Rao-Blackwellized粒子概率假设密度滤波算法

针对多目标跟踪（MTT）,提出一种新的基于随机集的滤波算法,称为Rao-Blackwellized粒子概率假设密度滤波算法（RBP-PHDF）。算法运用Rao-Blackwellized思想,通过挖掘分析“混合线性/非线性模型”的结构,采用序列蒙特卡罗（SMC）方法预测与估计概率假设密度（PHD）迭代式中各个目标的非线性状态,并利用非线性状态粒子中包含的信息,使用卡尔曼滤波器（KF）对线性状态进行预测与估计。以更好地估计PHD进而提高各目标状态估计精度。分析与MTT仿真的结果表明,在相同的仿真条件下,与现有序列蒙特卡罗概率假设密度滤波算法（SMC-PHDF）相比,RBP-PHDF在降低粒子维数、减少计算量的同时,有效提升了估计精度。     

基于CPHD的双层粒子滤波目标跟踪算法

常规基于势概率假设密度滤波(Cardinalized Probability Hypothesis Density,CPHD)的粒子滤波(Particle Fil? ter,PF)跟踪算法应用于多目标跟踪时,容易遇到因粒子数量增加而带来的运算效率下降、目标数目估计不准的问题。文章基于常规粒子滤波 CPHD跟踪算法,通过部署双层粒子,提出基于势概率假设密度滤波的双层粒子滤波 (Two-Layer Particle Filter-CPHD,TLPF-CPHD)算法,以便提高目标数目及状态估计精度。仿真实验结果证明,相比于常规 PF-CPHD算法,新算法具有更好的目标数目和状态估计准确性。     

未知测量噪声分布下的多目标跟踪算法

 粒子概率假设密度滤波(SMC-PHDF)在进行粒子更新时需要知道测量噪声的概率分布以计算似然函数,这使得SMC-PHDF依赖于测量噪声的概率模型。针对这一点不足,提出一种未知测量噪声分布下的多目标跟踪算法——基于风险评估的概率假设密度滤波(RE-PHDF)。该算法在SMC-PHDF进行概率假设密度(PHD)粒子更新时采用风险函数计算每个PHD粒子的风险值,并通过一个风险评估函数评估每个PHD粒子,然后用评估后的结果更新粒子的权值。由于粒子更新时避免了在多维测量空间中计算似然函数,算法不仅不依赖于测量噪声的概率分布,还可以节省大量计算时间。仿真结果表明：和SMC-PHDF相比,RE-PHDF在未知的复杂测量噪声环境下具有更高的鲁棒性和稳定性;同时,在两种算法跟踪精度接近的情况下,所提算法节省了50%的运行时间。     

交互多模型PHD滤波跟踪多目标方法

在机动多目标跟踪问题中,目标数未知或随时间而变化,概率假设密度（PHD）滤波可以在每一时间步估计多目标状态和目标数,但单模型方法不能给出精确的估计。提出了一种交互多模型PHD滤波方法,建立多模型描述多目标运动方式,利用PHD滤波结合多模型跟踪目标运动轨迹。同时,给出了多传感器交互多模型PHD滤波方法,以提高目标跟踪精度。     

区域杂波估计的多目标跟踪方法

高斯粒子概率假设密度（PHD）滤波往往假定杂波密度参数已知,这种做法对于实际应用是不现实的。此外,杂波的参数值通常依赖于环境条件,可能随时间发生变化。因此,多目标跟踪算法中需要实时准确估计杂波密度的参数。基于此,提出了一种多目标跟踪的区域杂波估计方法。首先根据量测信息在线估计出场景中的杂波数目,然后估计落入目标附近感兴趣区域的杂波数,并估计每个目标感兴趣区域杂波强度。仿真结果表明,在复杂场景下算法的跟踪性能明显优于未进行杂波估计的多目标跟踪算法,提高了跟踪的实时性和跟踪精度。     

新生目标强度未知的双门限粒子PHD滤波器

传统粒子概率假设密度(PHD)滤波器假定新生目标强度已知,当新生目标在整个观测区域随机出现时不再适用。为解决新生目标强度未知时的多目标跟踪问题,提出了一种基于量测信息的双门限粒子PHD(PHD-DT)滤波器。首先基于似然函数设定门限对存活目标量测进行粗提取,利用上一时刻的目标估计值构建圆形波门进行精细提取,并对门限设定方法进行分析,然后根据提取结果对目标PHD进行分解,得到存活目标和新生目标的PHD预测及更新表达式,最后给出了滤波器的实现方法并同基于量测驱动的PHD(PHD-M)滤波器和Logic+联合概率数据互联(JPDA)方法进行了仿真对比。仿真结果表明,在新生目标强度未知时,PHD-DT可有效避免Logic+JPDA在杂波背景下因航迹起始错误带来的估计误差,并较好地解决了PHD-M的目标数目过估问题,多目标估计性能更优,且杂波越强性能优势越明显。     

