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。     

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。     

多目标跟踪的核粒子概率假设密度滤波算法

提出一种新的多目标跟踪算法：核粒子概率假设密度滤波算法(KP-PHDF)。算法的创新点在概率假设密度滤波算法(PHDF)的目标状态提取步骤,以粒子概率假设密度滤波算法为框架,并运用结合了mean-shift算法的核密度估计(KDE)理论进行概率假设密度(PHD)分布的二次估计、提取PHD峰值位置作为目标状态估计值。分析与多目标跟踪(MTT)仿真的结果表明,与现有序列蒙特卡罗概率假设密度滤波算法（SMC-PHDF）相比,在相同仿真条件下新算法的估计精度提高30.5%。     

机动多目标跟踪问题中关联区域的研究

 本文研究了跟踪多个机动目标时,由滤波算法所获得的新息向量范数的统计性质,关联区域的大小以及接收正确回波的概率。借助拉蒙特卡洛方法,考察了不同的目标状态模型、目标机动加速度及状态噪声方差等因素对所研究的问题的影响。研究表明,文献[1]所提出的机动目标状态模型及相应的自适应算法具有较好的适应目标机动的能力,关联区域的大小及接收正确回波的概率均较为稳定。     

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.     

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。     

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。     

Geometrical entropy approach for variable structure multiple-model estimation

The variable structure multiple-model(VSMM) estimation approach, one of the multiple-model(MM) estimation approaches, is popular in handling state estimation problems with mode uncertainties.In the VSMM algorithms, the model sequence set adaptation(MSA) plays a key role.The MSA methods are challenged in both theory and practice for the target modes and the real observation error distributions are usually uncertain in practice.In this paper, a geometrical entropy(GE) measure is proposed so that the MSA is achieved on the minimum geometrical entropy(MGE) principle.Consequently, the minimum geometrical entropy multiple-model(MGEMM) framework is proposed, and two suboptimal algorithms, the particle filter k-means minimum geometrical entropy multiple-model algorithm(PF-KMGEMM) as well as the particle filter adaptive minimum geometrical entropy multiple-model algorithm(PF-AMGEMM), are established for practical applications.The proposed algorithms are tested in three groups of maneuvering target tracking scenarios with mode and observation error distribution uncertainties.Numerical simulations have demonstrated that compared to several existing algorithms, the MGE-based algorithms can achieve more robust and accurate estimation results when the real observation error is inconsistent with a priori.     

A Gaussian Mixture PHD Filter for Jump Markov System Models

The probability hypothesis density (PHD) filter is an attractive approach to tracking an unknown and time-varying number of targets in the presence of data association uncertainty, clutter, noise, and detection uncertainty. The PHD filter admits a closed-form solution for a linear Gaussian multi-target model. However, this model is not general enough to accommodate maneuvering targets that switch between several models. In this paper, we generalize the notion of linear jump Markov systems to the multiple target case to accommodate births, deaths, and switching dynamics. We then derive a closed-form solution to the PHD recursion for the proposed linear Gaussian jump Markov multi-target model. Based on this an efficient method for tracking multiple maneuvering targets that switch between a set of linear Gaussian models is developed. An analytic implementation of the PHD filter using statistical linear regression technique is also proposed for targets that switch between a set of nonlinear models. We demonstrate through simulations that the proposed PHD filters are effective in tracking multiple maneuvering targets.     

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.     

Survey of maneuvering target tracking. Part V. Multiple-model methods

This is the fifth part of a series of papers that provide a comprehensive survey of techniques for tracking maneuvering targets without addressing the so-called measurement-origin uncertainty. Part I and Part II deal with target motion models. Part III covers measurement models and associated techniques. Part IV is concerned with tracking techniques that are based on decisions regarding target maneuvers. This part surveys the multiple-model methods $the use of multiple models (and filters) simultaneously - which is the prevailing approach to maneuvering target tracking in recent years. The survey is presented in a structured way, centered around three generations of algorithms: autonomous, cooperating, and variable structure. It emphasizes the underpinning of each algorithm and covers various issues in algorithm design, application, and performance.     

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.     

