A Survey of Recent Advances in Particle Filters and Remaining Challenges for Multitarget Tracking

[EN]We review some advances of the particle filtering (PF) algorithm that have been achieved in the last decade in the context of target tracking, with regard to either a single target or multiple targets in the presence of false or missing data. The first part of our review is on remarkable achievements that have been made for the single-target PF from several aspects including importance proposal, computing efficiency, particle degeneracy/impoverishment and constrained/multi-modal systems. The second part of our review is on analyzing the intractable challenges raised within the general multitarget (multi-sensor) tracking due to random target birth and termination, false alarm, misdetection, measurement-to-track (M2T) uncertainty and track uncertainty. The mainstream multitarget PF approaches consist of two main classes, one based on M2T association approaches and the other not such as the finite set statistics-based PF. In either case, significant challenges remain due to unknown tracking scenarios and integrated tracking management

Study of Multi-Modal and Non-Gaussian Probability Density Functions in Target Tracking with Applications to Dim Target Tracking

The majority of deployed target tracking systems use some variant of the Kalman filter for their state estimation algorithm. In order for a Kalman filter to be optimal, the measurement and state equations must be linear and the process and measurement noises must be Gaussian random variables (or vectors). One problem arises when the state or measurement function becomes a multi-modal Gaussian mixture. This typically occurs with the interactive multiple model (IMM) technique and its derivatives and also with probabilistic and joint probabilistic data association (PDA/JPDA) algorithms. Another common problem in target tracking is that the target\u27s signal-to-noise ratio (SNR) at the sensor is often low. This situation is often referred to as the dim target tracking or track-before-detect (TBD) scenario. When this occurs, the probability density function (PDF) of the measurement likelihood function becomes non-Gaussian and often has a Rayleigh or Ricean distribution. In this case, a Kalman filter variant may also perform poorly. The common solution to both of these problems is the particle filter (PF). A key drawback of PF algorithms, however, is that they are computationally expensive. This dissertation, thus, concentrates on developing PF algorithms that provide comparable performance to conventional PFs but at lower particle costs and presents the following four research efforts. 1. A multirate multiple model particle filter (MRMMPF) is presented in Section-3. The MRMMPF tracks a single, high signal-to-noise-ratio, maneuvering target in clutter. It coherently accumulates measurement information over multiple scans via discrete wavelet transforms (DWT) and multirate processing. This provides the MRMMPF with a much stronger data association capability than is possible with a single scan algorithm. In addition, its particle filter nature allows it to better handle multiple modes that arise from multiple target motion models. Consequently, the MRMMPF provides substantially better root-mean-square error (RMSE) tracking performance than either a full-rate or multirate Kalman filter tracker or full-rate multiple model particle filter (MMPF) with a same particle count. 2. A full-rate multiple model particle filter for track-before-detect (MMPF-TBD) and a multirate multiple model particle filter for track-before-detect (MRMMPF-TBD) are presented in Section-4. These algorithms extend the areas mentioned above and track low SNR targets which perform small maneuvers. The MRMMPF-TBD and MMPF-TBD both use a combined probabilistic data association (PDA) and maximum likelihood (ML) approach. The MRMMPF-TBD provides equivalent RMSE performance at substantially lower particle counts than a full-rate MMPF-TBD. In addition, the MRMMPF-TBD tracks very dim constant velocity targets that the MMPF-TBD cannot. 3. An extended spatial domain multiresolutional particle filter (E-SD-MRES-PF) is developed in Section-5. The E-SD-MRES-PF modifies and extends a recently developed spatial domain multiresolutional particle filter prototype. The prototype SD-MRES-PF was only demonstrated for one update cycle. In contrast, E-SD-MRES-PF functions over multiple update cycles and provides comparable RMSE performance at a reduced particle cost under a variety of PDF scenarios. 4. Two variants of a single-target Gaussian mixture model particle filter (GMMPF) are presented in Section-6. The GMMPF models the particle cloud as a Gaussian finite mixture model (FMM). MATLAB simulations show that the GMMPF provides performance comparable to a particle filter but at a lower particle cost

Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond

Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., recursion from a Gaussian or Gaussian mixture (GM) prior to a Gaussian/GM posterior (termed ‘Gaussian conjugacy’ in this paper), form the backbone for a general time series filter design. Due to challenges arising from nonlinearity, multimodality (including target maneuver), intractable uncertainties (such as unknown inputs and/or non-Gaussian noises) and constraints (including circular quantities), etc., new theories, algorithms, and technologies have been developed continuously to maintain such a conjugacy, or to approximate it as close as possible. They had contributed in large part to the prospective developments of time series parametric filters in the last six decades. In this paper, we review the state of the art in distinctive categories and highlight some insights that may otherwise be easily overlooked. In particular, specific attention is paid to nonlinear systems with an informative observation, multimodal systems including Gaussian mixture posterior and maneuvers, and intractable unknown inputs and constraints, to fill some gaps in existing reviews and surveys. In addition, we provide some new thoughts on alternatives to the first-order Markov transition model and on filter evaluation with regard to computing complexity

