Random finite sets in multi-target tracking - efficient sequential MCMC implementation

Over the last few decades multi-target tracking (MTT) has proved to be a challenging and attractive research topic. MTT applications span a wide variety of disciplines, including robotics, radar/sonar surveillance, computer vision and biomedical research. The primary focus of this dissertation is to develop an effective and efficient multi-target tracking algorithm dealing with an unknown and time-varying number of targets. The emerging and promising Random Finite Set (RFS) framework provides a rigorous foundation for optimal Bayes multi-target tracking. In contrast to traditional approaches, the collection of individual targets is treated as a set-valued state. The intent of this dissertation is two-fold; first to assert that the RFS framework not only is a natural, elegant and rigorous foundation, but also leads to practical, efficient and reliable algorithms for Bayesian multi-target tracking, and second to provide several novel RFS based tracking algorithms suitable for the specific Track-Before-Detect (TBD) surveillance application. One main contribution of this dissertation is a rigorous derivation and practical implementation of a novel algorithm well suited to deal with multi-target tracking problems for a given cardinality. The proposed Interacting Population-based MCMC-PF algorithm makes use of several Metropolis-Hastings samplers running in parallel, which interact through genetic variation. Another key contribution concerns the design and implementation of two novel algorithms to handle a varying number of targets. The first approach exploits Reversible Jumps. The second approach is built upon the concepts of labeled RFSs and multiple cardinality hypotheses. The performance of the proposed algorithms is also demonstrated in practical scenarios, and shown to significantly outperform conventional multi-target PF in terms of track accuracy and consistency. The final contribution seeks to exploit external information to increase the performance of the surveillance system. In multi-target scenarios, kinematic constraints from the interaction of targets with their environment or other targets can restrict target motion. Such motion constraint information is integrated by using a fixed-lag smoothing procedure, named Knowledge-Based Fixed-Lag Smoother (KB-Smoother). The proposed combination IP-MCMC-PF/KB-Smoother yields enhanced tracking

Moving target detection in multi-static GNSS-based passive radar based on multi-Bernoulli filter

Over the past few years, the global navigation satellite system (GNSS)-based passive radar (GBPR) has attracted more and more attention and has developed very quickly. However, the low power level of GNSS signal limits its application. To enhance the ability of moving target detection, a multi-static GBPR (MsGBPR) system is considered in this paper, and a modified iterated-corrector multi-Bernoulli (ICMB) filter is also proposed. The likelihood ratio model of the MsGBPR with range-Doppler map is first presented. Then, a signal-to-noise ratio (SNR) online estimation method is proposed, which can estimate the fluctuating and unknown map SNR effectively. After that, a modified ICMB filter and its sequential Monte Carlo (SMC) implementation are proposed, which can update all measurements from multi-transmitters in the optimum order (ascending order). Moreover, based on the proposed method, a moving target detecting framework using MsGBPR data is also presented. Finally, performance of the proposed method is demonstrated by numerical simulations and preliminary experimental results, and it is shown that the position and velocity of the moving target can be estimated accuratel

Robust Multi-Object Tracking: A Labeled Random Finite Set Approach

The labeled random finite set based generalized multi-Bernoulli filter is a tractable analytic solution for the multi-object tracking problem. The robustness of this filter is dependent on certain knowledge regarding the multi-object system being available to the filter. This dissertation presents techniques for robust tracking, constructed upon the labeled random finite set framework, where complete information regarding the system is unavailable

