Robust Multitarget Tracking in Interference Environments: A Message-Passing Approach

The probability hypothesis density (PHD) and cardinalized PHD (CPHD) filters were introduced in 2000 and 2006, respectively, as approximations of the full multitarget Bayes detection and tracking filter. Both filters are based on the standard multitarget measurement model that underlies most multitarget tracking theory. This paper is part of a series of theoretical studies that addresses PHD and CPHD filters for nonstandard multitarget measurement models. In this paper I derive the measurement-update equations for CPHD and PHD filters that estimate models of unknown, dynamically changing data, such as background clutter. A companion paper generalizes these results to multitarget detection and tracking in unknown, dynamic clutter.

The probability hypothesis density (PHD) and cardinalized PHD (CPHD) filters were introduced in 2000 and 2006, respectively, as approximations of the full multitarget Bayes detection and tracking filter. Both filters are based on the "standard" multitarget measurement model that underlies most multitarget tracking theory. This paper is part of a series of theoretical studies that addresses PHD and CPHD filters for nonstandard multitarget measurement models. In a companion paper I derived the measurement-update equations for CPHD and PHD filters for extracting clusters from dynamically evolving data sets. This paper uses these results to derive CPHD and PHD filters for detecting and tracking multiple targets obscured by unknown, dynamically changing clutter.

Different from the standard probability hypothesis density (PHD) and cardinality probability hypothesis density (CPHD) filters, the trajectory PHD (TPHD) and trajectory CPHD (TCPHD) filters employ the sets of trajectories rather than the sets of the targets as the variables for multi-target filtering. The TPHD and TCPHD filters exploit the inherent potential of the standard PHD and CPHD filters to generate the target trajectory estimates from first principles. In this paper, we develop the TPHD and TCPHD filters for pulse Doppler radars (PD-TPHD and PD-TCPHD filters) to improve the multi-target tracking performance in the scenario with clutter. The Doppler radar can obtain the Doppler measurements of targets in addition to the position measurements of targets, and both measurements are integrated into the recursive filtering of PD-TPHD and PD-TCPHD. PD-TPHD and PD-TCPHD can propagate the best augmented Poisson and independent identically distributed multi-trajectory density approximation, respectively, through the Kullback–Leibler divergence minimization operation. Considering the low computational complexity of sequential filtering, Doppler measurements are sequentially applied to the Gaussian mixture implementation. Moreover, we perform the L-scan implementations of PD-TPHD and PD-TCPHD. Simulation results demonstrate the effectiveness and robustness of the proposed algorithms in the scenario with clutter.

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

Robust cardinalized probability hypothesis density filter based underwater multi-target direction-of-arrival tracking with uncertain measurement noise

The probability hypothesis density (PHD) filter is a practical alternative to the optimal Bayesian multi-target filter based on random finite sets. It propagates the PHD function, the first order moment of the posterior multi-target density, from which the number of targets as well as their individual states can be extracted. Furthermore, the sequential Monte Carlo (SMC) approximation of the PHD filter (also known as particle-PHD filter) is available in the literature in order to overcome its intractability. However, the PHD filter keeps no track of the target identities and hence cannot produce track-valued estimates of individual targets. This work consider the use of an improved implementation, of the particle-PHD filter that gives the track-valued estimates of individual targets and propose a novel way for doing so. The improved PHD filter combines the particles approximation of the posterior PHD function and the peak extraction from the posterior PHD particles to create the target identities of the individual estimates. The improved PHD filter does not affect the convergence results of the particle-PHD filter

In this work, two multitarget trackers - the Cardinalized Probability Hypothesis Density (CPHD) filter and the Recursive Random Sample Consensus (R-RANSAC) algorithm - were applied to three scenarios of the Video Verification of IDentity (VIVID) dataset provided by DARPA. The dataset consists of real video data of multiple cars observed from an unmanned aerial vehicle (UAV) and includes challenging situations such as dense traffic and occlusions. The same detector output was given to each tracker and the same metrics of performance were computed in order to ensure fair comparison of the two tracking approaches. The results show the CPHD did better overall, which was to be expected given that it is the more mature approach.

In this paper, we provide novel derivations of the probability hypothesis density (PHD) and cardinalised PHD (CPHD) filters without using probability generating functionals or functional derivatives. We show that both the PHD and CPHD filters fit in the context of assumed density filtering and implicitly perform Kullback–Leibler divergence (KLD) minimizations after the prediction and update steps. We perform the KLD minimizations directly on the multitarget prediction and posterior densities.

In most of the existing probability hypothesis density (PHD) filters, the clutter is modeled as a Poisson random finite set (RFS) with a known intensity. The clutter intensity is characterized as a product of the average number of clutter (false alarm) points per scan and the probability density of clutter spatial distribution. The PHD filter is generalized to the problem of multi-target tracking (MTT) in clutter with an unknown intensity. In the proposed approach, the unknown clutter intensity is first estimated for the PHD filter. Estimation of the clutter intensity involves the estimation of the average clutter number per scan and the estimation of the clutter density. The clutter density is estimated as finite mixture models (FMM) via either expectation maximum (EM) or Markov chain Monte Carlo (MCMC) algorithm. Then, the estimated intensity is used directly in the PHD filter to perform multi-target detecting and tracking. Monte Carlo (MC) simulation results show that the proposed approach outperforms the naive PHD filter of assuming uniform clutter distribution significantly especially when the nominal clutter model is obviously different from the ground truth.