多目标跟踪的概率假设密度粒子滤波

在多目标跟踪中,当目标数很大时,目标状态的联合分布的计算量会非常大。如果目标独立运动,可用各目标分别滤波来代替,但这要求考虑数据互联问题。文章介绍一种可以解决计算量问题的方法,只需计算联合分布的一阶矩——概率假设密度(PHD),PHD在任意区域S上的积分是S内目标数的期望值。因未记录目标身份,避免了数据互联问题。仿真中,传感器为被动雷达,目标观测值为距离、角度及速度时,对上述的PHD滤波进行了粒子实现,并对观测值是否相关的不同情况进行比较。PHD粒子滤波应用在非线性模型的多目标跟踪,实验结果表明,滤波可以稳健跟踪目标数为变数的情况,得到了接近真实情况的结果。     

基于高斯混合概率假设密度滤波的扫描型光学传感器像平面多目标跟踪算法

高斯混合概率假设密度(GM-PHD)滤波是一种基于随机有限集理论的次优贝叶斯多目标跟踪方法,本文研究了该算法在扫描型光学传感器像平面的多目标跟踪问题.针对典型的锥扫模式和推扫模式,根据其扫描特性建立目标的运动模型和测量模型.介绍高斯混合概率假设密度滤波的基本原理.针对原算法在强杂波环境中的低效率问题,借鉴传统多目标跟踪...     

改进的MMPHD机动目标跟踪方法

基于序列蒙特卡罗方法的经典多模概率假设密度滤波方法及其各种衍生方法,在预测过程中依据多个并行的状态转移模型,通过将大量粒子散布到下一时刻目标所有可能出现的状态空间实现目标状态的捕获,造成计算量大、目标跟踪精度差。为此,提出一种改进的多模粒子概率假设密度机动目标跟踪方法。该方法利用最新量测信息估计目标运动模型概率及模型参数,并将估计得到的目标模型应用到粒子概率假设密度滤波方法的预测过程中生成预测粒子,从而将大部分粒子聚合在目标最可能出现的状态空间邻域中,实现粒子的有效利用。数值仿真表明,所提方法不仅显著地减少了目标丢失个数,而且提高了目标跟踪精度。     

基于概率假设密度滤波器的多目标跟踪方法

在总结分析现有多目标跟踪方法的基础上,重点阐述了一种新的基于概率假设密度的多目标滤波跟踪方法,利用带有新生目标检测功能的概率假设密度滤波方法,通过仿真算例,与传统的MHT方法和GM-PHD方法进行了跟踪性能对比,说明了概率假设密度滤波器在强杂波和新生目标未知情况下的优越性。     

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density (PHD) filter has been recognized as a promising tech-nique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation (APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter (PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking mul-tiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.     

非线性非高斯模型的高斯和PHD滤波算法(英文)

A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density （GSPHD） filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothesis density （GMPHD） filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.     

An improved multiple model GM-PHD filter for maneuvering target tracking

In this paper, an improved implementation of multiple model Gaussian mixture probability hypothesis density (MM-GM-PHD) filter is proposed. For maneuvering target tracking, based on joint distribution, the existing MM-GM-PHD filter is relatively complex. To simplify the filter, model conditioned distribution and model probability are used in the improved MM-GM-PHD filter. In the algorithm, every Gaussian components describing existing, birth and spawned targets are estimated by multiple model method. The final results of the Gaussian components are the fusion of multiple model estimations. The algorithm does not need to compute the joint PHD distribution and has a simpler computation procedure. Compared with single model GM-PHD, the algorithm gives more accurate estimation on the number and state of the targets. Compared with the existing MM-GM-PHD algorithm, it saves computation time by more than 30%. Moreover, it also outperforms the interacting multiple model joint probabilistic data association (IMMJPDA) filter in a relatively dense clutter environment.     

Particle flters for probability hypothesis density flter with the presence of unknown measurement noise covariance

In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.     

Track-before-detect for Infrared Maneuvering Dim Multi-target via MM-PHD

In this paper, we present a novel and efficient track-before-detect (TBD) algorithm based on multiple-model probability hypothesis density (MM-PHD) for tracking infrared maneuvering dim multi-target. Firstly, the standard sequential Monte Carlo probability hypothesis density (SMC-PHD) TBD-based algorithm is introduced and sequentially improved by the adaptive process noise and the importance re-sampling on particle likelihood, which result in the improvement in the algorithm robustness and convergence speed. Secondly, backward recursion of SMC-PHD is derived in order to ameliorate the tracking performance especially at the time of the multi-target arising. Finally, SMC-PHD is extended with multiple-model to track maneuvering dim multi-target. Extensive experiments have proved the efficiency of the presented algorithm in tracking infrared maneuvering dim multi-target, which produces better performance in track detection and tracking than other TBD-based algorithms including SMC-PHD, multiple-model particle filter (MM-PF), histogram probability multi-hypothesis tracking (H-PMHT) and Viterbi-like.     

A measurement-driven adaptive probability hypothesis density filter for multitarget tracking

This paper studies the dynamic estimation problem for multitarget tracking. A novel gating strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density(PHD) filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measurements. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estimation algorithm when sequential Monte Carlo(SMC) implementation of the PHD filter is investigated, where the measurements are used to drive the particle clustering within the space gate.The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.