CPHD Filtering With Unknown Clutter Rate and Detection Profile

In Bayesian multi-target filtering, we have to contend with two notable sources of uncertainty, clutter and detection. Knowledge of parameters such as clutter rate and detection profile are of critical importance in multi-target filters such as the probability hypothesis density (PHD) and cardinalized PHD (CPHD) filters. Significant mismatches in clutter and detection model parameters result in biased estimates. In practice, these model parameters are often manually tuned or estimated offline from training data. In this paper we propose PHD/CPHD filters that can accommodate model mismatch in clutter rate and detection profile. In particular we devise versions of the PHD/CPHD filters that can adaptively learn the clutter rate and detection profile while filtering. Moreover, closed-form solutions to these filtering recursions are derived using Beta and Gaussian mixtures. Simulations are presented to verify the proposed solutions.

[1]  P. Borwein,et al.  Polynomials and Polynomial Inequalities , 1995 .

[2]  CantoniAntonio,et al.  The cardinality balanced multi-target multi-Bernoulli filter and its implementations , 2009 .

[3]  Y. Bar-Shalom,et al.  Track labeling and PHD filter for multitarget tracking , 2006, IEEE Transactions on Aerospace and Electronic Systems.

[4]  Uwe D. Hanebeck,et al.  Nonlinear Bayesian estimation with convex sets of probability densities , 2008, 2008 11th International Conference on Information Fusion.

[5]  S. Basu Ranges of posterior probability over a distribution band , 1995 .

[6]  R. Mahler Multitarget Bayes filtering via first-order multitarget moments , 2003 .

[7]  S. Singh,et al.  Novel data association schemes for the probability hypothesis density filter , 2007, IEEE Transactions on Aerospace and Electronic Systems.

[8]  L. Mark Berliner,et al.  Hierarchical Bayesian Time Series Models , 1996 .

[9]  L. Davis,et al.  Background and foreground modeling using nonparametric kernel density estimation for visual surveillance , 2002, Proc. IEEE.

[10]  David Ríos Insua,et al.  Robust Bayesian analysis , 2000 .

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

[12]  John B. Shoven,et al.  I , Edinburgh Medical and Surgical Journal.

[13]  Ronald Mahler,et al.  CPHD and PHD filters for unknown backgrounds, part III: tractable multitarget filtering in dynamic clutter , 2010, Defense + Commercial Sensing.

[14]  Simon J. Godsill,et al.  An approximate likelihood method for estimating static parameters in multi-target tracking models , 2009 .

[15]  B. Vo,et al.  Data Association and Track Management for the Gaussian Mixture Probability Hypothesis Density Filter , 2009, IEEE Transactions on Aerospace and Electronic Systems.

[16]  Ba-Ngu Vo,et al.  Analytic Implementations of the Cardinalized Probability Hypothesis Density Filter , 2007, IEEE Transactions on Signal Processing.

[17]  Ronald P. S. Mahler,et al.  Statistical Multisource-Multitarget Information Fusion , 2007 .

[18]  Ronald Mahler,et al.  CPHD and PHD filters for unknown backgrounds I: dynamic data clustering , 2009, Defense + Commercial Sensing.

[19]  Ba-Ngu Vo,et al.  On performance evaluation of multi-object filters , 2008, 2008 11th International Conference on Information Fusion.

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

[21]  Y. Bar-Shalom Tracking and data association , 1988 .

[22]  Ba-Ngu Vo,et al.  The Cardinality Balanced Multi-Target Multi-Bernoulli Filter and Its Implementations , 2009, IEEE Transactions on Signal Processing.

[23]  Aaas News,et al.  Book Reviews , 1893, Buffalo Medical and Surgical Journal.

[24]  I. R. Goodman,et al.  Mathematics of Data Fusion , 1997 .

[25]  Susan A. Murphy,et al.  Monographs on statistics and applied probability , 1990 .

[26]  Ba-Ngu Vo,et al.  Improved SMC implementation of the PHD filter , 2010, 2010 13th International Conference on Information Fusion.

[27]  Jeremie Houssineau,et al.  PHD filter with diffuse spatial prior on the birth process with applications to GM-PHD filter , 2010, 2010 13th International Conference on Information Fusion.

[28]  S. Godsill,et al.  Auxiliary Particle Implementation of the Probability Hypothesis Density Filter , 2007, 2007 5th International Symposium on Image and Signal Processing and Analysis.

[29]  David Suter,et al.  Joint Detection and Estimation of Multiple Objects From Image Observations , 2010, IEEE Transactions on Signal Processing.

[30]  Thiagalingam Kirubarajan,et al.  Integrated clutter estimation and target tracking using Poisson point process , 2009, Optical Engineering + Applications.

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

[32]  I. Haritaoglu,et al.  Background and foreground modeling using nonparametric kernel density estimation for visual surveillance , 2002 .

[33]  Thia Kirubarajan,et al.  Integrated Clutter Estimation and Target Tracking using Poisson Point Processes , 2012, IEEE Transactions on Aerospace and Electronic Systems.

[34]  Samuel S. Blackman,et al.  Multiple-Target Tracking with Radar Applications , 1986 .

[35]  Ronald Mahler,et al.  CPHD filtering with unknown probability of detection , 2010, Defense + Commercial Sensing.

[36]  A. Doucet,et al.  Sequential Monte Carlo methods for multitarget filtering with random finite sets , 2005, IEEE Transactions on Aerospace and Electronic Systems.

[37]  Syed Ahmed Pasha,et al.  A Gaussian Mixture PHD Filter for Jump Markov System Models , 2009, IEEE Transactions on Aerospace and Electronic Systems.