Arithmetic Average Density Fusion -- Part III: Heterogeneous Unlabeled and Labeled RFS Filter Fusion

This paper proposes a heterogenous density fusion approach to scalable multisensor multitarget tracking where the inter-connected sensors run different types of random finite set (RFS) filters according to their respective capacity and need. These diverse RFS filters result in heterogenous multitarget densities that are to be fused with each other in a proper means for more robust and accurate detection and localization of the targets. Our approach is based on Gaussian mixture implementations where the local Gaussian components (L-GCs) are revised for PHD consensus, i.e., the corresponding unlabeled probability hypothesis densities (PHDs) of each filter best fit their average regardless of the specific type of the local densities. To this end, a computationally efficient, coordinate descent approach is proposed which only revises the weights of the L-GCs, keeping the other parameters unchanged. In particular, the PHD filter, the unlabeled and labeled multi-Bernoulli (MB/LMB) filters are considered. Simulations have demonstrated the effectiveness of the proposed approach for both homogeneous and heterogenous fusion of the PHD-MB-LMB filters in different configurations.Comment: 11 pages, 14 figures. IEEE Transactions on Aerospace and Electronics Systems, 202

Arithmetic Average Density Fusion -- Part I: Some Statistic and Information-theoretic Results

Finite mixture such as the Gaussian mixture is a flexible and powerful probabilistic modeling tool for representing the multimodal distribution widely involved in many estimation and learning problems. The core of it is representing the target distribution by the arithmetic average (AA) of a finite number of sub-distributions which constitute a mixture. While the mixture has been widely used for single sensor filter design, it is only recent that the AA fusion demonstrates compelling performance for multi-sensor filter design. In this paper, some statistic and information-theoretic results are given on the covariance consistency, mean square error, mode-preservation capacity, and the information divergence of the AA fusion approach. In particular, based on the concept of conservative fusion, the relationship of the AA fusion with the existing conservative fusion approaches such as covariance union and covariance intersection is exposed. A suboptimal weighting approach has been proposed, which jointly with the best mixture-fit property of the AA fusion leads to a max-min optimization problem. Linear Gaussian models are considered for algorithm illustration and simulation comparison, resulting in the first-ever AA fusion-based multi-sensor Kalman filter.Comment: 30 pages, 14 figures, 3 tables. Information Fusion, 202

Second-order statistics analysis and comparison between arithmetic and geometric average fusion: Application to multi-sensor target tracking

Two fundamental approaches to information averaging are based on linear and logarithmic combination, yielding the arithmetic average (AA) and geometric average (GA) of the fusing data, respectively. In the context of multisensor target tracking, the two most common formats of data to be fused are random variables and probability density functions, namely v-fusion and f-fusion, respectively. In this work, we analyze and compare the second-order statistics (including variance and mean square error) of AA and GA in terms of both v-fusion and f-fusion. The case of weighted Gaussian mixtures representing multitarget densities in the presence of false alarms and missed detections (whose weight sums are not necessarily unit) is also considered, the result of which turns out to be significantly different from that of a single target. In addition to exact derivation, exemplifying analyses and illustrations are also provided.This work was supported in part by the Marie Skłodowska-Curie Individual Fellowship under Grant 709267, in part by Shaanxi Natural Fund under Grant 2018MJ6048, in part by the Northwestern Polytechnical University, and in part by Junta Castilla y León, Consejería de Educación and FEDER funds under project SA267P18

A Robust Multi-Sensor PHD Filter Based on Multi-Sensor Measurement Clustering

[EN] This letter presents a novel multi-sensor probability hypothesis density (PHD) filter for multi-target tracking by means of multiple or even massive sensors that are linked by a fusion center or by a peer-to-peer network. As a challenge, we find there is little known about the statistical properties of the sensors in terms of their measurement noise, clutter, target detection probability, and even potential cross-correlation. Our approach converts the collection of the measurements of different sensors to a set of proxy and homologous measurements. These synthetic measurements overcome the problems of false and missing data and of unknown statistics, and facilitate linear PHD updating that amounts to the standard PHD filtering with no false and missing data. Simulation has demonstrated the advantages and limitations of our approach in comparison with the cutting-edge multi-sensor/distributed PHD filters

Dual-Channel Particle Filter Based Track-Before-Detect for Monopulse Radar

A particle filter based track-before-detect (PF-TBD) algorithm is proposed for the monopulse high pulse repetition frequency (PRF) pulse Doppler radar. The actual measurement model is adopted, in which the range is highly ambiguous and the sum and difference channels exist in parallel. A quantization method is used to approximate the point spread function to reduce the computation load. The detection decisions of the PF-TBD are fed to a binary integrator to further improve the detection performance. Simulation results show that the proposed algorithm can detect and track the low SNR target efficiently. The detection performance is improved significantly for both the single frame and the multiframe detection compared with the classical detector. A performance comparison with the PF-TBD using sum channel only is also supplied