A Gaussian Process Regression based Dynamical Models Learning Algorithm for Target Tracking

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target. Non-parametric Gaussian process regression (GPR) is used to learn a target's naturally shift invariant motion (NSIM) behavior, which is translationally invariant and does not need to be constantly updated as the target moves. The learned Gaussian processes (GPs) can be applied to track targets within different surveillance regions from the surveillance region of the training data by being incorporated into the particle filter (PF) implementation. The performance of our proposed approach is evaluated over different maneuvering scenarios by being compared with commonly used interacting multiple model (IMM)-PF methods and provides around $90\%$ performance improvement for a multi-target tracking (MTT) highly maneuvering scenario.Comment: 11 pages, 10 figure

Multi Sensor Multi Target Perception and Tracking for Informed Decisions in Public Road Scenarios

Multi-target tracking in public traffic calls for a tracking system with automated track initiation and termination facilities in a randomly evolving driving environment. Besides, the key problem of data association needs to be handled effectively considering the limitations in the computational resources on-board an autonomous car. The challenge of the tracking problem is further evident in the use of high-resolution automotive sensors which return multiple detections per object. Furthermore, it is customary to use multiple sensors that cover different and/or over-lapping Field of View and fuse sensor detections to provide robust and reliable tracking. As a consequence, in high-resolution multi-sensor settings, the data association uncertainty, and the corresponding tracking complexity increases pointing to a systematic approach to handle and process sensor detections. In this work, we present a multi-target tracking system that addresses target birth/initiation and death/termination processes with automatic track management features. These tracking functionalities can help facilitate perception during common events in public traffic as participants (suddenly) change lanes, navigate intersections, overtake and/or brake in emergencies, etc. Various tracking approaches including the ones based on joint integrated probability data association (JIPDA) filter, Linear Multi-target Integrated Probabilistic Data Association (LMIPDA) Filter, and their multi-detection variants are adapted to specifically include algorithms that handle track initiation and termination, clutter density estimation and track management. The utility of the filtering module is further elaborated by integrating it into a trajectory tracking problem based on model predictive control. To cope with tracking complexity in the case of multiple high-resolution sensors, we propose a hybrid scheme that combines the approaches of data clustering at the local sensor and multiple detections tracking schemes at the fusion layer. We implement a track-to-track fusion scheme that de-correlates local (sensor) tracks to avoid double counting and apply a measurement partitioning scheme to re-purpose the LMIPDA tracking algorithm to multi-detection cases. In addition to the measurement partitioning approach, a joint extent and kinematic state estimation scheme are integrated into the LMIPDA approach to facilitate perception and tracking of an individual as well as group targets as applied to multi-lane public traffic. We formulate the tracking problem as a two hierarchical layer. This arrangement enhances the multi-target tracking performance in situations including but not limited to target initialization(birth process), target occlusion, missed detections, unresolved measurement, target maneuver, etc. Also, target groups expose complex individual target interactions to help in situation assessment which is challenging to capture otherwise. The simulation studies are complemented by experimental studies performed on single and multiple (group) targets. Target detections are collected from a high-resolution radar at a frequency of 20Hz; whereas RTK-GPS data is made available as ground truth for one of the target vehicle\u27s trajectory

