Labeling Uncertainty in Multitarget Tracking

In multitarget tracking, the problem of track labeling (assigning labels to tracks) is an ongoing research topic. The existing literature, however, lacks an appropriate measure of uncertainty related to the assigned labels that has a sound mathematical basis as well as clear practical meaning to the user. This is especially important in a situation where well separated targets move in close proximity with each other and thereafter separate again; in such a situation, it is well known that there will be confusion on target identities, also known as "mixed labeling." In this paper, we specify comprehensively the necessary assumptions for a Bayesian formulation of the multitarget tracking and labeling (MTTL) problem to be meaningful. We provide a mathematical characterization of the labeling uncertainties with clear physical interpretation. We also propose a novel labeling procedure that can be used in combination with any existing (unlabeled) MTT algorithm to obtain a Bayesian solution to the MTTL problem. One advantage of the resulting solution is that it readily provides the labeling uncertainty measures. Using the mixed labeling phenomenon in the presence of two targets as our test bed, we show with simulation results that an unlabeled multitarget sequential Monte Carlo (M-SMC) algorithm that employs sequential importance resampling (SIR) augmented with our labeling procedure performs much better than its "naive" extension, the labeled SIR M-SMC filter

A theoretical analysis of Bayes-optimal multi-target tracking and labelling

In multi-target tracking (MTT), we are often interested not only in finding the position of the multiple objects, but also allowing individual objects to be uniquely identified with the passage of time, by placing a label on each track. While there are many MTT algorithms that produce uniquely identified tracks as output, most of them make use of certain heuristics and/or unrealistic assumptions that makes the global result suboptimal of Bayesian sense. An innovative way of performing MTT is the so-called joint multi-target tracking, where the raw output of the algorithm, rather than being already the collection of output tracks, is a multi-target density calculated by approximating the Bayesian recursion that considers the entire system to have a single multidimensional state. The raw output, i.e. the calculated multi-target density, is thereafter processed to obtain output tracks to be displayed to the operator. This elegant approach, at least in theory, would allow us to precisely represent multi-target statistics. However, most joint MTT methods in the literature handle the problem of track labelling in an ad-hoc, i.e. non-Bayesian manner. A number of methods, however, have suggested that the multi-target density, calculated using the Bayesian recursion, should contain information not only about the location of the individual objects but also their identities. This approach, that we refer as joint MTTL (joint multi-target tracking and labelling), looks intuitively advantageous. It would allow us, at least in theory, to obtain an output consisting of labelled tracks that is optimal in Bayesian sense. Moreover, it would allow us to have statistical information about the assigned labels; for instance, we would know what is the probability that track swap may have occurred after some approximation of targets (or, in simpler words, we would know how much we can believe that a target is what the display says that it is). However, the methods proposed in the still emerging joint MTTL literature do not address some problems that may considerably reduce the usefulness of the approach. These problems include: track coalescence after targets move closely to each other, gradual loss of ambiguity information when particle filters or multiple hypotheses approaches are used, and dealing with unknown/varying number of targets. As we are going to see, each of the previously proposed methods handles only a subset of these problems. Moreover, while obtaining a Bayes-optimal output of labelled tracks is one of the main motivations for joint MTTL, how such output should be obtained is a matter of debate. This work will tackle the joint MTTL problem together with a companion memorandum. In this work, we look at the problem from a theoretical perspective, i.e. we aim to provide an accurate and algorithm-independent picture of the aforementioned problems. An algorithm that actually handles these problems will be proposed in the companion memorandum. As one of the contributions of the memorandum, we clearly characterize the so-called "mixed labelling" phenomenon that leads to track coalescence and other problems, and we verify that, unlike implied in previous literature, it is a physical phenomenon inherent of the MTTL problem rather than specific to a particular approach. We also show how mixed labelling leads to nontrivial issues in practical implementations of joint MTTL. As another of the contributions of the memorandum, we propose a conceptual, algorithm-independent track extraction method for joint MTTL estimators, that gives an output with clear physical interpretation for the user

A Hybrid Labeled Multi-Bernoulli Filter With Amplitude For Tracking Fluctuating Targets

The amplitude information of target returns has been incorporated into many tracking algorithms for performance improvements. One of the limitations of employing amplitude feature is that the signal-to-noise ratio (SNR) of the target, i.e., the parameter of amplitude likelihood, is usually assumed to be known and constant. In practice, the target SNR is always unknown, and is dependent on aspect angle hence it will fluctuate. In this paper we propose a hybrid labeled multi-Bernoulli (LMB) filter that introduces the signal amplitude into the LMB filter for tracking targets with unknown and fluctuating SNR. The fluctuation of target SNR is modeled by an autoregressive gamma process and amplitude likelihoods for Swerling 1 and 3 targets are considered. Under Rao-Blackwell decomposition, an approximate Gamma estimator based on Laplace transform and Markov Chain Monte Carlo method is proposed to estimate the target SNR, and the kinematic state is estimated by a Gaussian mixture filter conditioned on the target SNR. The performance of the proposed hybrid filter is analyzed via a tracking scenario including three crossing targets. Simulation results verify the efficacy of the proposed SNR estimator and quantify the benefits of incorporating amplitude information for multi-target tracking

Two-layer particle filter for multiple target detection and tracking

This paper deals with the detection and tracking of an unknown number of targets using a Bayesian hierarchical model with target labels. To approximate the posterior probability density function, we develop a two-layer particle filter. One deals with track initiation, and the other with track maintenance. In addition, the parallel partition method is proposed to sample the states of the surviving targets

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