-
摘要:
概率假设密度(PHD)滤波算法已被证明是实时多目标跟踪的有效方法,但现有这些基于PHD滤波的方法假设量测噪声协方差先验已知,而实际中量测噪声协方差可能是未知或随着环境改变而变化。针对这一问题,提出了一种适用于非线性量测模型的自适应噪声协方差多目标跟踪算法。该算法以PHD滤波为基础,采用容积卡尔曼(CK)技术近似非线性量测模型,利用逆威沙特(IW)分布描述量测噪声协方差分布,通过变分贝叶斯(VB)近似技术迭代估计量测噪声协方差和多目标状态联合后验密度。仿真结果表明,本文所提算法可有效估计量测噪声协方差,同时实现准确的目标数和目标状态估计。
-
关键词:
- 随机有限集 /
- 多目标跟踪 /
- 未知量测噪声协方差 /
- 变分贝叶斯(VB) /
- 概率假设密度(PHD)滤波
Abstract:Probability hypothesis density (PHD) filter has been demonstrated to be an effective approach for multi-target tracking in real time. However, these methods based on the PHD filter assume that the measurement noise covariance is known as a priori. This is unrealistic for real applications because it may be previously unknown or its value may be time-varying as the environment changes. To solve this problem, an adaptive noise covariance algorithm for multi-target tracking under the nonlinear measurement is proposed. Based on the PHD filter, the proposed algorithm employs the cubature Kalman (CK) technology to approximate the nonlinear model, models the noise covariance distribution as inverse Wishart (IW) distribution, and recursively estimates the joint posterior density of the measurement noise covariance and multi-target states by the variational Bayesian (VB) approach. The simulation results indicate that the proposed algorithm could effectively estimate measurement noise covariance, and achieve the accurate estimation of the target number and corresponding multi-target states.
-
-
[1] BLACKMAN S S.Multiple-target tracking with radar applications[M].Dedham:Artech House,1986:19-44. [2] BAR-SHALOM Y,LI X R,KIRUBARAJAN T.Estimation with applications to tracking and navigation[M].New York:Wiley,2001:21-488. [3] MAHLER R.Statistical multisource-multitarget information fusion[M].Norwood:Artech House,2007:565-682. [4] FORTMANN T E,BAR-SHALOM Y,SCHEFFE M.Sonar tracking of multiple targets using joint probabilistic data ssociation[J].IEEE Journal of Oceanic Engineering,1983,8(3):173-184. doi: 10.1109/JOE.1983.1145560 [5] BLACKMAN S S.Multiple hypothesis tracking for multiple target tracking[J].IEEE Aerospace and Electronic Systems Magazine,2004,19(1):5-18. doi: 10.1109/MAES.2004.1263228 [6] STREIT R L,LUGINBUHL T E.A probabilistic multi-hypothesis tracking algorithm without enumeration and pruning[C]//Proceedings of the 6th Joint Service Data Fusion Symposium.Piscataway,NJ:IEEE Press,1993:1015-1024. [7] MAHLER R.Multitarget Bayes filtering via first-order multitarget moments[J].IEEE Transactions on Aerospace and Electronic Systems,2003,39(4):1152-1178. doi: 10.1109/TAES.2003.1261119 [8] VO B N,MA W.The Gaussian mixture probability hypothesis density filter[J].IEEE Transactions on Signal Processing,2006,54(11):4091-4104. doi: 10.1109/TSP.2006.881190 [9] MAHLER R.PHD filters of higher order in target number[J].IEEE Transactions on Aerospace and Electronic Systems,2007,43(4):1523-1543. doi: 10.1109/TAES.2007.4441756 [10] VO B T,VO B N,CANTONI A.Analytic implementations of the cardinalized probability hypothesis density filter[J].IEEE Transactions on Signal Processing,2007,55(7):3553-3567. doi: 10.1109/TSP.2007.894241 [11] VO B T,VO B N,CANTONI A.The cardinality balanced multi-target multi-Bernoulli filter and its implementations[J].IEEE Transactions on Signal Processing,2009,57(2):409-423. doi: 10.1109/TSP.2008.2007924 [12] WU X H,HUANG G M,GAO J.Adaptive noise variance identification for probability hypothesis density-based multi-target filter by variational Bayesian approximations[J].IET Radar,Sonar & Navigation,2013,7(8):895-903. [13] YANG J L,GE H W.An improved multi-target tracking algorithm based on CBMeMBer filter and variational Bayesian approximation[J].Signal Processing,2013,93(9):2510-2515. doi: 10.1016/j.sigpro.2013.03.027 [14] LI C Y,WANG R,JI H B.Multiple extended-target tracking based on variational Bayesian cardinality-balanced multi-target multi-Bernoulli[J].Control Theory & Applications,2015,32(2):187-195(in Chinese). http://www.cnki.com.cn/Article/CJFDTOTAL-KZLY201502007.htm李翠芸,王荣,姬红兵.基于变分贝叶斯势均衡多目标多伯努利滤波的多扩展目标跟踪算法[J].控制理论与应用,2015,32(2):187-195. http://www.cnki.com.cn/Article/CJFDTOTAL-KZLY201502007.htm [15] ARASARATNAM I,HAYKIN S.Cubature Kalman filters[J].IEEE Transactions on Automatic Control,2009,54(6):1254-1269. doi: 10.1109/TAC.2009.2019800 [16] SMIDL V,QUINN A.The variational Bayes method in signal processing[M].New York:Springer,2006:15-43. [17] SARKKA S,NUMMENMAA A.Recursive noise adaptive Kalman filtering by variational Bayesian approximations[J].IEEE Transactions on Automatic Control,2009,54(3):596-600. doi: 10.1109/TAC.2008.2008348 [18] SARKKA S,HARTIKAINEN J.Nonlinear noise adaptive Kalman filtering via variational Bayes[C]//IEEE International Workshop on Machine Learning for Signal Processing.Piscataway,NJ:IEEE Press,2013:1-6. [19] SCHUHMACHER D,VO B T,VO B N.A consistent metric for performance evaluation of multi-object filters[J].IEEE Transactions on Signal Processing,2008,56(8):3447-3457. doi: 10.1109/TSP.2008.920469