Multiple-Target Tracking in Complex Scenarios

In this dissertation, we develop computationally efficient algorithms for multiple-target tracking: MTT) in complex scenarios. For each of these scenarios, we develop measurement and state-space models, and then exploit the structure in these models to propose efficient tracking algorithms. In addition, we address design issues such as sensor selection and resource allocation. First, we consider MTT when the targets themselves are moving in a time-varying multipath environment. We develop a sparse-measurement model that allows us to exploit the inherent joint delay-Doppler diversity offered by the environment. We then reformulate the problem of MTT as a block-support recovery problem using the sparse measurement model. We exploit the structure of the dictionary matrix to develop a computationally efficient block support recovery algorithm: and thereby a multiple-target tracking algorithm) under the assumption that the channel state describing the time-varying multipath environment is known. Further, we also derive an upper bound on the overall error probability of wrongly identifying the support of the sparse signal. We then relax the assumption that the channel state is known. We develop a new particle filter called the Multiple Rao-Blackwellized Particle Filter: MRBPF) to jointly estimate both the target and the channel states. We also compute the posterior Cramér-Rao bound: PCRB) on the estimates of the target and the channel states and use the PCRB to find a suitable subset of antennas to be used for transmission in each tracking interval, as well as the power transmitted by these antennas. Second, we consider the problem of tracking an unknown number and types of targets using a multi-modal sensor network. In a multi-modal sensor network, different quantities associated with the same state are measured using sensors of different kinds. Hence, an efficient method that can suitably combine the diverse information measured by each sensor is required. We first develop a Hierarchical Particle Filter: HPF) to estimate the unknown state from the multi-modal measurements for a special class of problems which can be modeled hierarchically. We then model our problem of tracking using a hierarchical model and then use the proposed HPF for joint initiation, termination and tracking of multiple targets. The multi-modal data consists of the measurements collected from a radar, an infrared camera and a human scout. We also propose a unified framework for multi-modal sensor management that comprises sensor selection: SS), resource allocation: RA) and data fusion: DF). Our approach is inspired by the trading behavior of economic agents in commercial markets. We model the sensors and the sensor manager as economic agents, and the interaction among them as a double sided market with both consumers and producers. We propose an iterative double auction mechanism for computing the equilibrium of such a market. We relate the equilibrium point to the solutions of SS, RA and DF. Third, we address MTT problem in the presence of data association ambiguity that arises due to clutter. Data association corresponds to the problem of assigning a measurement to each target. We treat the data association and state estimation as separate subproblems. We develop a game-theoretic framework to solve the data association, in which we model each tracker as a player and the set of measurements as strategies. We develop utility functions for each player, and then use a regret-based learning algorithm to find the correlated equilibrium of this game. The game-theoretic approach allows us to associate measurements to all the targets simultaneously. We then use particle filtering on the reduced dimensional state of each target, independently

Estimation, Decision and Applications to Target Tracking

This dissertation mainly consists of three parts. The first part proposes generalized linear minimum mean-square error (GLMMSE) estimation for nonlinear point estimation. The second part proposes a recursive joint decision and estimation (RJDE) algorithm for joint decision and estimation (JDE). The third part analyzes the performance of sequential probability ratio test (SPRT) when the log-likelihood ratios (LLR) are independent but not identically distributed. The linear minimum mean-square error (LMMSE) estimation plays an important role in nonlinear estimation. It searches for the best estimator in the set of all estimators that are linear in the measurement. A GLMMSE estimation framework is proposed in this disser- tation. It employs a vector-valued measurement transform function (MTF) and finds the best estimator among all estimators that are linear in MTF. Several design guidelines for the MTF based on a numerical example were provided. A RJDE algorithm based on a generalized Bayes risk is proposed in this dissertation for dynamic JDE problems. It is computationally efficient for dynamic problems where data are made available sequentially. Further, since existing performance measures for estimation or decision are effective to evaluate JDE algorithms, a joint performance measure is proposed for JDE algorithms for dynamic problems. The RJDE algorithm is demonstrated by applications to joint tracking and classification as well as joint tracking and detection in target tracking. The characteristics and performance of SPRT are characterized by two important functions—operating characteristic (OC) and average sample number (ASN). These two functions have been studied extensively under the assumption of independent and identically distributed (i.i.d.) LLR, which is too stringent for many applications. This dissertation relaxes the requirement of identical distribution. Two inductive equations governing the OC and ASN are developed. Unfortunately, they have non-unique solutions in the general case. They do have unique solutions in two special cases: (a) the LLR sequence converges in distributions and (b) the LLR sequence has periodic distributions. Further, the analysis can be readily extended to evaluate the performance of the truncated SPRT and the cumulative sum test

Bayesian multi-target tracking: application to total internal reflection fluorescence microscopy

This thesis focuses on the problem of automated tracking of tiny cellular and sub-cellular structures, known as particles, in the sequences acquired from total internal reflection fluorescence microscopy (TIRFM) imaging technique. Our primary biological motivation is to develop an automated system for tracking the sub-cellular structures involving exocytosis (an intracellular mechanism) which is helpful for studying the possible causes of the defects in diseases such as diabetes and obesity. However, all methods proposed in this thesis are generalized to be applicable for a wide range of particle tracking applications. A reliable multi-particle tracking method should be capable of tracking numerous similar objects in the presence of high levels of noise, high target density and complex motions and interactions. In this thesis, we choose the Bayesian filtering framework as our main approach to deal with this problem. We focus on the approaches that work based on detections. Therefore, in this thesis, we first propose a method that robustly detects the particles in the noisy TIRFM sequences with inhomogeneous and time-varying background. In order to evaluate our detection and tracking methods on the sequences with known and reliable ground truth, we also present a framework for generating realistic synthetic TIRFM data. To propose a reliable multi-particle tracking method for TIRFM sequences, we suggest a framework by combining two robust Bayesian filters, the interacting multiple model and joint probabilistic data association (IMM-JPDA) filters. The performance of our particle tracking method is compared against those of several popular and state-of-the art particle tracking approaches on both synthetic and real sequences. Although our approach performs well in tracking particles, it can be very computationally demanding for the applications with dense targets with poor detections. To propose a computationally cheap, but reliable, multi-particle tracking method, we investigate the performance of a recent multi-target Bayesian filter based on random finite theory, the probability hypothesis density (PHD) filter, on our application. To this end, we propose a general framework for tracking particles using this filter. Moreover, we assess the performance of our proposed PHD filter on both synthetic and real sequences with high level of noise and particle density. We compare its results from both aspects of accuracy and processing time against our IMM-JPDA filter. Finally, we suggest a framework for tracking particles in a challenging problem where the noise characteristic and the background intensity of sequences change during the acquisition process which make detection profile and clutter rate time-variant. To deal with this, we propose a bootstrap filter using another type of the random finite set based Bayesian filters, the cardinalized PHD (CPHD) filter, composed of an estimator and a tracker. The estimator adaptively estimates the required meta parameters for the tracker such as clutter rate and the detection probability while the tracker estimates the state of the targets. We evaluate the performance of our bootstrap on both synthetic and real sequences under these time-varying conditions. Moreover, its performance is compared against those of our other particle trackers as well as the state-of-the art particle tracking approaches

