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

Marginal multi-Bernoulli filters: RFS derivation of MHT, JIPDA and association-based MeMBer

Recent developments in random finite sets (RFSs) have yielded a variety of tracking methods that avoid data association. This paper derives a form of the full Bayes RFS filter and observes that data association is implicitly present, in a data structure similar to MHT. Subsequently, algorithms are obtained by approximating the distribution of associations. Two algorithms result: one nearly identical to JIPDA, and another related to the MeMBer filter. Both improve performance in challenging environments.Comment: Journal version at http://ieeexplore.ieee.org/document/7272821. Matlab code of simple implementation included with ancillary file

A batch algorithm for estimating trajectories of point targets using expectation maximization

In this paper, we propose a strategy that is based on expectation maximization for tracking multiple point targets. The algorithm is similar to probabilistic multi-hypothesis tracking (PMHT) but does not relax the point target model assumptions. According to the point target models, a target can generate at most one measurement, and a measurement is generated by at most one target. With this model assumption, we show that the proposed algorithm can be implemented as iterations of Rauch-Tung-Striebel (RTS) smoothing for state estimation, and the loopy belief propagation method for marginal data association probabilities calculation. Using example illustrations with tracks, we compare the proposed algorithm with PMHT and joint probabilistic data association (JPDA) and show that PMHT and JPDA exhibit coalescence when there are closely moving targets whereas the proposed algorithm does not. Furthermore, extensive simulations c comparing the mean optimal subpattern assignment (MOSPA) performance of the algorithm for different scenarios averaged over several Monte Carlo iterations show that the proposed algorithm performs better than JPDA and PMHT. We also compare it to benchmarking algorithm: N-scan pruning based track-oriented multiple hypothesis tracking (TOMHT). The proposed algorithm shows a good tradeoff between computational complexity and the MOSPA performance

To Coalesce or to Repel? An Analysis of MHT, JPDA, and Belief Propagation Multitarget Tracking Methods

Joint probabilistic data association (JPDA) filter methods and multiple hypothesis tracking (MHT) methods are widely used for multitarget tracking (MTT). However, they are known to exhibit undesirable behavior in tracking scenarios with targets in close proximity: JPDA filter methods suffer from the track coalescence effect, i.e., the estimated tracks of targets in close proximity tend to merge and can become indistinguishable, and MHT methods suffer from an opposite effect known as track repulsion. In this paper, we review the JPDA filter and MHT methods and discuss the track coalescence and track repulsion effects. We also consider a more recent methodology for MTT that is based on the belief propagation (BP) algorithm, and we argue that BP-based MTT exhibits significantly reduced track coalescence and no track repulsion. Our theoretical arguments are confirmed by numerical results.Comment: 13 page

Gaussian Mixture Reduction of Tracking Multiple Maneuvering Targets in Clutter

The problem of tracking multiple maneuvering targets in clutter naturally leads to a Gaussian mixture representation of the Provability Density Function (PDF) of the target state vector. State-of-the-art Multiple Hypothesis Tracking (MHT) techniques maintain the mean, covariance and probability weight corresponding to each hypothesis, yet they rely on ad hoc merging and pruning rules to control the growth of hypotheses

A Model-Based Analysis of GC-Biased Gene Conversion in the Human and Chimpanzee Genomes

GC-biased gene conversion (gBGC) is a recombination-associated process that favors the fixation of G/C alleles over A/T alleles. In mammals, gBGC is hypothesized to contribute to variation in GC content, rapidly evolving sequences, and the fixation of deleterious mutations, but its prevalence and general functional consequences remain poorly understood. gBGC is difficult to incorporate into models of molecular evolution and so far has primarily been studied using summary statistics from genomic comparisons. Here, we introduce a new probabilistic model that captures the joint effects of natural selection and gBGC on nucleotide substitution patterns, while allowing for correlations along the genome in these effects. We implemented our model in a computer program, called phastBias, that can accurately detect gBGC tracts about 1 kilobase or longer in simulated sequence alignments. When applied to real primate genome sequences, phastBias predicts gBGC tracts that cover roughly 0.3% of the human and chimpanzee genomes and account for 1.2% of human-chimpanzee nucleotide differences. These tracts fall in clusters, particularly in subtelomeric regions; they are enriched for recombination hotspots and fast-evolving sequences; and they display an ongoing fixation preference for G and C alleles. They are also significantly enriched for disease-associated polymorphisms, suggesting that they contribute to the fixation of deleterious alleles. The gBGC tracts provide a unique window into historical recombination processes along the human and chimpanzee lineages. They supply additional evidence of long-term conservation of megabase-scale recombination rates accompanied by rapid turnover of hotspots. Together, these findings shed new light on the evolutionary, functional, and disease implications of gBGC. The phastBias program and our predicted tracts are freely available. © 2013 Capra et al