A second-order PHD filter with mean and variance in target number

The Probability Hypothesis Density (PHD) and Cardinalized PHD (CPHD) filters are popular solutions to the multi-target tracking problem due to their low complexity and ability to estimate the number and states of targets in cluttered environments. The PHD filter propagates the first-order moment (i.e. mean) of the number of targets while the CPHD propagates the cardinality distribution in the number of targets, albeit for a greater computational cost. Introducing the Panjer point process, this paper proposes a second-order PHD filter, propagating the second-order moment (i.e. variance) of the number of targets alongside its mean. The resulting algorithm is more versatile in the modelling choices than the PHD filter, and its computational cost is significantly lower compared to the CPHD filter. The paper compares the three filters in statistical simulations which demonstrate that the proposed filter reacts more quickly to changes in the number of targets, i.e., target births and target deaths, than the CPHD filter. In addition, a new statistic for multi-object filters is introduced in order to study the correlation between the estimated number of targets in different regions of the state space, and propose a quantitative analysis of the spooky effect for the three filters

A Tractable Forward-Backward CPHD Smoother

To circumvent the intractability of the usual Cardinalized Probability Hypothesis Density (CPHD) smoother, we present an approximate scheme where the population of targets born until and after the starting time of the smoothing are estimated separately and where smoothing is only applied to the estimate of the former population. The approach is illustrated through the implementation of a tractable approximation of the usual CPHD smoother

Performance metric in closed-loop sensor management for stochastic populations

Methods for sensor control are crucial for modern surveillance and sensing systems to enable efficient allocation and prioritisation of resources. The framework of partially observed Markov decision processes enables decisions to be made based on data received by the sensors within an information-theoretic context. This work addresses the problem of closed-loop sensor management in a multi-target surveillance context where each target is assumed to move independently of other targets. Analytic expressions of the information gain are obtained, for a class of exact multi-target tracking filters are obtained and based on the Rényi divergence. The proposed method is sufficiently general to address a broad range of sensor management problems through the application-specific reward function defined by the operator

A tractable forward–backward CPHD smoother

To circumvent the intractability of the usual Cardinalized Probability Hypothesis Density (CPHD) smoother, we present an approximate scheme where the population of targets born until and after the starting time of the smoothing are estimated separately and where smoothing is only applied to the estimate of the former population. The approach is illustrated through the implementation of a tractable approximation of the usual CPHD smoothe

PHD filtering with localised target number variance

Mahler's Probability Hypothesis Density (PHD filter), proposed in 2000, addresses the challenges of the multipletarget detection and tracking problem by propagating a mean density of the targets in any region of the state space. However, when retrieving some local evidence on the target presence becomes a critical component of a larger process - e.g. for sensor management purposes - the local target number is insufficient unless some confidence on the estimation of the number of targets can be provided as well. In this paper, we propose a first implementation of a PHD filter that also includes an estimation of localised variance in the target number following each update step; we then illustrate the advantage of the PHD filter + variance on simulated data from a multiple-target scenario

Sensor management with regional statistics for the PHD filter

This paper investigates a sensor management scheme that aims at minimising the regional variance in the number of objects present in regions of interest whilst performing multi-target filtering with the PHD filter. The experiments are conducted in a simulated environment with groups of targets moving through a scene in order to inspect the behaviour of the manager. The results demonstrate that computing the variance in the number of objects in different regions provides a viable means of increasing situational awareness where complete coverage is not possible. A discussion follows, highlighting the limitations of the PHD filter and discussing the applicability of the proposed method to alternative available approaches in multi-object filtering