radar allocation is discussed, and the results compared with those of the interacting multiple model probabilistic data association filter (IMM/PDAF) and IMM/MHT (multiple hypothesis tracker). The PMHT works well: its performance lies between those of the IMM/PDAF and IMM/MHT both in terms of tracking performance and computational load.     

面向目标的概率多假设跟踪算法

 概率多假设跟踪(PMHT)算法由于其计算量与目标和量测的个数成线性关系而成为一种重要的数据关联方法,但该算法采用的是一种面向量测的参数模型,容易受到杂波的干扰。针对这个问题,提出一种面向目标的PMHT（TO/PMHT）算法,将量测与目标的距离作为权重,使计算出的后验关联概率能够真实地反映量测和目标的关联可能性。通过多种典型环境的仿真计算表明：TO/PMHT算法和面向量测的PMHT算法相比,跟踪性能有了明显的提高;与多假设跟踪(MHT)算法相比,在保持跟踪性能的同时,极大地提高了计算效率。     

Active sonar application of a U-D square root PDAF

The probabilistic data association filter (PDAF) is a suboptimal approach to tracking a target in the presence of clutter. In the PDAF implementation, the Kalman measurement update is performed over the set of validated measurements and the Kalman time update is used to propagate the PDAF measurement update. A popular approach to obtaining a numerically stable set of Kalman update equations is to propagate the U-D factors of the covariance in the measurement and time updates. The PDAF measurement update equation is obtained in U-D factored form by applying the modified weighted Gram-Schmidt (MWG-S) algorithm to the three factored terms. The factors of the first two terms are determined from the U-D factors of the a priori and conditional a posteriori covariances. The third term is factored analytically using the Agee-Turner factorization. The resulting U-D square-root PDAF is then applied to the problem of active tracking of a submarine in reverberation using polar coordinates     

PDAF with multiple clutter regions and target models

This paper presents the theory of a new multiple model probabilistic data association filter (PDAF). The analysis is generalized for the case of multiple nonuniform clutter regions within the measurement data that updates each model of the filter. To reduce the possibility of clutter measurements forming established tracks, the solution includes a model for a visible target. That is, a target that gives sensor measurements that satisfy one of the target models. Other features included in the algorithm are the selection of a fixed number of nearest measurements and the addition of signal amplitude to the target state vector. The nonuniform clutter model developed here is applicable to tracking signal amplitude. Performance of this algorithm is illustrated using experimentally recorded over-the-horizon radar (OTHR) data.     

A formulation of multitarget tracking as an incomplete data problem

Traditional multihypothesis tracking methods rely upon an enumeration of all the assignments of measurements to tracks. Pruning and gating are used to retain only the most likely hypotheses in order to drastically limit the set of feasible associations. The main risk is to eliminate correct measurement sequences. The probabilistic multiple hypothesis tracking (PMHT) method has been developed by Streit and Luginbuhl in order to reduce the drawbacks of "strong" assignments. The PMHT method is presented in a general mixture densities perspective. The Expectation-Maximization (EM) algorithm is the basic ingredient for estimating mixture parameters. This approach is then extended and applied to multitarget tracking for nonlinear measurement models in the passive sonar perspective.     

Mixture Reduction Algorithms for Point and Extended Object Tracking in Clutter

The Bayesian solution to the problem of tracking a target with measurement association uncertainty gives rise to mixture distributions, which are composed of an ever increasing number of components. To produce a practical tracking filter, the growth of components must be controlled by approximating the mixture distribution. Two mixture reduction schemes (a joining algorithm and a clustering algorithm) have been derived for this purpose. If significant well spaced mixture components are present, these techniques can provide a useful improvement over the probabilistic data association filter (PDAF) approach, which reduces the mixture to a single Gaussian component at each time step. For the standard problem of tracking a point target in uniform random clutter, a Monte Carlo simulation study has been employed to identify the region of the problem parameter space where significant performance improvement is obtained over the PDAF. In the second part of this paper, the formal Bayesian filter is derived for an extended target consisting of an array of measurement sources with association uncertainty. A practical multiple hypothesis filter is implemented using mixture reduction and simulation results are presented.     

