Improved pruning algorithm for Gaussian mixture probability hypothesis density filter

With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved pruning algorithm for the GM-PHD filter, which utilizes not only the Gaussian components’ means and covariance, but their weights as a new criterion to improve the estimate accuracy of the conventional pruning algorithm for tracking very closely proximity targets. Moreover, it solves the end-less while-loop problem without the need of a second merging step. Simulation results show that this improved algorithm is easier to implement and more robust than the formal ones.

Kernel density estimation and marginalized-particle based probability hypothesis density filter for multi-target tracking

In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis density filter algorithm based on marginalized particle and kernel density estimation is proposed, which utilizes the idea of marginalized particle filter to enhance the estimating performance of the PHD. The state variables are decomposed into linear and non-linear parts. The particle filter is adopted to predict and estimate the nonlinear states of multi-target after dimensionality reduction, while the Kalman filter is applied to estimate the linear parts under linear Gaussian condition. Embedding the information of the linear states into the estimated nonlinear states helps to reduce the estimating variance and improve the accuracy of target number estimation. The meanshift kernel density estimation, being of the inherent nature of searching peak value via an adaptive gradient ascent iteration, is introduced to cluster particles and extract target states, which is independent of the target number and can converge to the local peak position of the PHD distribution while avoiding the errors due to the inaccuracy in modeling and parameters estimation. Experiments show that the proposed algorithm can obtain higher tracking accuracy when using fewer sampling particles and is of lower computational complexity compared with the PF-PHD.

Cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion

The GM-PHD framework as recursion realization of PHD filter is extensively applied to multitarget tracking system. A new idea of improving the estimation precision of time-varying multi-target in non-linear system is proposed due to the advantage of computation efficiency in this paper. First,a novel cubature Kalman probability hypothesis density filter is designed for single sensor measurement system under the Gaussian mixture framework. Second,the consistency fusion strategy for multi-sensor measurement is proposed through constructing consistency matrix. Furthermore,to take the advantage of consistency fusion strategy,fused measurement is introduced in the update step of cubature Kalman probability hypothesis density filter to replace the single-sensor measurement. Then a cubature Kalman probability hypothesis density filter based on multi-sensor consistency fusion is proposed. Capabilily of the proposed algorithm is illustrated through simulation scenario of multi-sensor multi-target tracking.

Free clustering optimal particle probability hypothesis density(PHD) filter

As to the fact that it is difficult to obtain analytical form of optimal sampling density and tracking performance of standard particle probability hypothesis density(P-PHD) filter would decline when clustering algorithm is used to extract target states,a free clustering optimal P-PHD(FCO-P-PHD) filter is proposed.This method can lead to obtainment of analytical form of optimal sampling density of P-PHD filter and realization of optimal P-PHD filter without use of clustering algorithms in extraction target states.Besides,as sate extraction method in FCO-P-PHD filter is coupled with the process of obtaining analytical form for optimal sampling density,through decoupling process,a new single-sensor free clustering state extraction method is proposed.By combining this method with standard P-PHD filter,FC-P-PHD filter can be obtained,which significantly improves the tracking performance of P-PHD filter.In the end,the effectiveness of proposed algorithms and their advantages over other algorithms are validated through several simulation experiments.

Multiple model PHD filter for tracking sharply maneuvering targets using recursive RANSAC based adaptive birth estimation

An algorithm to track multiple sharply maneuvering targets without prior knowledge about new target birth is proposed. These targets are capable of achieving sharp maneuvers within a short period of time, such as drones and agile missiles.The probability hypothesis density (PHD) filter, which propagates only the first-order statistical moment of the full target posterior, has been shown to be a computationally efficient solution to multitarget tracking problems. However, the standard PHD filter operates on the single dynamic model and requires prior information about target birth distribution, which leads to many limitations in terms of practical applications. In this paper,we introduce a nonzero mean, white noise turn rate dynamic model and generalize jump Markov systems to multitarget case to accommodate sharply maneuvering dynamics. Moreover, to adaptively estimate newborn targets’information, a measurement-driven method based on the recursive random sampling consensus (RANSAC) algorithm is proposed. Simulation results demonstrate that the proposed method achieves significant improvement in tracking multiple sharply maneuvering targets with adaptive birth estimation.

