Joint Probabilistic Data Association-Feedback Particle Filter for Multiple Target Tracking Applications

This paper introduces a novel feedback-control based particle filter for the solution of the filtering problem with data association uncertainty. The particle filter is referred to as the joint probabilistic data association-feedback particle filter (JPDA-FPF). The JPDA-FPF is based on the feedback particle filter introduced in our earlier papers. The remarkable conclusion of our paper is that the JPDA-FPF algorithm retains the innovation error-based feedback structure of the feedback particle filter, even with data association uncertainty in the general nonlinear case. The theoretical results are illustrated with the aid of two numerical example problems drawn from multiple target tracking applications.Comment: In Proc. of the 2012 American Control Conferenc

Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Interacting Multiple Model-Feedback Particle Filter for Stochastic Hybrid Systems

In this paper, a novel feedback control-based particle filter algorithm for the continuous-time stochastic hybrid system estimation problem is presented. This particle filter is referred to as the interacting multiple model-feedback particle filter (IMM-FPF), and is based on the recently developed feedback particle filter. The IMM-FPF is comprised of a series of parallel FPFs, one for each discrete mode, and an exact filter recursion for the mode association probability. The proposed IMM-FPF represents a generalization of the Kalmanfilter based IMM algorithm to the general nonlinear filtering problem. The remarkable conclusion of this paper is that the IMM-FPF algorithm retains the innovation error-based feedback structure even for the nonlinear problem. The interaction/merging process is also handled via a control-based approach. The theoretical results are illustrated with the aid of a numerical example problem for a maneuvering target tracking application

GP-SUM. Gaussian Processes Filtering of non-Gaussian Beliefs

This work studies the problem of stochastic dynamic filtering and state propagation with complex beliefs. The main contribution is GP-SUM, a filtering algorithm tailored to dynamic systems and observation models expressed as Gaussian Processes (GP), and to states represented as a weighted sum of Gaussians. The key attribute of GP-SUM is that it does not rely on linearizations of the dynamic or observation models, or on unimodal Gaussian approximations of the belief, hence enables tracking complex state distributions. The algorithm can be seen as a combination of a sampling-based filter with a probabilistic Bayes filter. On the one hand, GP-SUM operates by sampling the state distribution and propagating each sample through the dynamic system and observation models. On the other hand, it achieves effective sampling and accurate probabilistic propagation by relying on the GP form of the system, and the sum-of-Gaussian form of the belief. We show that GP-SUM outperforms several GP-Bayes and Particle Filters on a standard benchmark. We also demonstrate its use in a pushing task, predicting with experimental accuracy the naturally occurring non-Gaussian distributions.Comment: WAFR 2018, 16 pages, 7 figure

Cooperative multi-sensor tracking of vulnerable road users in the presence of missing detections

This paper presents a vulnerable road user (VRU) tracking algorithm capable of handling noisy and missing detections from heterogeneous sensors. We propose a cooperative fusion algorithm for matching and reinforcing of radar and camera detections using their proximity and positional uncertainty. The belief in the existence and position of objects is then maximized by temporal integration of fused detections by a multi-object tracker. By switching between observation models, the tracker adapts to the detection noise characteristics making it robust to individual sensor failures. The main novelty of this paper is an improved imputation sampling function for updating the state when detections are missing. The proposed function uses a likelihood without association that is conditioned on the sensor information instead of the sensor model. The benefits of the proposed solution are two-fold: firstly, particle updates become computationally tractable and secondly, the problem of imputing samples from a state which is predicted without an associated detection is bypassed. Experimental evaluation shows a significant improvement in both detection and tracking performance over multiple control algorithms. In low light situations, the cooperative fusion outperforms intermediate fusion by as much as 30%, while increases in tracking performance are most significant in complex traffic scenes

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