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Arithmetic Average Density Fusion -- Part IV: Distributed Heterogeneous Fusion of RFS and LRFS Filters via Variational Approximation
Jan 31, 2024
This paper, the fourth part of a series of papers on the arithmetic average (AA) density fusion approach and its application for target tracking, addresses the intricate challenge of distributed heterogeneous multisensor multitarget tracking, where each inter-connected sensor operates a probability hypothesis density (PHD) filter, a multiple Bernoulli (MB) filter or a labeled MB (LMB) filter and they cooperate with each other via information fusion. Earlier papers in this series have proven that the proper AA fusion of these filters is all exactly built on averaging their respective unlabeled/labeled PHDs. Based on this finding, two PHD-AA fusion approaches are proposed via variational minimization of the upper bound of the Kullback-Leibler divergence between the local and multi-filter averaged PHDs subject to cardinality consensus based on the Gaussian mixture implementation, enabling heterogeneous filter cooperation. One focuses solely on fitting the weights of the local Gaussian components (L-GCs), while the other simultaneously fits all the parameters of the L-GCs at each sensor, both seeking average consensus on the unlabeled PHD, irrespective of the specific posterior form of the local filters. For the distributed peer-to-peer communication, both the classic consensus and flooding paradigms have been investigated. Simulations have demonstrated the effectiveness and flexibility of the proposed approaches in both homogeneous and heterogeneous scenarios.
Heterogeneous Unlabeled and Labeled RFS Filter Fusion for Scalable Multisensor Multitarget Tracking
Mar 12, 2023
This paper proposes a heterogenous density fusion approach to scalable multisensor multitarget tracking where the local, inter-connected sensors run different types of random finite set (RFS) filters according to their respective capacity and need. They result in heterogenous multitarget densities that are to be fused with each other in a proper means for more robust and accurate detection and localization of the targets. Our recent work has exposed a key common property of effective arithmetic average (AA) fusion approaches to both unlabeled and labeled RFS filters which are all built on averaging their relevant un-labeled/labeled probability hypothesis densities (PHDs). Thanks to this, this paper proposes the first ever heterogenous unlabeled and labeled RFS filter cooperation approach based on Gaussian mixture implementations where the local Gaussian components (L-GCs) are so optimized that the resulting unlabeled PHDs best fit their AA, regardless of the specific type of the local densities. To this end, a computationally efficient, approximate approach is proposed which only revises the weights of the L-GCs, keeping the other parameters of L-GCs unchanged. In particular, the PHD filter, the unlabeled and labeled multi-Bernoulli (MB/LMB) filters are considered. Simulations have demonstrated the effectiveness of the proposed approach for both homogeneous and heterogenous fusion of the PHD-MB- LMB filters in different configurations.
Multi-sensor Suboptimal Fusion Student's $t$ Filter
Apr 23, 2022
A multi-sensor fusion Student's $t$ filter is proposed for time-series recursive estimation in the presence of heavy-tailed process and measurement noises. Driven from an information-theoretic optimization, the approach extends the single sensor Student's $t$ Kalman filter based on the suboptimal arithmetic average (AA) fusion approach. To ensure computationally efficient, closed-form $t$ density recursion, reasonable approximation has been used in both local-sensor filtering and inter-sensor fusion calculation. The overall framework accommodates any Gaussian-oriented fusion approach such as the covariance intersection (CI). Simulation demonstrates the effectiveness of the proposed multi-sensor AA fusion-based $t$ filter in dealing with outliers as compared with the classic Gaussian estimator, and the advantage of the AA fusion in comparison with the CI approach and the augmented measurement fusion.
A Computationally Efficient Approach to Non-cooperative Target Detection and Tracking with Almost No A-priori Information
Apr 20, 2021
This paper addresses the problem of real-time detection and tracking of a non-cooperative target in the challenging scenario with almost no a-priori information about target birth, death, dynamics and detection probability. Furthermore, there are false and missing data at unknown yet low rates in the measurements. The only information given in advance is about the target-measurement model and the constraint that there is no more than one target in the scenario. To solve these challenges, we model the movement of the target by using a trajectory function of time (T-FoT). Data-driven T-FoT initiation and termination strategies are proposed for identifying the (re-)appearance and disappearance of the target. During the existence of the target, real target measurements are distinguished from clutter if the target indeed exists and is detected, in order to update the T-FoT at each scan for which we design a least-squares estimator. Simulations using either linear or nonlinear systems are conducted to demonstrate the effectiveness of our approach in comparison with the Bayes optimal Bernoulli filters. The results show that our approach is comparable to the perfectly-modeled filters, even outperforms them in some cases while requiring much less a-prior information and computing much faster.
Fighting Sample Degeneracy and Impoverishment in Particle Filters: A Review of Intelligent Approaches
Jan 09, 2014
During the last two decades there has been a growing interest in Particle Filtering (PF). However, PF suffers from two long-standing problems that are referred to as sample degeneracy and impoverishment. We are investigating methods that are particularly efficient at Particle Distribution Optimization (PDO) to fight sample degeneracy and impoverishment, with an emphasis on intelligence choices. These methods benefit from such methods as Markov Chain Monte Carlo methods, Mean-shift algorithms, artificial intelligence algorithms (e.g., Particle Swarm Optimization, Genetic Algorithm and Ant Colony Optimization), machine learning approaches (e.g., clustering, splitting and merging) and their hybrids, forming a coherent standpoint to enhance the particle filter. The working mechanism, interrelationship, pros and cons of these approaches are provided. In addition, Approaches that are effective for dealing with high-dimensionality are reviewed. While improving the filter performance in terms of accuracy, robustness and convergence, it is noted that advanced techniques employed in PF often causes additional computational requirement that will in turn sacrifice improvement obtained in real life filtering. This fact, hidden in pure simulations, deserves the attention of the users and designers of new filters.
* Expert Systems with Applications, 2014
Adapting sample size in particle filters through KLD-resampling
Jun 13, 2013
This letter provides an adaptive resampling method. It determines the number of particles to resample so that the Kullback-Leibler distance (KLD) between distribution of particles before resampling and after resampling does not exceed a pre-specified error bound. The basis of the method is the same as Fox's KLD-sampling but implemented differently. The KLD-sampling assumes that samples are coming from the true posterior distribution and ignores any mismatch between the true and the proposal distribution. In contrast, we incorporate the KLD measure into the resampling in which the distribution of interest is just the posterior distribution. That is to say, for sample size adjustment, it is more theoretically rigorous and practically flexible to measure the fit of the distribution represented by weighted particles based on KLD during resampling than in sampling. Simulations of target tracking demonstrate the efficiency of our method.
* short letter of 2 pages, a Finishing Touch of appling KLD measure for sample size adaption for particle filters. In Electronics Letters 2013