A track-before-detect labelled multi-Bernoulli particle filter with label switching

This paper presents a multitarget tracking particle filter (PF) for general track-before-detect measurement models. The PF is presented in the random finite set framework and uses a labelled multi-Bernoulli approximation. We also present a label switching improvement algorithm based on Markov chain Monte Carlo that is expected to increase filter performance if targets get in close proximity for a sufficiently long time. The PF is tested in two challenging numerical examples.Comment: Accepted for publication in IEEE Transactions on Aerospace and Electronic System

Riemann-Langevin Particle Filtering in Track-Before-Detect

Track-before-detect (TBD) is a powerful approach that consists in providing the tracker with sensor measurements directly without pre-detection. Due to the measurement model non-linearities, online state estimation in TBD is most commonly solved via particle filtering. Existing particle filters for TBD do not incorporate measurement information in their proposal distribution. The Langevin Monte Carlo (LMC) is a sampling method whose proposal is able to exploit all available knowledge of the posterior (that is, both prior and measurement information). This letter synthesizes recent advances in LMC-based filtering to describe the Riemann-Langevin particle filter and introduces its novel application to TBD. The benefits of our approach are illustrated in a challenging low-noise scenario.Comment: Minor grammatical update

Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm, also known as particle filtering. Nevertheless, this method tends to be inefficient when applied to high dimensional problems. In this paper, we focus on another class of sequential inference methods, namely the Sequential Markov Chain Monte Carlo (SMCMC) techniques, which represent a promising alternative to SMC methods. After providing a unifying framework for the class of SMCMC approaches, we propose novel efficient strategies based on the principle of Langevin diffusion and Hamiltonian dynamics in order to cope with the increasing number of high-dimensional applications. Simulation results show that the proposed algorithms achieve significantly better performance compared to existing algorithms

Multitarget tracking with interacting population-based MCMC-PF

In this paper we address the problem of tracking multiple targets based on raw measurements by means of Particle filtering. This strategy leads to a high computational complexity as the number of targets increases, so that an efficient implementation of the tracker is necessary. We propose a new multitarget Particle Filter (PF) that solves such challenging problem. We call our filter Interacting Population-based MCMC-PF (IP-MCMC-PF) since our approach is based on parallel usage of multiple population-based Metropolis-Hastings (M-H) samplers. Furthermore, to improve the chains mixing properties, we exploit genetic alike moves performing interaction between the Markov Chain Monte Carlo (MCMC) chains. Simulation analyses verify a dramatic reduction in terms of computational time for a given track accuracy, and an increased robustness w.r.t. conventional MCMC based PF

Multiple object tracking using an automatic veriable-dimension particle filter

Object tracking through particle filtering has been widely addressed in recent years. However, most works assume a constant number of objects or utilize an external detector that monitors the entry or exit of objects in the scene. In this work, a novel tracking method based on particle filtering that is able to automatically track a variable number of objects is presented. As opposed to classical prior data assignment approaches, adaptation of tracks to the measurements is managed globally. Additionally, the designed particle filter is able to generate hypotheses on the presence of new objects in the scene, and to confirm or dismiss them by gradually adapting to the global observation. The method is especially suited for environments where traditional object detectors render noisy measurements and frequent artifacts, such as that given by a camera mounted on a vehicle, where it is proven to yield excellent results

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

Bayesian-based techniques for tracking multiple humans in an enclosed environment

This thesis deals with the problem of online visual tracking of multiple humans in an enclosed environment. The focus is to develop techniques to deal with the challenges of varying number of targets, inter-target occlusions and interactions when every target gives rise to multiple measurements (pixels) in every video frame. This thesis contains three different contributions to the research in multi-target tracking. Firstly, a multiple target tracking algorithm is proposed which focuses on mitigating the inter-target occlusion problem during complex interactions. This is achieved with the help of a particle filter, multiple video cues and a new interaction model. A Markov chain Monte Carlo particle filter (MCMC-PF) is used along with a new interaction model which helps in modeling interactions of multiple targets. This helps to overcome tracking failures due to occlusions. A new weighted Markov chain Monte Carlo (WMCMC) sampling technique is also proposed which assists in achieving a reduced tracking error. Although effective, to accommodate multiple measurements (pixels) produced by every target, this technique aggregates measurements into features which results in information loss. In the second contribution, a novel variational Bayesian clustering-based multi-target tracking framework is proposed which can associate multiple measurements to every target without aggregating them into features. It copes with complex inter-target occlusions by maintaining the identity of targets during their close physical interactions and handles efficiently a time-varying number of targets. The proposed multi-target tracking framework consists of background subtraction, clustering, data association and particle filtering. A variational Bayesian clustering technique groups the extracted foreground measurements while an improved feature based joint probabilistic data association filter (JPDAF) is developed to associate clusters of measurements to every target. The data association information is used within the particle filter to track multiple targets. The clustering results are further utilised to estimate the number of targets. The proposed technique improves the tracking accuracy. However, the proposed features based JPDAF technique results in an exponential growth of computational complexity of the overall framework with increase in number of targets. In the final work, a novel data association technique for multi-target tracking is proposed which more efficiently assigns multiple measurements to every target, with a reduced computational complexity. A belief propagation (BP) based cluster to target association method is proposed which exploits the inter-cluster dependency information. Both location and features of clusters are used to re-identify the targets when they emerge from occlusions. The proposed techniques are evaluated on benchmark data sets and their performance is compared with state-of-the-art techniques by using, quantitative and global performance measures

On-road visual vehicle tracking using Markov chain Monte Carlo with metropolis sampling

In this study, a method for vehicle tracking through video analysis based on Markov chain Monte Carlo (MCMC) particle filtering with metropolis sampling is proposed. The method handles multiple targets with low computational requirements and is, therefore, ideally suited for advanced-driver assistance systems that involve real-time operation. The method exploits the removed perspective domain given by inverse perspective mapping (IPM) to define a fast and efficient likelihood model. Additionally, the method encompasses an interaction model using Markov Random Fields (MRF) that allows treatment of dependencies between the motions of targets. The proposed method is tested in highway sequences and compared to state-of-the-art methods for vehicle tracking, i.e., independent target tracking with Kalman filtering (KF) and joint tracking with particle filtering. The results showed fewer tracking failures using the proposed method