Conditional Posterior Cramer-Rao Lower Bound and Distributed Target Tracking in Sensor Networks

Sequential Bayesian estimation is the process of recursively estimating the state of a dynamical system observed in the presence of noise. Posterior Cramer-Rao lower bound (PCRLB) sets a performance limit onany Bayesian estimator for the given dynamical system. The PCRLBdoes not fully utilize the existing measurement information to give anindication of the mean squared error (MSE) of the estimator in the future. In many practical applications, we are more concerned with the value of the bound in the future than in the past. PCRLB is an offline bound, because it averages out the very useful measurement information, which makes it an off-line bound determined only by the system dynamical model, system measurement model and the prior knowledge of the system state at the initial time. This dissertation studies the sequential Bayesian estimation problem and then introduces the notation of conditional PCRLB, which utilizes the existing measurement information up to the current time, and sets the limit on the MSE of any Bayesian estimators at the next time step. This work has two emphases: firstly, we give the mathematically rigorous formulation of the conditional PCRLB as well as the approximate recursive version of conditional PCRLB for nonlinear, possibly non-Gaussian dynamical systems. Secondly, we apply particle filter techniques to compute the numerical values of the conditional PCRLB approximately, which overcomes the integration problems introduced by nonlinear/non-Gaussian systems. Further, we explore several possible applications of the proposed bound to find algorithms that provide improved performance. The primary problem of interest is the sensor selection problem for target tracking in sensor networks. Comparisons are also made between the performance of sensor selection algorithm based on the proposed bound and the existing approaches, such as information driven, nearest neighbor, and PCRLB with renewal strategy, to demonstrate the superior performances of the proposed approach. This dissertation also presents a bandwidth-efficient algorithm for tracking a target in sensor networks using distributed particle filters. This algorithm distributes the computation burden for target tracking over the sensor nodes. Each sensor node transmits a compressed local tracking result to the fusion center by a modified expectationmaximization (EM) algorithm to save the communication bandwidth. The fusion center incorporates the compressed tracking results to give the estimate of the target state. Finally, the target tracking problem in heterogeneous sensor networks is investigated extensively. Extended Kalman Filter and particle filter techniques are implemented and compared for tracking a maneuvering

Detection and tracking of multiple targets using wireless sensor networks - Detección y seguimiento de múltiples blancos en redes inalámbricas de sensores

This Ph.D. thesis is concerned with the development of algorithms for the detection and tracking of multiple targets using wireless sensor networks from the Bayesian standpoint. This is achieved by calculating the probability density function (PDF) of the multitarget state given the sensor measurements (posterior PDF) as it includes all the useful information to perform these tasks. The models of the target dynamics and the sensor measurements are usually nonlinear/non-Gaussian. Therefore, the posterior PDF cannot be calculated in closed form and approximations need to be made. Particle filters' approximations to the posterior PDF are convergent if the number of particles tends to infinity. However, in a practical situation, the computer power available is limited. As a result, the number of particles is bounded and particle filter performance is not guaranteed to be high. This decrease in performance due to the limited computational power is even more acute in a multiple target situation because of the high dimension of the state. Therefore, this thesis focuses on the development of particle filtering techniques with lower computational burden and higher performance than previously developed ones. Three different scenarios are considered: the detection and tracking of an unknown and variable number of targets using a sensor network, the tracking of targets when there is uncertainty in the sensor positions and the tracking of targets when a non-synchronised sensor network is used. As regards the detection and tracking of an unknown and variable number of targets, a particle filter with two layers is proposed to detect targets and an efficient algorithm, called the parallel partition method, is developed to track the detected targets. Also, a technique to extract target labelling information when there are two targets is proposed. That is, the filter is able to decide which target is which and determine the probability of error. The tracking of targets when there is uncertainty in the sensor positions is carried out by simultaneously localising the sensors and tracking the targets using simultaneous localisation and mapping (SLAM) techniques, traditionally used in the field of robotics. However, the multiple target nature of the problem implies that traditional SLAM techniques are not suitable and a new technique, which is based on the parallel partition method, is proposed to overcome the problems of conventional SLAM techniques. Additionally, the truncated Kalman filter also presented in this thesis is of great importance to estimate the positions of the sensors and is shown to be a very useful filtering technique that can be applied to a variety of filtering problems. When the sensors are not synchronised, conventional particle filtering techniques have a large computational load. Therefore, in this thesis, the asynchronous particle filter is proposed to lower their computational burden while providing accurate estimates

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

Renyi Entropy based Target Tracking in Mobile Sensor Networks

This paper proposes an entropy based target tracking approach for mobile sensor networks. The proposed tracking algorithm runs a target state estimation stage and a motion control stage alternatively. A distributed particle filter is developed to estimate the target position in the first stage. This distributed particle filter does not require to transmit the weighted particles from one sensor node to another. Instead, a Gaussian mixture model is formulated to approximate the posterior distribution represented by the weighted particles via an EM algorithm. The EM algorithm is developed in a distributed form to compute the parameters of Gaussian mixture model via local communication, which leads to the distributed implementation of the particle filter. A flocking controller is developed to control the mobile sensor nodes to track the target in the second stage. The flocking control algorithm includes three components. Collision avoidance component is based on the design of a separation potential function. Alignment component is based on a consensus algorithm. Navigation component is based on the minimization of an quadratic Renyi entropy. The quadratic Renyi entropy of Gaussian mixture model has an analytical expression so that its optimization is feasible in mobile sensor networks. The proposed active tracking algorithm is tested in simulation. © 2011 IFAC

Multi-Target Tracking in Distributed Sensor Networks using Particle PHD Filters

Multi-target tracking is an important problem in civilian and military applications. This paper investigates multi-target tracking in distributed sensor networks. Data association, which arises particularly in multi-object scenarios, can be tackled by various solutions. We consider sequential Monte Carlo implementations of the Probability Hypothesis Density (PHD) filter based on random finite sets. This approach circumvents the data association issue by jointly estimating all targets in the region of interest. To this end, we develop the Diffusion Particle PHD Filter (D-PPHDF) as well as a centralized version, called the Multi-Sensor Particle PHD Filter (MS-PPHDF). Their performance is evaluated in terms of the Optimal Subpattern Assignment (OSPA) metric, benchmarked against a distributed extension of the Posterior Cram\'er-Rao Lower Bound (PCRLB), and compared to the performance of an existing distributed PHD Particle Filter. Furthermore, the robustness of the proposed tracking algorithms against outliers and their performance with respect to different amounts of clutter is investigated.Comment: 27 pages, 6 figure

Belief Consensus Algorithms for Fast Distributed Target Tracking in Wireless Sensor Networks

In distributed target tracking for wireless sensor networks, agreement on the target state can be achieved by the construction and maintenance of a communication path, in order to exchange information regarding local likelihood functions. Such an approach lacks robustness to failures and is not easily applicable to ad-hoc networks. To address this, several methods have been proposed that allow agreement on the global likelihood through fully distributed belief consensus (BC) algorithms, operating on local likelihoods in distributed particle filtering (DPF). However, a unified comparison of the convergence speed and communication cost has not been performed. In this paper, we provide such a comparison and propose a novel BC algorithm based on belief propagation (BP). According to our study, DPF based on metropolis belief consensus (MBC) is the fastest in loopy graphs, while DPF based on BP consensus is the fastest in tree graphs. Moreover, we found that BC-based DPF methods have lower communication overhead than data flooding when the network is sufficiently sparse