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation(APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter(PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking multiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.

Convolution Kernels Implementation of Cardinalized Probability Hypothesis Density Filter

The probability hypothesis density （PHD） propagates the posterior intensity in place of the poste- rior probability density of the multi-target state. The cardinalized PHD （CPHD） recursion is a generalization of PHD recursion, which jointly propagates the posterior intensity function and posterior cardinality distribution. A number of sequential Monte Carlo （SMC） implementations of PHD and CPHD filters （also known as SMC- PHD and SMC-CPHD filters, respectively） for general non-linear non-Gaussian models have been proposed. However, these approaches encounter the limitations when the observation variable is analytically unknown or the observation noise is null or too small. In this paper, we propose a convolution kernel approach in the SMC-CPHD filter. The simuIation results show the performance of the proposed filter on several simulated case studies when compared to the SMC-CPHD filter.

基于SMC-PHDF的部分可分辨的群目标跟踪算法

提出一种基于粒子概率假设密度滤波器(Sequential Monte Carlo probability hypothesis density filter,SMC-PHDF)的部分可分辨的群目标跟踪算法.该算法可直接获得群而非个体的个数和状态估计.这里群的状态包括群的质心状态和形状.为了估计群的个数和状态,该算法利用高斯混合模型(Gaussian mixture models,GMM)拟合SMC-PHDF中经重采样后的粒子分布,这里混合模型的元素个数和参数分别对应于群的个数和状态.期望最大化(Expectation maximum,EM)算法和马尔科夫链蒙特卡洛(Markov chain Monte Carlo,MCMC)算法分别被用于估计混合模型的参数.混合模型的元素个数可通过删除、合并及分裂算法得到.100次蒙特卡洛(Monte Carlo,MC)仿真实验表明该算法可有效跟踪部分可分辨的群目标.相比EM算法,MCMC算法能够更好地提取群的个数和状态,但它的计算量要大于EM算法.

基于LGJMS-GMPHDF的多机动目标联合检测、跟踪与分类算法

线性高斯跳变马尔可夫系统模型下的高斯混合概率假设密度滤波器(LGJMS-GMPHDF)为杂波背景下多机动目标跟踪提供了一种有效方法。该文将类别辅助信息引入LGJMS-GMPHDF,提出了一种密集杂波背景下多机动目标联合检测、跟踪与分类算法。该算法在LGJMS-GMPHDF中用属性向量扩展单目标状态向量,用位置和属性的组合测量似然函数代替单目标位置及杂波位置测量似然函数,提高了不同类目标与杂波测量间的鉴别能力,进而改善了目标数目及状态的估计精度;在更新目标状态的同时,对目标属性信息进行更新。该算法实现了时变数目的目标状态和类别估计。杂波背景下交叉和临近并行机动目标的跟踪实验验证了该文算法的联合检测、跟踪与分类性能。

无源声呐水下多目标融合跟踪方法

针对海洋环境噪声导致弱目标在不同子频带检测结果差异较大,致使以全频带探测结果为输入的跟踪算法出现性能退化的问题,提出一种子带融合跟踪方法。该方法利用改进的高斯混合概率假设密度滤波器对各频率子带输出的方位估计结果进行跟踪,并采用广义协方差交集准则对子带跟踪结果进行融合,以获得综合各子带信息的跟踪结果。仿真结果表明,所提方法可以提高弱目标在各子带信噪比不均衡情况下的跟踪能力,且运算时间与对比方法较为接近。海试数据处理结果进一步验证了所提方法的有效性。