Multiresolutional multiple-model target tracking

A multiresolutional multiple-model target tracking algorithm is developed which uses the wavelet transform as a means for mapping data between different resolution levels. The algorithm is effective for tracking maneuvering targets given measurements with a low S/N ratio     

A novel variable-lag probability hypothesis density smoother for multi-target tracking

It is understood that the forward-backward probability hypothesis density (PHD) smoothing algorithms proposed recently can significantly improve state estimation of targets. However, our analyses in this paper show that they cannot give a good cardinality (i.e., the number of targets) estimate. This is because backward smoothing ignores the effect of temporary track drop- ping caused by forward filtering and/or anomalous smoothing resulted from deaths of targets. To cope with such a problem, a novel PHD smoothing algorithm, called the variable-lag PHD smoother, in which a detection process used to identify whether the filtered cardinality varies within the smooth lag is added before backward smoothing, is developed here. The analytical results show that the proposed smoother can almost eliminate the influences of temporary track dropping and anomalous smoothing, while both the cardinality and the state estimations can significantly be improved. Simulation results on two multi-target tracking scenarios verify the effectiveness of the proposed smoother.     

Multiple hypothesis track confirmation for infrared surveillancesystems

An overall methodology is described for the application of a multiple hypothesis tracking (MHT) algorithm to the infrared (IR) surveillance system problem of establishing tracks on dim targets in a heavy clutter or false alarm background. The authors discuss the manner in which the detection and tracking systems are jointly designed to optimize performance. They present approximate methods that can conveniently be used for preliminary system design and performance prediction. They discuss the use of a detailed Monte Carlo simulation for final system evaluation and present results illustrating the proposed methods and comparing predicted and simulation performance     

An Adaptive Two-Dimensional Kalman Tracking Filter

A continuously adaptive two-dimensional Kalman tracking filter for a low data rate track-while-scan (TWS) operation is introduced which enhances the tracking of maneuvering targets. The track residuals in each coordinate, which are a measure of track quality, are sensed, normalized to unity variance, and then filtered in a single-pole filter. The magnitude Z of the output of this single-pole filter, when it exceeds a threshold Z1 is used to vary the maneuver noise spectral density q in the Kalman filter model in a continuous manner. This has the effect of increasing the tracking filter gains and containing the bias developed by the tracker due to the maneuvering target. The probability of maintaining track, with reasonably sized target gates, is thus increased, The operational characteristic of q versus Z assures that the tracker gains do not change unless there is high confidence that a maneuver is in progress.     

Evaluating a multiple-hypothesis multitarget tracking algorithm

The performance evaluation of multiple-hypothesis, multitarget tracking algorithm is presented. We are primarily interested in target-detection/track-initiation capabilities as measures of performance. Through Monte Carlo simulations, a multiple-hypothesis tracking algorithm was evaluated in terms of 1) probability of establishing a track from target returns and 2) false track density. A radar was chosen as the sensor, and a general multiple-hypothesis, multitarget tracking algorithm was used in the Monte Carlo simulations. The simulation results predict the probability of establishing a track from returns of a target as well as the false track density per scan volume per unit time. The effects of the target radar cross section and the radar power, measured through the mean signal-to-noise ratio (SNR) were studied, as were the effects of detection threshold and track quality threshold. Computational requirements were also investigated     

Variational Bayesian labeled multi-Bernoulli filter with unknown sensor noise statistics

It is difficult to build accurate model for measurement noise covariance in complex back-grounds. For the scenarios of unknown sensor noise variances, an adaptive multi-target tracking algorithm based on labeled random finite set and variational Bayesian (VB) approximation is pro-posed. The variational approximation technique is introduced to the labeled multi-Bernoulli (LMB) filter to jointly estimate the states of targets and sensor noise variances. Simulation results show that the proposed method can give unbiased estimation of cardinality and has better performance than the VB probability hypothesis density (VB-PHD) filter and the VB cardinality balanced multi-target multi-Bernoulli (VB-CBMeMBer) filter in harsh situations. The simulations also confirm the robustness of the proposed method against the time-varying noise variances. The computational complexity of proposed method is higher than the VB-PHD and VB-CBMeMBer in extreme cases, while the mean execution times of the three methods are close when targets are well separated.     

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。