Integrated track maintenance for the PMHT via the hysteresis model

Unlike other tracking algorithms the probabilistic multi-hypothesis tracker (PMHT) assumes that the true source of each measurement is an independent realisation of a random process. Given knowledge of the prior probability of this assignment variable, data association is performed independently for each measurement. When the assignment prior is unknown, it can be estimated provided that it is either time independent, or fixed over the batch. This paper presents a new extension of the PMHT, which incorporates a randomly evolving Bayesian hyperparameter for the assignment process. This extension is referred to as the PMHT with hysteresis. The state of the hyperparameter reflects each model's contribution to the mixture, and thus can be used to quantify the significance of mixture components. The paper demonstrates how this can be used as a method for automated track maintenance in clutter. The performance benefit gained over the standard PMHT is demonstrated using simulations and real sensor data     

The turbo PMHT

The PMHT (probabilistic multihypothesis tracker) uses "soft" a posteriori probability associations between measurements and targets. Its implementation is a straightforward iterative application of a Kalman smoother operating on "synthetic" (i.e., modified) measurements, and of recalculation of these synthetic measurements based on the current track estimate. In this correspondence, we first discuss the basic PMHT and some of the older PMHT variants that have been used to enhance convergence. We then introduce the new turbo PMHT, which is informed by the recent success of turbo decoding in the digital communication context. This new PMHT has performance substantially improved versus any of the previous versions.     

Uniform versus nonuniform sampling when tracking in clutter

Many target tracking subsystems have the ability to schedule their own data rates; essentially they can "order" new information whenever they need it, and the cost is in terms of the sensor resource. But among the unmanaged schemes, uniform sampling, in which a new measurement is requested periodically and regularly, is the most commonly-used sampling scheme; deliberately nonuniform schemes are seldom given serious consideration. In this paper, however, we show that such schemes may have been discarded prematurely: a nonuniform sampling can have its benefits. Specifically, the nonuniform and uniform sampling schemes are compared for two kind of trackers: the probabilistic data association filter (PDAF), which updates its track based on a single scan of information at a time; and N-D assignment (an optimization-based implementation of the multi-hypothesis tracker (MHT)), in which the sliding window involves many scans of observations. We find that given the ground rule of maintenance of the same overall scan rate (i.e., the same sensor effort) uniform sampling is always optimal for the single-scan tracker in the sense of track life. However, nonuniform sampling can outperform uniform sampling if a more sophisticated multi-scan tracker is used, particularly when 1) the target has a high process noise, and/or 2) the false alarm density is high, and/or 3) the probability of detection is high.     

Efficient L-D factorization algorithms for PDA, IMM, and IMMPDAfilters

Efficient algorithms exist for the square-root probabilistic data association filter (PDAF). The same approach is extended to develop square-root versions of the interacting multiple model (IMM) Kalman filter and the IMMPDAF algorithms. The computational efficiency of the method stems from the fact that the terms needed in the overall covariance updates of PDAF, IMM, and IMMPDAF can be obtained as part of the square-root covariance update of an ordinary Kalman filter. In addition, a new square-root covariance prediction algorithm that is substantially faster than the usual modified weighted Gram-Schmidt (MWG-S) algorithm, whenever the process noise covariance matrix is time invariant, is proposed     

Dynamic Cramer-Rao bound for target tracking in clutter

Recently, there have been several new results for an old topic, the Cramer-Rao lower bound (CRLB). Specifically, it has been shown that for a wide class of parameter estimation problems (e.g. for objects with deterministic dynamics) the matrix CRLB, with both measurement origin uncertainty (i.e., in the presence of false alarms or random clutter) and measurement noise, is simply that without measurement origin uncertainty times a scalar information reduction factor (IRF). Conversely, there has arisen a neat expression for the CRLB for state estimation of a stochastic dynamic nonlinear system (i.e., objects with a stochastic motion); but this is only valid without measurement origin uncertainty. The present paper can be considered a marriage of the two topics: the clever Riccati-like form from the latter is preserved, but it includes the IRF from the former. The effects of plant and observation dynamics on the CRLB are explored. Further, the CRLB is compared via simulation to two common target tracking algorithms, the probabilistic data association filter (PDAF) and the multiframe (N-D) assignment algorithm.     

Improvement of strapdown inertial navigation using PDAF

A new application of PDAF (probabilistic data association filter) for improving the accuracy of autonomous strapdown inertial navigation systems (SINS) is presented. The proposed method is a terrain-aided navigation (TAN) algorithm based on landmark detection combined with a classical SINS. It is shown via a set of simulations that the method can improve significantly the precision of autonomous navigation if the landmark spatial density and quality of landmark detectors are good enough. This new concept of navigation called PDANF (probabilistic data association navigation filter) can be integrated with a relatively low cost in existing operational TAN systems     

基于视觉注意机制的认知雷达数据关联算法

针对传统关联波门设计方法在应用于机动目标跟踪时容易引起失跟、以及概率数据关联算法不适于多交叉目标跟踪的问题,提出了一种基于人类视觉选择性注意机制和知觉客体的"特征整合"理论的认知雷达数据关联算法。算法以综合交互式多模型概率数据关联算法为基础,采取假设目标最大机动水平已知的"当前"统计模型和匀速运动模型作为模型集,通过实时交互使关联波门能够随目标机动动态调整,较好地兼顾了雷达计算耗时和跟踪成功率。在利用目标位置特征的基础上,进一步提取、整合目标运动特征,对关联波门交叉区域公共量测进行分类,使多交叉目标跟踪问题转化为多个单目标跟踪问题,优化了传统概率数据关联算法。仿真结果表明：与传统关联波门设计方法相比,算法跟踪失败率和计算耗时明显降低;而且在计算资源增加不大的情况下,杂波环境适应性也得到了显著增强。     

