Cramer-Rao type bounds for sparsity-aware multi-sensor multi-target tracking

Abstract Conventionally, sparsity-aware multi-sensor multi-target tracking (MTT) algorithms comprise a two-step architecture that cascades group sparse reconstruction and MTT algorithms. The group sparse reconstruction algorithm exploits the apriori information that the measurements across multiple sensors share a common sparse support in a discretized target state space and provides a computationally efficient technique for centralized multi-sensor information fusion. In the succeeding step, the MTT filter performs the data association, compensates for the missed detections, removes the clutter components, and improves the accuracy of multi-target state estimates according to the pre-defined target dynamic model. In a recent work, a novel technique was proposed for sparsity-aware multi-sensor MTT that deploys a recursive feedback mechanism such that the group sparse reconstruction algorithm also benefits from the apriori knowledge about the target dynamics. As such, it is of significant interest to compare the tracking performance of these methods to the optimal multi-sensor MTT solution, with and without considering the missing samples. In this paper, we analytically evaluate the Cramer-Rao type performance bounds for these two schemes for sparsity-aware MTT algorithms and show that the recursive learning structure outperforms the conventional approach, when the measurement vectors are corrupted by missing samples and additive noise.

[1]  Thia Kirubarajan,et al.  Large-Scale Optimal Sensor Array Management for Multitarget Tracking , 2007, IEEE Transactions on Systems, Man, and Cybernetics, Part C (Applications and Reviews).

[2]  Wei Cui,et al.  Low-Complexity Direction-of-Arrival Estimation Based on Wideband Co-Prime Arrays , 2015, IEEE/ACM Transactions on Audio, Speech, and Language Processing.

[3]  Georgios B. Giannakis,et al.  Online Adaptive Estimation of Sparse Signals: Where RLS Meets the $\ell_1$ -Norm , 2010, IEEE Transactions on Signal Processing.

[4]  Giorgio Battistelli,et al.  Robust Multisensor Multitarget Tracker with Application to Passive Multistatic Radar Tracking , 2012, IEEE Transactions on Aerospace and Electronic Systems.

[5]  Michael P. Friedlander,et al.  Probing the Pareto Frontier for Basis Pursuit Solutions , 2008, SIAM J. Sci. Comput..

[6]  Yonina C. Eldar,et al.  Sensing Matrix Optimization for Block-Sparse Decoding , 2010, IEEE Transactions on Signal Processing.

[7]  Rich Caruana,et al.  Multitask Learning , 1997, Machine Learning.

[8]  Branko Ristic,et al.  Recursive Bayesian state estimation from Doppler-shift measurements , 2011, 2011 Seventh International Conference on Intelligent Sensors, Sensor Networks and Information Processing.

[9]  Ronald P. S. Mahler,et al.  “Statistics 102” for Multisource-Multitarget Detection and Tracking , 2013, IEEE Journal of Selected Topics in Signal Processing.

[10]  Søren Holdt Jensen,et al.  On compressed sensing and the estimation of continuous parameters from noisy observations , 2012, 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[11]  Braham Himed,et al.  Group Sparsity Based Multi-Target Tracking in Passive Multi-Static Radar Systems Using Doppler-Only Measurements , 2016, IEEE Transactions on Signal Processing.

[12]  Braham Himed,et al.  Complex multitask Bayesian compressive sensing , 2014, 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[13]  Kristine L. Bell,et al.  Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking , 2007 .

[14]  Abdelhak M. Zoubir,et al.  Analysis of Multicomponent Polynomial Phase Signals , 2007, IEEE Transactions on Signal Processing.

[15]  Vivek K. Goyal,et al.  Efficient Parametric Signal Estimation From Samples With Location Errors , 2013, IEEE Transactions on Signal Processing.

[16]  Braham Himed,et al.  Motion parameter estimation of multiple ground moving targets in multi-static passive radar systems , 2014, EURASIP J. Adv. Signal Process..

[17]  Rich Caruana,et al.  Multitask Learning , 1998, Encyclopedia of Machine Learning and Data Mining.

[18]  Carlos H. Muravchik,et al.  Posterior Cramer-Rao bounds for discrete-time nonlinear filtering , 1998, IEEE Trans. Signal Process..

[19]  Yakov Bar-Shalom,et al.  Multitarget-Multisensor Tracking: Principles and Techniques , 1995 .

[20]  Pramod K. Varshney,et al.  Sparsity-Aware Sensor Collaboration for Linear Coherent Estimation , 2014, IEEE Transactions on Signal Processing.

