Regional variance for multi-object filtering

Recent progress in multi-object filtering has led to algorithms that compute the first-order moment of multi-object distributions based on sensor measurements. The number of targets in arbitrarily selected regions can be estimated using the first-order moment. In this work, we introduce explicit formulae for the computation of the second-order statistic on the target number. The proposed concept of regional variance quantifies the level of confidence on target number estimates in arbitrary regions and facilitates information-based decisions. We provide algorithms for its computation for the Probability Hypothesis Density (PHD) and the Cardinalized Probability Hypothesis Density (CPHD) filters. We demonstrate the behaviour of the regional statistics through simulation examples

Robust Distributed Fusion with Labeled Random Finite Sets

This paper considers the problem of the distributed fusion of multi-object posteriors in the labeled random finite set filtering framework, using Generalized Covariance Intersection (GCI) method. Our analysis shows that GCI fusion with labeled multi-object densities strongly relies on label consistencies between local multi-object posteriors at different sensor nodes, and hence suffers from a severe performance degradation when perfect label consistencies are violated. Moreover, we mathematically analyze this phenomenon from the perspective of Principle of Minimum Discrimination Information and the so called yes-object probability. Inspired by the analysis, we propose a novel and general solution for the distributed fusion with labeled multi-object densities that is robust to label inconsistencies between sensors. Specifically, the labeled multi-object posteriors are firstly marginalized to their unlabeled posteriors which are then fused using GCI method. We also introduce a principled method to construct the labeled fused density and produce tracks formally. Based on the developed theoretical framework, we present tractable algorithms for the family of generalized labeled multi-Bernoulli (GLMB) filters including $\delta$-GLMB, marginalized $\delta$-GLMB and labeled multi-Bernoulli filters. The robustness and efficiency of the proposed distributed fusion algorithm are demonstrated in challenging tracking scenarios via numerical experiments.Comment: 17pages, 23 figure

A second-order PHD filter with mean and variance in target number

The Probability Hypothesis Density (PHD) and Cardinalized PHD (CPHD) filters are popular solutions to the multi-target tracking problem due to their low complexity and ability to estimate the number and states of targets in cluttered environments. The PHD filter propagates the first-order moment (i.e. mean) of the number of targets while the CPHD propagates the cardinality distribution in the number of targets, albeit for a greater computational cost. Introducing the Panjer point process, this paper proposes a second-order PHD filter, propagating the second-order moment (i.e. variance) of the number of targets alongside its mean. The resulting algorithm is more versatile in the modelling choices than the PHD filter, and its computational cost is significantly lower compared to the CPHD filter. The paper compares the three filters in statistical simulations which demonstrate that the proposed filter reacts more quickly to changes in the number of targets, i.e., target births and target deaths, than the CPHD filter. In addition, a new statistic for multi-object filters is introduced in order to study the correlation between the estimated number of targets in different regions of the state space, and propose a quantitative analysis of the spooky effect for the three filters