A Study on Particle Filters for Single-Tone Frequency Tracking

In this paper, we present an online approach for frequency tracking of a noisy sinusoid using sequential Monte Carlo (SMC) methods, also known as particle filters (PFs). In addition, apart from employing the classical Cartesian formulation model, we also develop two alternative dynamical models, namely, nearly constant frequency (NCF) and Singer, which are adapted from the maneuvering target tracking discipline, to describe the evolution of time-varying frequencies, and investigate their fitness to the frequency tracking application. When compared with conventional techniques whose performance is restricted to linear Gaussian models and/or to slowly varying frequencies, PFs are more flexible to handle situations where these conditions are violated. Extensive evaluations on the proposed new models and PF tracking algorithms are conducted with different sets of frequency inputs and levels of signal-to-noise ratio (SNR). According to the computer simulation results, it is found that PFs under all investigated models consistently outperform and are less sensitive to SNR levels than the extended Kalman filter (EKF). Furthermore, the results suggest that while none of the models perfectly fits all types of frequency inputs, NCF model is more suitable for moderately varying frequencies, whereas the Singer is more suitable for rapidly changing frequencies.     

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.     

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     

Novel data association schemes for the probability hypothesis density filter

The probability hypothesis density (PHD) filter is a practical alternative to the optimal Bayesian multi-target Alter based on finite set statistics. It propagates the PHD function, a first-order moment of the full multi-target posterior density. The peaks of the PHD function give estimates of target states. However, the PHD filter keeps no record of target identities and hence does not produce track-valued estimates of individual targets. We propose two different schemes according to which PHD filter can provide track-valued estimates of individual targets. Both schemes use the probabilistic data-association functionality albeit in different ways. In the first scheme, the outputs of the PHD filter are partitioned into tracks by performing track-to-estimate association. The second scheme uses the PHD filter as a clutter filter to eliminate some of the clutter from the measurement set before it is subjected to existing data association techniques. In both schemes, the PHD filter effectively reduces the size of the data that would be subject to data association. We consider the use of multiple hypothesis tracking (MHT) for the purpose of data association. The performance of the proposed schemes are discussed and compared with that of MHT.     

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.     

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.     

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。     

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.     

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。     

密集杂波背景下的水下多目标跟踪方法

水下多目标跟踪是水声信号处理领域研究的热点和难点问题。高斯混合概率假设密度(Gaussian mixture probability hypothesis density, GM-PHD)滤波器以其高效的计算效率为解决水下多目标跟踪问题提供了保证。然而,GM-PHD滤波器在跟踪目标时需要先验已知新生目标的强度,否则其性能会出现严重退化。针对该问题,提出一种滑动窗两步初始化高斯混合概率假设密度(sliding window two step initialization GM-PHD, SWTSI-GMPHD)滤波器。将提出的滑动窗两步初始化方法嵌入GM-PHD滤波器,利用滑动窗两步初始化方法估计新生目标强度,减少杂波干扰导致跟踪结果中出现的虚假目标。仿真实验表明,在杂波密集环境下,相较于其他跟踪方法,提出方法将跟踪精度提高69.84%,52.62%和41.05%。     

基于改进粒子滤波的多传感器融合空间目标跟踪

为了跟踪空间目标,构建了基于局部粒子滤波器的多传感器融合方法估计空间目标状态。粒子滤波重要采样过程中,设计了基于融合估计的重要密度函数减少粒子贫化问题,并设计基于 McDE(Memetic compact Differ. ential Evolution)重采样策略,通过对粒子的变异与选择等进化操作来解决粒子退化问题。理论推导与仿真结果皆证明方法的有效性。     

利用幅值信息的超视距雷达多路径概率数据互联算法

天波超视距雷达是通过电离层反射实现超视距广域监视的,其地理坐标系下的量测方程存在强非线性,同时由于电离层的不同分层,造成了多路径传播的严重问题,即同时存在多个量测模型。多路径概率数据互联(MPDA)滤波器将坐标配准与概率数据互联相结合,解决了超视距目标跟踪中的多路径传播问题,但在杂波环境下滤波跟踪精度不高。文中提出了一种基于信号幅值特征信息的MPDA算法(A-MPDA),当跟踪单一的、存在4种可能非线性量测的非机动目标时,仿真结果表明所提出的算法比标准MPDA有更好的跟踪精度。     

Waveform selective probabilistic data association

An adaptive, waveform selective probabilistic data association (WSPDA) algorithm for tracking a single target in clutter is presented. The assumption of an optimal receiver allows the inclusion of transmitted waveform specification parameters in the tracking subsystem equations, leading to a waveform selection scheme where the next transmitted waveform parameters are selected so as to minimize the average total mean-square tracking error at the next time step. Semiclosed form solutions are given to the local (one-step-ahead) adaptive waveform selection problem for the case of one-dimensional target motion. A simple simulation example is given to compare the performance of a tracking system using a WSFDA based tracking filter with that of a conventional system with a fixed waveform shape and probabilistic data association (PDA) tracking filter.     

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.     