Real-time visual tracking using image processing and filtering methods

The main goal of this thesis is to develop real-time computer vision algorithms in order to detect and to track targets in uncertain complex environments purely based on a visual sensor. Two major subjects addressed by this work are: 1. The development of fast and robust image segmentation algorithms that are able to search and automatically detect targets in a given image. 2. The development of sound filtering algorithms to reduce the effects of noise in signals from the image processing. The main constraint of this research is that the algorithms should work in real-time with limited computing power on an onboard computer in an aircraft. In particular, we focus on contour tracking which tracks the outline of the target represented by contours in the image plane. This thesis is concerned with three specific categories, namely image segmentation, shape modeling, and signal filtering. We have designed image segmentation algorithms based on geometric active contours implemented via level set methods. Geometric active contours are deformable contours that automatically track the outlines of objects in images. In this approach, the contour in the image plane is represented as the zero-level set of a higher dimensional function. (One example of the higher dimensional function is a three-dimensional surface for a two-dimensional contour.) This approach handles the topological changes (e.g., merging, splitting) of the contour naturally. Although geometric active contours prevail in many fields of computer vision, they suffer from the high computational costs associated with level set methods. Therefore, simplified versions of level set methods such as fast marching methods are often used in problems of real-time visual tracking. This thesis presents the development of a fast and robust segmentation algorithm based on up-to-date extensions of level set methods and geometric active contours, namely a fast implementation of Chan-Vese's (active contour) model (FICVM). The shape prior is a useful cue in the recognition of the true target. For the contour tracker, the outline of the target can be easily disrupted by noise. In geometric active contours, to cope with deviations from the true outline of the target, a higher dimensional function is constructed based on the shape prior, and the contour tracks the outline of an object by considering the difference between the higher dimensional functions obtained from the shape prior and from a measurement in a given image. The higher dimensional function is often a distance map which requires high computational costs for construction. This thesis focuses on the extraction of shape information from only the zero-level set of the higher dimensional function. This strategy compensates for inaccuracies in the calculation of the shape difference that occur when a simplified higher dimensional function is used. This is named as contour-based shape modeling. Filtering is an essential element in tracking problems because of the presence of noise in system models and measurements. The well-known Kalman filter provides an exact solution only for problems which have linear models and Gaussian distributions (linear/Gaussian problems). For nonlinear/non-Gaussian problems, particle filters have received much attention in recent years. Particle filtering is useful in the approximation of complicated posterior probability distribution functions. However, the computational burden of particle filtering prevents it from performing at full capacity in real-time applications. This thesis concentrates on improving the processing time of particle filtering for real-time applications. In principle, we follow the particle filter in the geometric active contour framework. This thesis proposes an advanced blob tracking scheme in which a blob contains shape prior information of the target. This scheme simplifies the sampling process and quickly suggests the samples which have a high probability of being the target. Only for these samples is the contour tracking algorithm applied to obtain a more detailed state estimate. Curve evolution in the contour tracking is realized by the FICVM. The dissimilarity measure is calculated by the contour based shape modeling method and the shape prior is updated when it satisfies certain conditions. The new particle filter is applied to the problems of low contrast and severe daylight conditions, to cluttered environments, and to the appearing/disappearing target tracking. We have also demonstrated the utility of the filtering algorithm for multiple target tracking in the presence of occlusions. This thesis presents several test results from simulations and flight tests. In these tests, the proposed algorithms demonstrated promising results in varied situations of tracking.Ph.D.Committee Chair: Eric N. Johnson; Committee Co-Chair: Allen R. Tannenbaum; Committee Member: Anthony J. Calise; Committee Member: Eric Feron; Committee Member: Patricio A. Vel