Sequential Monte Carlo implementation of cardinality balanced multi-target multi-Bernoulli filter for extended target tracking

It has been shown that the cardinality balanced multi-target multi-Bernoulli (CBMeMBer) filter can extract multi-target states efficiently and reliably. However, when faced with extended targets, it will lead to overestimation. Therefore, a CBMeMBer filter for extended targets tracking is proposed in this study. Three main contributions are made in this study: first, analytical recursion equations of the proposed CBMeMBer filter are derived and relevant proofs are presented. Second, a novel sequential Monte Carlo (SMC) implementation is proposed, which approximates the sample point using several σ points rather than state transition function. Third, to reduce the particle weight degeneracy problem, a new resample method is introduced. Finally, comparisons between the CBMeMBer and probability hypothesis density (PHD) filters for extended targets tracking are studied through a non-linear example. Numerical study results show that the expanded CBMeMBer filter in the proposed SMC implementation can dramatically improve estimation accuracy in comparison with general SMC implementation. Meanwhile, the authors also find that the proposed CBMeMBer filter gives a more accurate estimation than original CBMeMBer filter while performs more time-efficiently than PHD filter for extended target tracking.

[1]  Christian Lundquist,et al.  A Gaussian mixture PHD filter for extended target tracking , 2010, 2010 13th International Conference on Information Fusion.

[2]  J.V. Candy,et al.  Bootstrap Particle Filtering , 2007, IEEE Signal Processing Magazine.

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

[4]  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.

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

[6]  P. Fearnhead,et al.  Improved particle filter for nonlinear problems , 1999 .

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

[8]  Christian Lundquist,et al.  An Extended Target CPHD Filter and a Gamma Gaussian Inverse Wishart Implementation , 2013, IEEE Journal of Selected Topics in Signal Processing.

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

[10]  Jeffrey K. Uhlmann,et al.  New extension of the Kalman filter to nonlinear systems , 1997, Defense, Security, and Sensing.

[11]  Christian Lundquist,et al.  Extended Target Tracking using a Gaussian-Mixture PHD Filter , 2017, IEEE Transactions on Aerospace and Electronic Systems.

[12]  Lian Fen,et al.  Multiple-model GM-CBMeMBer Filter and Track Continuity , 2014 .

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

[14]  Simon J. Godsill,et al.  Poisson models for extended target and group tracking , 2005, SPIE Optics + Photonics.

[15]  Chongzhao Han,et al.  Unified cardinalized probability hypothesis density filters for extended targets and unresolved targets , 2012, Signal Process..

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