采用统计线性回归的改进ATBI-GMPHD滤波

提出一种改进的自适应新生目标GM-PHD算法。该算法以存活目标的量测更新权值构建“似然函数”,通过该函数确定量测来源并对新生目标权值做重分配,有效解决了归一化失衡问题。在量测方程高度非线性情况下,引入统计线性回归方法对量测方程进行线性化近似,求解新生目标预测均值和协方差。仿真结果表明,在新生目标信息先验缺失时,改进后的算法具有良好的跟踪精度和较低的计算量。

基于椭圆随机超曲面模型CPHD滤波器的多扩展目标跟踪算法

复杂场景下多扩展目标跟踪在自动驾驶、目标识别等领域具有很高的应用价值。文中提出了一种基于椭圆随机超曲面模型(ERHM)的势概率假设密度(CPHD)滤波器。首先,基于有限集统计理论,利用CPHD滤波器建立多扩展目标的贝叶斯滤波框架;然后,采用ERHM描述扩展目标的量测源分布,并利用无迹变换嵌入CPHD滤波流程;最后,仿真实验结果表明,ERHM-CPHD滤波器对椭圆扩展目标的跟踪性能优于传统的伽马高斯逆威沙特CPHD滤波器,在杂波密度较高、目标新生的位置比较确定的场景或者扩展目标数目较多时,对扩展目标的参数估计更为准确。所提方法在高分辨率雷达多目标跟踪方面具备很好的运用前景。

计算高效的分布式多传感器PHD融合方法

基于广义协方差交集(GCI)融合理论,提出一种计算高效的分布式多传感器多目标跟踪算法,其中概率假设密度(PHD)滤波器在每个传感器节点运行,进行滤波处理。GCI用于融合多个PHD时,融合密度包括大量融合假设,这些假设随着高斯分量的数量增加呈指数增长。因此,GCI融合在实际运行中往往难以计算。为了提高多传感器融合的运算效率,文中通过距离度量将高斯分量聚类,然后进行孤立。距离度量可计算出目标融合后的密度权重,丢弃权重可忽略不计的融合假设,就能够构建简化的近似密度函数。分析表明,所提出的融合算法相较于传统的GCI融合算法,计算效率能够呈倍数提升。在先后出现12个目标的仿真场景中,通过实验验证了所提融合算法的有效性。

雷达组网GMPHDF关键参数研究

高斯混合概率假设密度滤波具有严密的数学基础,适合跟踪弱信噪比多目标,但其目标分布协方差P和高斯元素裁剪门限T至今未有合理取值规则,影响了跟踪效果,且残差协方差S参与增益计算时需要对其进行逆计算,如果S为非正定,会导致计算发散。针对上述问题,通过概率统计方法推导了参数P和T的取值规则,通过Cholesky和QR分解,确定了参数S的计算规则。仿真比较分析表明:文中提出的目标分布协方差P、裁剪门限T和残差协方差S的计算规则用于雷达组网高斯混合概率假设密度滤波跟踪弱信噪比多目标时,能较高精度地跟踪到所有目标,且没有带来多余计算负担。

一种改进的GM-C-CPHD空间多目标跟踪算法

随着空间目标的数目急剧上升,提高空间多目标跟踪精度成为必然要求,但空间多目标跟踪存在轨道动力学模型不完善的问题。针对该问题,提出一种改进的高斯混合势概率假设密度滤波(GM-C-CPHD)算法。通过在轨道动力学模型中考虑一个不确定性模型参数,即面质比参数(AMR),基于协方差传递面质比参数对位置、速度状态估计的影响,提高空间目标跟踪精度。仿真分析表明:相对于GM-CPHD滤波器,目标数量的跟踪和状态估计性能均有所提高,具有良好的应用前景。

Fast density peak-based clustering algorithm for multiple extended target tracking

