Joint multiple target tracking and classification using the Unscented Kalman Particle PHD filter

The probability hypothesis density (PHD) is the first order statistical moment of the multiple target posterior density; the PHD recursion involves multiple integrals that generally have no closed form solutions. A SMC implementation of the PHD filter has been proposed to tackle the issue of joint e...

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Bibliographic Details
Main Authors: Melzi, M., Ouldali, A.
Format: Conference Proceeding
Language:English
Subjects:
Computational modeling
Kalman filters
Monte Carlo methods
Proposals
Surveillance
Target tracking
Trajectory
Online Access:Request full text
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Summary:The probability hypothesis density (PHD) is the first order statistical moment of the multiple target posterior density; the PHD recursion involves multiple integrals that generally have no closed form solutions. A SMC implementation of the PHD filter has been proposed to tackle the issue of joint estimating the number of targets and their states. However, because the state transition does not take into account the most recent observation, the particles drawn from prior transition may have very low likelihood and their contributions to the posterior estimation become negligible. In this paper, we propose a novel algorithm named Unscented Kalman Particle PHD filter (UK-P-PHD). It consists of a P-PHD filter that uses an Unscented Kalman filter to generate the importance proposal distribution; the UKF allows the P-PHD filter to incorporate the latest observations into a prior updating routine and thus, generates proposal distributions that match the true posterior more closely. Simulation shows that the proposed filter outperforms the P-PHD filter.
DOI:10.1109/NEWCAS.2011.5981202