Passive Multi-Target Tracking Using the Adaptive Birth Intensity PHD Filter

Passive multi-target tracking applications require the integration of multiple spatially distributed sensor measurements to distinguish true tracks from ghost tracks. A popular multi-target tracking approach for these applications is the particle filter implementation of Mahler's probability hypothesis density (PHD) filter, which jointly updates the union of all target state space estimates without requiring computationally complex measurement-to-track data association. Although this technique is attractive for implementation in computationally limited platforms, the performance benefits can be significantly overshadowed by inefficient sampling of the target birth particles over the region of interest. We propose a multi-sensor extension of the adaptive birth intensity PHD filter described in (Ristic, 2012) to achieve efficient birth particle sampling driven by online sensor measurements from multiple sensors. The proposed approach is demonstrated using distributed time-difference-of-arrival (TDOA) and frequency-difference-of-arrival (FDOA) measurements, in which we describe exact techniques for sampling from the target state space conditioned on the observations. Numerical results are presented that demonstrate the increased particle density efficiency of the proposed approach over a uniform birth particle sampler.Comment: 21st International Conference on Information Fusio

Path sampling for particle filters with application to multi-target tracking

In recent work (arXiv:1006.3100v1), we have presented a novel approach for improving particle filters for multi-target tracking. The suggested approach was based on drift homotopy for stochastic differential equations. Drift homotopy was used to design a Markov Chain Monte Carlo step which is appended to the particle filter and aims to bring the particle filter samples closer to the observations. In the current work, we present an alternative way to append a Markov Chain Monte Carlo step to a particle filter to bring the particle filter samples closer to the observations. Both current and previous approaches stem from the general formulation of the filtering problem. We have used the currently proposed approach on the problem of multi-target tracking for both linear and nonlinear observation models. The numerical results show that the suggested approach can improve significantly the performance of a particle filter.Comment: Minor corrections, 23 pages, 8 figures. This is a companion paper to arXiv:1006.3100v

Application of probabilistic PCR5 Fusion Rule for Multisensor Target Tracking

This paper defines and implements a non-Bayesian fusion rule for combining densities of probabilities estimated by local (non-linear) filters for tracking a moving target by passive sensors. This rule is the restriction to a strict probabilistic paradigm of the recent and efficient Proportional Conflict Redistribution rule no 5 (PCR5) developed in the DSmT framework for fusing basic belief assignments. A sampling method for probabilistic PCR5 (p-PCR5) is defined. It is shown that p-PCR5 is more robust to an erroneous modeling and allows to keep the modes of local densities and preserve as much as possible the whole information inherent to each densities to combine. In particular, p-PCR5 is able of maintaining multiple hypotheses/modes after fusion, when the hypotheses are too distant in regards to their deviations. This new p-PCR5 rule has been tested on a simple example of distributed non-linear filtering application to show the interest of such approach for future developments. The non-linear distributed filter is implemented through a basic particles filtering technique. The results obtained in our simulations show the ability of this p-PCR5-based filter to track the target even when the models are not well consistent in regards to the initialization and real cinematic

On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general class of stochastic filtering algorithms, including sequential Monte Carlo type models and mean eld particle interpretation models. We illustrate these results in the context of the Bernoulli and the Probability Hypothesis Density filter, yielding what seems to be the first results of this kind in this subject