Underwater multi-targets tracking has always been a difficult problem in active sonar tracking systems. In order to estimate the parameters of time-varying multi-targets moving in underwater environments, based on the Bayesian filtering framework, the Random Finite Set (RFS) is introduced to multi-targets tracking, which not only avoids the problem of data association in multi-targets tracking, but also realizes the estimation of the target number and their states simultaneously. Usually, the conventional Probability Hypothesis Density (PHD) and Cardinalized Probability Hypothesis Density (CPHD) algorithms assume that the detection probability is known as a priori, which is not suitable in many applications. Some methods have been proposed to estimate the detection probability, but most assume that it is constant both in time and surveillance region. In this paper, we model the detection probability through the active sonar equation. When fixed the false detection probability, we can get the analytic expression for the detection probability, which is related to target position. In addition, this novel detection probability is used in PHD and CPHD algorithms and applied to underwater active sonar tracking systems. Also, we use the adaptive ellipse gate strategy to reduce the computational load in PHD and CPHD algorithms. Under the linear Gaussian assumption, the proposed detection probability is illustrated in both Gaussian Mixture Probability Hypothesis Density (GM-PHD) and Gaussian Mixture Cardinalized Probability Hypothesis Density (GM-CPHD), respectively. Simulation results show that the proposed Pd-GM-PHD and Pd-GM-CPHD algorithms are more realistic and accuratein underwater active sonar tracking systems.

Multi-target tracking is a common problem with many applications. In most of these the expected number of targets is not known a priori, so that it has to be estimated from the measured data. Poisson point processes (PPPs) are a very useful theoretical model for diverse applications. One of those is multi-target tracking of an unknown number of targets, leading to the intensity filter (iFilter) and the probability hypothesis density (PHD) filter. This chapter presents a sequential Monte Carlo (SMC) implementation of the iFilter. In theory it was shown that the iFilter can estimate a clutter model from the measurements and thus does not need it as a priori knowledge, like the PHD filter does. Our studies show that this property holds not only in simulations but also in real world applications. In addition it can be shown that the performance of the PHD filter decreases substantially if the a priori knowledge of the clutter intensity is chosen incorrectly.

Tracking of midcourse ballistic target group on space-based infrared focal plane plays a key role in the space-based early warning system. This paper proposes the Gaussian-mixture cardinalized probability hypothesis density (GM-CPHD) filter to solve this problem. The multi-target states and measurements on infrared focal plane are modeled by random finite set (RFS). The intensity function of RFS of multi-target states and the probability distribution of target number are jointly propagated by cardinalized probability hypothesis density (CPHD) recursion. Under the assumptions of linear Gaussian multi-target models, the Gaussian-mixture implementations of CPHD are presented, and the target number and the multi-target states on infrared focal plane are estimated. In order to enable track continuity, we propose 0-1 integer programming to associate the estimated states between frames. The simulation results show that the GM-CPHD filter can dramatically improve the accuracy of estimated target number and estimated target states compared with the Gaussian-mixture probability hypothesis density filter, and that the track continuity can be successfully achieved. Defence Science Journal, 2012, 62(6), pp.431-436 , DOI:http://dx.doi.org/10.14429/dsj.62.1199

We evaluate the use of a probability hypothesis density (PHD) filter in a bearings-only tracking application. The main feature of a PHD filter is that it propagates the first-order statistical moment of a multisource posterior distribution. Multisource estimation using a PHD filter has been shown to reliably track multiple simulated targets in the bearings-only case. In this paper we evaluate the utility of the sequential Monte-Carlo PHD filter for tracking surface ships using bearings-only data acquired from a Bluefin-21 unmanned underwater vehicle in Boston Harbor. The unmanned underwater vehicle was equipped with a rigidly mounted planar hydrophone array that measures the bearing angle to sources of acoustic noise, of which shipping traffic is the dominant source. We further evaluate several target maneuvering models, including clockwise and counter-clockwise coordinated turns. The combination of the coordinated turn models with a constant velocity model is used in a multiple model PHD filter. The results of the multiple model PHD filter are compared to the results of a PHD filter using only a constant velocity model.

The cardinalized probability hypothesis density (CPHD) filter is an alternative approximation to the full multi-target Bayesian filter for tracking multiple targets. However, although the joint propagation of the posterior intensity and cardinality distribution in its recursion allows more reliable estimates of the target number than the PHD filter, the CPHD filter suffers from the spooky effect where there exists arbitrary PHD mass shifting in the presence of missed detections. To address this issue in the Gaussian mixture (GM) implementation of the CPHD filter, this paper presents an improved GM-CPHD filter, which incorporates a weight redistribution scheme into the filtering process to modify the updated weights of the Gaussian components when missed detections occur. In addition, an efficient gating strategy that can adaptively adjust the gate sizes according to the number of missed detections of each Gaussian component is also presented to further improve the computational efficiency of the proposed filter. Simulation results demonstrate that the proposed method offers favorable performance in terms of both estimation accuracy and robustness to clutter and detection uncertainty over the existing methods.

We propose a filtering framework for multitarget tracking that is based on the probability hypothesis density (PHD) filter and data association using graph matching. This framework can be combined with any object detectors that generate positional and dimensional information of objects of interest. The PHD filter compensates for missing detections and removes noise and clutter. Moreover, this filter reduces the growth in complexity with the number of targets from exponential to linear by propagating the first-order moment of the multitarget posterior, instead of the full posterior. In order to account for the nature of the PHD propagation, we propose a novel particle resampling strategy and we adapt dynamic and observation models to cope with varying object scales. The proposed resampling strategy allows us to use the PHD filter when a priori knowledge of the scene is not available. Moreover, the dynamic and observation models are not limited to the PHD filter and can be applied to any Bayesian tracker that can handle state-dependent variances. Extensive experimental results on a large video surveillance dataset using a standard evaluation protocol show that the proposed filtering framework improves the accuracy of the tracker, especially in cluttered scenes.