The key challenge of the extended target probability hypothesis density (ET-PHD) filter is to reduce the computational complexity by using a subset to approximate the full set of partitions. In this paper, the influence for the tracking results of different partitions is analyzed, and the form of the most informative partition is obtained. Then, a fast density peak-based clustering (FDPC) partitioning algorithm is applied to the measurement set partitioning. Since only one partition of the measurement set is used, the ET-PHD filter based on FDPC partitioning has lower computational complexity than the other ET-PHD filters. As FDPC partitioning is able to remove the spatially close clutter-generated measurements, the ET-PHD filter based on FDPC partitioning has good tracking performance in the scenario with more clutter-generated measurements. The simulation results show that the proposed algorithm can get the most informative partition and obviously reduce computational burden without losing tracking performance. As the number of clutter-generated measurements increased, the ET-PHD filter based on FDPC partitioning has better tracking performance than other ET-PHD filters. The FDPC algorithm will play an important role in the engineering realization of the multiple extended target tracking filter.

A novel SMC-PHD filter based on particle compensation

As a typical implementation of the probability hypothesis density(PHD) filter, sequential Monte Carlo PHD(SMC-PHD) is widely employed in highly nonlinear systems. However, the particle impoverishment problem introduced by the resampling step, together with the high computational burden problem, may lead to performance degradation and restrain the use of SMC-PHD filter in practical applications. In this work, a novel SMC-PHD filter based on particle compensation is proposed to solve above problems. Firstly, according to a comprehensive analysis on the particle impoverishment problem, a new particle generating mechanism is developed to compensate the particles. Then, all the particles are integrated into the SMC-PHD filter framework. Simulation results demonstrate that, in comparison with the SMC-PHD filter, proposed PC-SMC-PHD filter is capable of overcoming the particle impoverishment problem, as well as improving the processing rate for a certain tracking accuracy in different scenarios.

基于改进概率假设密度滤波器的非合作双基地雷达目标跟踪

为解决非合作双基地雷达目标跟踪面临的低检测概率和高杂波率问题,提出了改进的概率假设密度滤波器。首先,提出一种新的航迹标识与状态估计方法,并将存活概率定义为与目标状态相关的变量;随后,记录每个候选目标在每一时刻是否有量测的情况,采用序贯概率比检验区分真实目标和由杂波引起的假目标;最后,离线估计目标状态。仿真实验结果表明,所提算法明显提高了非合作双基地雷达目标跟踪的性能,可以有效解决低检测概率和高杂波率问题。

基于高斯混合概率假设滤波的水下目标跟踪算法

为了解决传统水下目标跟踪中目标数目估计不准确、状态估计误差增长过快的问题,提出了一种基于高斯混合概率假设滤波的水下目标跟踪算法。该算法基于双基地观测模型,采用高斯混合概率假设滤波算法处理方位和时延信息,利用粒子群算法处理多普勒频率获得矢量速度,进一步提升算法的跟踪精度。结果表明,该算法能完成在杂波环境下对目标的跟踪,相比传统的关联算法,能够有效地实现目标个数估计和抑制状态误差增长的目的。

基于STCKF-CPHD算法的多RAM类目标跟踪

针对来袭RAM类目标机动能力强、数目多变且受到密集杂波干扰从而导致传统算法跟踪精度下降的问题,提出一种基于势概率假设密度框架下的强跟踪容积卡尔曼滤波算法(STCKF-CPHD)。首先,建立RAM类目标动力学模型,通过一阶马尔可夫过程对目标外弹道质阻比参数进行建模,得到扩维后滤波器的状态空间模型。然后,引入强跟踪技术,设计带时变渐消因子的STCKF滤波器,解决目标机动导致的模型失配问题。最后,在CPHD的框架下,对目标的质阻比、状态、数量进行联合估计。仿真结果表明,所提算法可以对来袭多RAM类目标进行有效跟踪,目标最优子模型分配(OSPA)距离的跟踪精度相较于STCKF-PHD算法提高了15%。