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.

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.

SMC-PHD based multi-target track-before-detect with nonstandard point observations model

Detection and tracking of multi-target with unknown and varying number is a challenging issue, especially under the condition of low signal-to-noise ratio(SNR). A modified multi-target track-before-detect(TBD) method was proposed to tackle this issue using a nonstandard point observation model. The method was developed from sequential Monte Carlo(SMC)-based probability hypothesis density(PHD) filter, and it was implemented by modifying the original calculation in update weights of the particles and by adopting an adaptive particle sampling strategy. To efficiently execute the SMC-PHD based TBD method, a fast implementation approach was also presented by partitioning the particles into multiple subsets according to their position coordinates in 2D resolution cells of the sensor. Simulation results show the effectiveness of the proposed method for time-varying multi-target tracking using raw observation data.