Converted Measurement Trackers for Systems with Nonlinear Measurement Functions

Converted measurement tracking is a technique that filters in the coordinate system where the underlying process of interest is linear and Gaussian, and requires the measurements to be nonlinearly transformed to fit. The goal of the transformation is to allow for tracking in the coordinate system that is most natural for describing system dynamics. There are two potential issues that arise when performing converted measurement tracking. The first is conversion bias that occurs when the measurement transformation introduces a bias in the expected value of the converted measurement. The second is estimation bias that occurs because the estimate of the converted measurement error covariance is correlated with the measurement noise, leading to a biased Kalman gain. The goal of this research is to develop a new approach to converted measurement tracking that eliminates the conversion bias and mitigates the estimation bias. This new decorrelated unbiased converted measurement (DUCM) approach is developed and applied to numerous tracking problems applicable to sonar and radar systems. The resulting methods are compared to the current state of the art based on their mean square error (MSE) performance, consistency and performance with respect to the posterior Cramer-Rao lower bound

Multi-sensor multi-target tracking using domain knowledge and clustering

This paper proposes a novel joint multi-target tracking and track maintenance algorithm over a sensor network. Each sensor runs a local joint probabilistic data association (JPDA) filter using only its own measurements. Unlike the original JPDA approach, the proposed local filter utilises the detection amplitude as domain knowledge to improve the estimation accuracy. In the fusion stage, the DBSCAN clustering in conjunction with statistical test is proposed to group all local tracks into several clusters. Each generated cluster represents the local tracks that are from the same target source and the global estimation of each cluster is obtained by the generalized covariance intersection (GCI) algorithm. Extensive simulation results clearly confirms the effectiveness of the proposed multisensor multi-target tracking algorithm

Multi-target detection and estimation with the use of massive independent, identical sensors

This paper investigates the problem of using a large number of independent, identical sensors jointly for multi-object detection and estimation (MODE), namely massive sensor MODE. This is significantly different to the general target tracking using few sensors. The massive sensor data allows very accurate estimation in theory (but may instead go conversely in fact) but will also cause a heavy computational burden for the traditional filter-based tracker. Instead, we propose a clustering method to fuse massive sensor data in the same state space, which is shown to be able to filter clutter and to estimate states of the targets without the use of any traditional filter. This non-Bayesian solution as referred to massive sensor observation-only (O2) inference needs neither to assume the target/clutter model nor to know the system noises. Therefore it can handle challenging scenarios with few prior information and do so very fast computationally. Simulations with the use of massive homogeneous (independent identical distributed) sensors have demonstrated the validity and superiority of the proposed approach

An Information Fusion Perspective

A fundamental issue concerned the effectiveness of the Bayesian filter is raised.The observation-only (O2) inference is presented for dynamic state estimation.The "probability of filter benefit" is defined and quantitatively analyzed.Convincing simulations demonstrate that many filters can be easily ineffective. The general solution for dynamic state estimation is to model the system as a hidden Markov process and then employ a recursive estimator of the prediction-correction format (of which the best known is the Bayesian filter) to statistically fuse the time-series observations via models. The performance of the estimator greatly depends on the quality of the statistical mode assumed. In contrast, this paper presents a modeling-free solution, referred to as the observation-only (O2) inference, which infers the state directly from the observations. A Monte Carlo sampling approach is correspondingly proposed for unbiased nonlinear O2 inference. With faster computational speed, the performance of the O2 inference has identified a benchmark to assess the effectiveness of conventional recursive estimators where an estimator is defined as effective only when it outperforms on average the O2 inference (if applicable). It has been quantitatively demonstrated, from the perspective of information fusion, that a prior "biased" information (which inevitably accompanies inaccurate modelling) can be counterproductive for a filter, resulting in an ineffective estimator. Classic state space models have shown that a variety of Kalman filters and particle filters can easily be ineffective (inferior to the O2 inference) in certain situations, although this has been omitted somewhat in the literature

Spatio-temporal Gaussian process models for extended and group object tracking with irregular shapes

Extended object tracking has become an integral part of many autonomous systems during the last two decades. For the first time, this paper presents a generic spatio-temporal Gaussian process (STGP) for tracking an irregular and non-rigid extended object. The complex shape is represented by key points and their parameters are estimated both in space and time. This is achieved by a factorization of the power spectral density function of the STGP covariance function. A new form of the temporal covariance kernel is derived with the theoretical expression of the filter likelihood function. Solutions to both the filtering and the smoothing problems are presented. A thorough evaluation of the performance in a simulated environment shows that the proposed STGP approach outperforms the state-of-the-art approach, with up to 90% improvement in the accuracy in position, 95% in velocity and 7% in the shape, while tracking a simulated asymmetric non-rigid object. The tracking performance improvement for a non-rigid irregular real object is up to 43% in position, 68% in velocity, 10% in the recall and 115% in the precision measures