Advanced signal processing techniques for multi-target tracking

The multi-target tracking problem essentially involves the recursive joint estimation of the state of unknown and time-varying number of targets present in a tracking scene, given a series of observations. This problem becomes more challenging because the sequence of observations is noisy and can become corrupted due to miss-detections and false alarms/clutter. Additionally, the detected observations are indistinguishable from clutter. Furthermore, whether the target(s) of interest are point or extended (in terms of spatial extent) poses even more technical challenges. An approach known as random finite sets provides an elegant and rigorous framework for the handling of the multi-target tracking problem. With a random finite sets formulation, both the multi-target states and multi-target observations are modelled as finite set valued random variables, that is, random variables which are random in both the number of elements and the values of the elements themselves. Furthermore, compared to other approaches, the random finite sets approach possesses a desirable characteristic of being free of explicit data association prior to tracking. In addition, a framework is available for dealing with random finite sets and is known as finite sets statistics. In this thesis, advanced signal processing techniques are employed to provide enhancements to and develop new random finite sets based multi-target tracking algorithms for the tracking of both point and extended targets with the aim to improve tracking performance in cluttered environments. To this end, firstly, a new and efficient Kalman-gain aided sequential Monte Carlo probability hypothesis density (KG-SMC-PHD) filter and a cardinalised particle probability hypothesis density (KG-SMC-CPHD) filter are proposed. These filters employ the Kalman- gain approach during weight update to correct predicted particle states by minimising the mean square error between the estimated measurement and the actual measurement received at a given time in order to arrive at a more accurate posterior. This technique identifies and selects those particles belonging to a particular target from a given PHD for state correction during weight computation. The proposed SMC-CPHD filter provides a better estimate of the number of targets. Besides the improved tracking accuracy, fewer particles are required in the proposed approach. Simulation results confirm the improved tracking performance when evaluated with different measures. Secondly, the KG-SMC-(C)PHD filters are particle filter (PF) based and as with PFs, they require a process known as resampling to avoid the problem of degeneracy. This thesis proposes a new resampling scheme to address a problem with the systematic resampling method which causes a high tendency of resampling very low weight particles especially when a large number of resampled particles are required; which in turn affect state estimation. Thirdly, the KG-SMC-(C)PHD filters proposed in this thesis perform filtering and not tracking , that is, they provide only point estimates of target states but do not provide connected estimates of target trajectories from one time step to the next. A new post processing step using game theory as a solution to this filtering - tracking problem is proposed. This approach was named the GTDA method. This method was employed in the KG-SMC-(C)PHD filter as a post processing technique and was evaluated using both simulated and real data obtained using the NI-USRP software defined radio platform in a passive bi-static radar system. Lastly, a new technique for the joint tracking and labelling of multiple extended targets is proposed. To achieve multiple extended target tracking using this technique, models for the target measurement rate, kinematic component and target extension are defined and jointly propagated in time under the generalised labelled multi-Bernoulli (GLMB) filter framework. The GLMB filter is a random finite sets-based filter. In particular, a Poisson mixture variational Bayesian (PMVB) model is developed to simultaneously estimate the measurement rate of multiple extended targets and extended target extension was modelled using B-splines. The proposed method was evaluated with various performance metrics in order to demonstrate its effectiveness in tracking multiple extended targets

Estimation and control of multi-object systems with high-fidenlity sensor models: A labelled random finite set approach

Principled and novel multi-object tracking algorithms are proposed, that have the ability to optimally process realistic sensor data, by accommodating complex observational phenomena such as merged measurements and extended targets. Additionally, a sensor control scheme based on a tractable, information theoretic objective is proposed, the goal of which is to optimise tracking performance in multi-object scenarios. The concept of labelled random finite sets is adopted in the development of these new techniques

Online Audio-Visual Multi-Source Tracking and Separation: A Labeled Random Finite Set Approach

The dissertation proposes an online solution for separating an unknown and time-varying number of moving sources using audio and visual data. The random finite set framework is used for the modeling and fusion of audio and visual data. This enables an online tracking algorithm to estimate the source positions and identities for each time point. With this information, a set of beamformers can be designed to separate each desired source and suppress the interfering sources

Group and extended target tracking with the probability hypothesis density filter

Multiple target tracking concerns the estimation of an unknown and time-varying number of objects (targets) as they dynamically evolve over time from a sequence of measurements obtained from sensors at discrete time intervals. In the Bayesian ltering framework the estimation problem incorporates natural phenomena such as false measurements and target birth/death. Though theoretically optimal, the generally intractable Bayesian lter requires suitable approximations. This thesis is particularly motivated by a rst-order moment approximation known as the Probability Hypothesis Density (PHD) lter. The emphasis in this thesis is on the further development of the PHD lter for handling more advanced target tracking problems, principally involving multiple group and extended targets. A group target is regarded as a collection of targets that share a common motion or characteristic, while an extended target is regarded as a target that potentially generates multiple measurements. The main contributions are the derivations of the PHD lter for multiple group and extended target tracking problems and their subsequent closed-form solutions. The proposed algorithms are applied in simulated scenarios and their estimate results demonstrate that accurate tracking performance is attainable for certain group/extended target tracking problems. The performance is further analysed with the use of suitable metrics.Engineering and Physical Sciences Research Council (EPSRC) Industrial CASE Award Studentshi