非线性非高斯秩滤波方法

基于秩滤波原理,提出一种非线性非高斯秩滤波方法,给出其递推过程.目前常用的非线性滤波方法有无迹Kalman滤波和粒子滤波,无迹Kalman滤波只适用于高斯分布的情况,粒子滤波方法却存在粒子退化及重采样引起的粒子贫化问题.而非线性非高斯秩滤波方法不仅适用于常见的多元t分布、多元极值分布等非高斯分布的非线性滤波,并且计算简单、工作量小,便于工程应用.从仿真算例可以看到,该方法的滤波精度与无迹Kalman滤波和粒子滤波方法相比提高了500%以上.      

Maneuvering Target Tracking in Dense Clutter Based on Particle Filtering

An improved particle filtering(IPF) is presented to perform maneuvering target tracking in dense clutter.The proposed filter uses several efficient variance reduction methods to combat particle degeneracy,low mode prior probabilities and measure-ment-origin uncertainty.Within the framework of a hybrid state estimation,each particle samples a discrete mode from its poste-rior distribution and the continuous state variables are approximated by a multivariate Gaussian mixture that is updated by an unscented Ka...     

Multiframe detector/tracker: optimal performance

We develop the optimal Bayes multiframe detector/tracker for rigid extended targets that move randomly in clutter. The performance of this optimal algorithm provides a bound on the performance of any other suboptimal detector/tracker. We determine by Monte Carlo simulations the optimal performance under a variety of scenarios including spatially correlated Gaussian clutter and non-Gaussian (K and Weibull) clutter. We show that, for similar tracking performance, the optimal Bayes tracker can achieve peak signal-to-noise ratio gains possibly larger than 10 dB over the commonly used combination of a spatial matched filter (spatial correlator) and a linearized Kalman-Bucy tracker. Simulations using real clutter data with a simulated target suggest similar performance gains when the clutter model parameters are unknown and estimated from the measurements     

Road-map assisted ground moving target tracking

Tracking ground targets with airborne GMTI (ground moving target indicator) sensor measurements proves to be a challenging task due to high target density, high clutter, and low visibility. The exploitation of nonstandard background information such as road maps and terrain information is therefore highly desirable for the enhancement of track quality and track continuity. The present paper presents a Bayesian approach to incorporate such information consistently. It is particularly suited to deal with winding roads and networks of roads. The target dynamics is modeled in quasi one-dimensional road coordinates and mapped onto ground coordinates using linear road segments taking road map errors into account. The case of several intersecting roads with different characteristics, such as mean curvature, slope, or visibility, is treated within an interacting multiple model (IMM) scheme. Targets can be masked both by the clutter notch of the sensor and by terrain obstacles. Both effects are modeled using a sensor-target state dependent detection probability. The iterative filter equations are formulated within a framework of Gaussian sum approximations on the one hand and a particle filter approach on the other hand. Simulation results for single targets taken from a realistic ground scenario show strongly reduced target location errors compared with the case of neglecting road-map information. By modeling the clutter notch of the GMTI sensor, early detection of stopping targets is demonstrated     

Monte Carlo filtering for multi target tracking and data association

We present Monte Carlo methods for multi-target tracking and data association. The methods are applicable to general nonlinear and non-Gaussian models for the target dynamics and measurement likelihood. We provide efficient solutions to two very pertinent problems: the data association problem that arises due to unlabelled measurements in the presence of clutter, and the curse of dimensionality that arises due to the increased size of the state-space associated with multiple targets. We develop a number of algorithms to achieve this. The first, which we refer to as the Monte Carlo joint probabilistic data association filter (MC-JPDAF), is a generalisation of the strategy proposed by Schulz et al. (2001) and Schulz et al. (2003). As is the case for the JPDAF, the distributions of interest are the marginal filtering distributions for each of the targets, but these are approximated with particles rather than Gaussians. We also develop two extensions to the standard particle filtering methodology for tracking multiple targets. The first, which we refer to as the sequential sampling particle filter (SSPF), samples the individual targets sequentially by utilising a factorisation of the importance weights. The second, which we refer to as the independent partition particle filter (IPPF), assumes the associations to be independent over the individual targets, leading to an efficient component-wise sampling strategy to construct new particles. We evaluate and compare the proposed methods on a challenging synthetic tracking problem.     

面向再入目标跟踪的估计与辨识联合优化算法

准确的弹道系数辨识和精确的目标状态估计是再入目标高精度跟踪与高可靠识别的关键。一方面,状态估计的误差会造成模型参数(弹道系数)的辨识风险;另一方面,模型参数的辨识偏差又会导致模型失配从而降低目标状态的估计精度。因此,需要实现再入目标的状态估计和参数辨识的联合优化。针对再入目标弹道系数未知情形,提出了一种基于期望最大化(EM)框架并采用粒子滤波(PF)平滑器实现的PF-EM联合优化算法。在E步基于粒子平滑器得到目标状态的后验平滑估计,M步采用数值优化算法更新上一次迭代的弹道系数,通过E步和M步的不断迭代,以保证状态估计和弹道系数辨识的一致性。算法仿真对比表明:所提算法的状态估计和参数辨识精度均优于传统的状态增广算法。