[21]  Yaakov Bar-Shalom,et al.  Sonar tracking of multiple targets using joint probabilistic data association , 1983 .

[22]  Ba-Ngu Vo,et al.  The Gaussian Mixture Probability Hypothesis Density Filter , 2006, IEEE Transactions on Signal Processing.

[23]  Yonina C. Eldar,et al.  Block-Sparse Signals: Uncertainty Relations and Efficient Recovery , 2009, IEEE Transactions on Signal Processing.

[24]  C. Hue,et al.  Posterior Cramer-Rao bounds for multi-target tracking , 2006, IEEE Transactions on Aerospace and Electronic Systems.

[25]  Namrata Vaswani,et al.  Kalman filtered Compressed Sensing , 2008, 2008 15th IEEE International Conference on Image Processing.

[26]  Ronald P. S. Mahler The multisensor PHD filter: I. General solution via multitarget calculus , 2009, Defense + Commercial Sensing.

[27]  Pramod K. Varshney,et al.  Conditional Posterior Cramér-Rao Lower Bounds for Nonlinear Sequential Bayesian Estimation , 2011, IEEE Trans. Signal Process..

[28]  Kin K. Leung,et al.  Tracking dynamic sparse signals using Hierarchical Bayesian Kalman filters , 2013, 2013 IEEE International Conference on Acoustics, Speech and Signal Processing.

[29]  Amir Averbuch,et al.  Interacting Multiple Model Methods in Target Tracking: A Survey , 1988 .

[30]  Huadong Meng,et al.  The recursive form of error bounds for RFS state and observation with Pd < 1 , 2012, 2012 IEEE Radar Conference.

[31]  Yimin Zhang,et al.  Sparse reconstruction of multi-component Doppler signature exploiting target dynamics , 2015, 2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP).

[32]  Pramod K. Varshney,et al.  Conditional Posterior Cramér–Rao Lower Bounds for Nonlinear Sequential Bayesian Estimation , 2012, IEEE Transactions on Signal Processing.

[33]  R.P.S. Mahler,et al.  "Statistics 101" for multisensor, multitarget data fusion , 2004, IEEE Aerospace and Electronic Systems Magazine.

[34]  Sailes K. Sengijpta Fundamentals of Statistical Signal Processing: Estimation Theory , 1995 .

[35]  Ba-Ngu Vo,et al.  A Consistent Metric for Performance Evaluation of Multi-Object Filters , 2008, IEEE Transactions on Signal Processing.

[36]  P. Rocca,et al.  Directions-of-Arrival Estimation Through Bayesian Compressive Sensing Strategies , 2013, IEEE Transactions on Antennas and Propagation.

[37]  Pramod K. Varshney,et al.  Sparsity-Promoting Extended Kalman Filtering for Target Tracking in Wireless Sensor Networks , 2012, IEEE Signal Processing Letters.

[38]  Georgios B. Giannakis,et al.  Sparsity-aware Kalman tracking of target signal strengths on a grid , 2011, 14th International Conference on Information Fusion.

[39]  Abhijit Sinha,et al.  PCRLB-based multisensor array management for multitarget tracking , 2007 .

[40]  Braham Himed,et al.  Cramer-Rao type bounds for sparsity-aware multi-target tracking in multi-static passive radar , 2016, 2016 IEEE Radar Conference (RadarConf).

[41]  Qian He,et al.  Cramer-Rao bound for joint location and velocity estimation in multi-target non-coherent MIMO radars , 2010, 2010 44th Annual Conference on Information Sciences and Systems (CISS).

[42]  Braham Himed,et al.  Moving target parameter estimation and SFN ghost rejection in multistatic passive radar , 2013, 2013 IEEE Radar Conference (RadarCon13).

[43]  K. Punithakumar,et al.  Multisensor deployment using PCRLBS, incorporating sensor deployment and motion uncertainties , 2006, IEEE Transactions on Aerospace and Electronic Systems.

[44]  David B. Dunson,et al.  Multitask Compressive Sensing , 2009, IEEE Transactions on Signal Processing.

[45]  M. Yuan,et al.  Model selection and estimation in regression with grouped variables , 2006 .

[46]  David L Donoho,et al.  Compressed sensing , 2006, IEEE Transactions on Information Theory.

[47]  R. Mahler,et al.  PHD filters of higher order in target number , 2006, IEEE Transactions on Aerospace and Electronic Systems.