Multisensor tracking of a maneuvering target in clutter

An algorithm is presented for tracking a highly maneuvering target using two different sensors, a radar and an infrared sensor, assumed to operate in a cluttered environment. The nonparametric probabilist data association filter (PDAF) has been adapted for the multisensor (MS) case, yielding the MSPDAF. To accommodate the fact that the target can be highly maneuvering, the interacting multiple model (IMM) approach is used. The results of single-model-based filters and of the IMM/MSPDAF algorithm with two and three models are presented and compared. The IMM has been shown to be able to adapt itself to the type of motion exhibited by the target in the presence of heavy clutter. It yielded high accuracy in the absence of acceleration and kept the target in track during the high acceleration periods     

基于先验门限优化准则的探测阈值自适应选择

针对 2维测量和 4 -sigma确认门 ,把先验检测门限优化准则和修正 Riccati方程的解析近似表示相结合 ,得到了在瑞利起伏环境下使跟踪性能优化的信号探测阈值解析表示式 ,从而使在线求解自适应信号探测阈值能比较容易地实现。通过研究和仿真发现 :在滤波稳定阶段 ,本文给出的自适应信号检测门限方法的跟踪性能优于固定虚警率方法的跟踪性能 ;基于先验检测门限优化准则实现检测 -跟踪的联合优化要求信噪比要大于一定的门限 ,在瑞利起伏环境下 ,对 2维测量和 4 -sigma确认门 ,该门限为 1 .57     

基于概率数据关联的地磁匹配算法

针对轮廓匹配算法存在的虚定位问题,在轮廓匹配算法的基础上,提出了一个新的分批地磁匹配方法——基于概率数据关联滤波的地磁匹配算法。算法把满足一定条件的相关值作为滤波器的有效量测,把巡航导弹的位置作为状态变量,建立了基于概率数据关联的地磁匹配模型,利用概率数据关联滤波算法计算巡航导弹的位置坐标。仿真结果表明,该算法有效地降低了虚定位发生的概率,正确匹配率、导航效果均优于轮廓匹配算法。     

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     

A Probabilistic Strongest Neighbor Filter Algorithm for m Validated Measurements

A new form of the probabilistically strongest neighbor filter (PSNF) algorithm taking into account the number of validated measurements is proposed. The probabilistic nature of the strongest neighbor (SN) measurement in a cluttered environment is shown to be varied with respect to the number of validated measurements. Incorporating the number of validated measurements into design of the PSNF produces a consistent and cost effective data association method. Simulation studies show that the new filter is less sensitive to the unknown spatial clutter density and is more reliable for practical target tracking in nonhomogeneous clutter than the existing PSNF. It has similar performances to the probabilistic data association filter amplitude information (PDAF-AI) with much less computational complexities.     

Tracking of multiple maneuvering targets using multiscan JPDA and IMM filtering

The paper considers the problem of tracking multiple maneuvering targets in the presence of clutter using switching multiple target motion models. A novel suboptimal filtering algorithm is developed by applying the basic interacting multiple model (IMM) approach and the joint probabilistic data association (JPDA) technique. Unlike the standard single-scan JPDA approach, the authors exploit a multiscan joint probabilistic data association (mscan-JPDA) approach to solve the data association problem. The algorithm is illustrated via a simulation example involving tracking of four maneuvering targets and a multiscan data window of length two     

A multipath data association tracker for over-the-horizon radar

A new algorithm, multipath probabilistic data association (MPDA), for initiation and tracking in over-the-horizon radar (OTHR) is described. MPDA is capable of exploiting multipath target signatures arising from discrete propagation modes that are resolvable by the radar. Nonlinear measurement models exhibiting multipath target signatures in azimuth, slant range, and Doppler are used. Tracking is performed in ground coordinates and therefore depends on the provision of estimates of virtual ionospheric heights to achieve coordinate registration. Although the propagation mode characteristics are assumed to be known, their correspondence with the detections is not required to be known. A target existence model is included for automatic track maintenance. Numerical simulations for four resolvable propagation modes are presented that demonstrate the ability of the technique to initiate and maintain track at probabilities of detection of 0.4 per mode in clutter densities for which conventional probabilistic data association (PDA) has a high probability of track loss, and suffers from track bias. A nearest neighbor version of MPDA is also presented