Motivated by navigation and tracking applications within sensor networks, we consider the problem of performing Kalman filtering with intermittent observations. When data travel along unreliable communication channels in a large, wireless, multihop sensor network, the effect of communication delays and loss of information in the control loop cannot be neglected. We address this problem starting from the discrete Kalman filtering formulation, and modeling the arrival of the observation as a random process. We study the statistical convergence properties of the estimation error covariance, showing the existence of a critical value for the arrival rate of the observations, beyond which a transition to an unbounded state error covariance occurs. We also give upper and lower bounds on this expected state error covariance.

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Kalman filtering with intermittent observations

Simple Online and Realtime Tracking (SORT) is a pragmatic approach to multiple object tracking with a focus on simple, effective algorithms. In this paper, we integrate appearance information to improve the performance of SORT. Due to this extension we are able to track objects through longer periods of occlusions, effectively reducing the number of identity switches. In spirit of the original framework we place much of the computational complexity into an offline pre-training stage where we learn a deep association metric on a largescale person re-identification dataset. During online application, we establish measurement-to-track associations using nearest neighbor queries in visual appearance space. Experimental evaluation shows that our extensions reduce the number of identity switches by 45%, achieving overall competitive performance at high frame rates.

Simple online and realtime tracking with a deep association metric

A new recursive algorithm is proposed for jointly estimating the time-varying number of targets and their states from a sequence of observation sets in the presence of data association uncertainty, detection uncertainty, noise, and false alarms. The approach involves modelling the respective collections of targets and measurements as random finite sets and applying the probability hypothesis density (PHD) recursion to propagate the posterior intensity, which is a first-order statistic of the random finite set of targets, in time. At present, there is no closed-form solution to the PHD recursion. This paper shows that under linear, Gaussian assumptions on the target dynamics and birth process, the posterior intensity at any time step is a Gaussian mixture. More importantly, closed-form recursions for propagating the means, covariances, and weights of the constituent Gaussian components of the posterior intensity are derived. The proposed algorithm combines these recursions with a strategy for managing the number of Gaussian components to increase efficiency. This algorithm is extended to accommodate mildly nonlinear target dynamics using approximation strategies from the extended and unscented Kalman filters

The Gaussian Mixture Probability Hypothesis Density Filter

The Interacting Multiple Model (IMM) estimator is a suboptimal hybrid filter that has been shown to be one of the most cost-effective hybrid state estimation schemes. The main feature of this algorithm is its ability to estimate the state of a dynamic system with several behavior modes which can "switch" from one to another. In particular, the IMM estimator can be a self-adjusting variable-bandwidth filter, which makes it natural for tracking maneuvering targets. The importance of this approach is that it is the best compromise available currently-between complexity and performance: its computational requirements are nearly linear in the size of the problem (number of models) while its performance is almost the same as that of an algorithm with quadratic complexity. The objective of this work is to survey and put in perspective the existing IMM methods for target tracking problems. Special attention is given to the assumptions underlying each algorithm and its applicability to various situations.

Interacting multiple model methods in target tracking: a survey

Simple Online and Realtime Tracking (SORT) is a pragmatic approach to multiple object tracking with a focus on simple, effective algorithms. In this paper, we integrate appearance information to improve the performance of SORT. Due to this extension we are able to track objects through longer periods of occlusions, effectively reducing the number of identity switches. In spirit of the original framework we place much of the computational complexity into an offline pre-training stage where we learn a deep association metric on a large-scale person re-identification dataset. During online application, we establish measurement-to-track associations using nearest neighbor queries in visual appearance space. Experimental evaluation shows that our extensions reduce the number of identity switches by 45%, achieving overall competitive performance at high frame rates.

Simple Online and Realtime Tracking with a Deep Association Metric

The problem of associating data with targets in a cluttered multi-target environment is discussed and applied to passive sonar tracking. The probabilistic data association (PDA) method, which is based on computing the posterior probability of each candidate measurement found in a validation gate, assumes that only one real target is present and all other measurements are Poisson-distributed clutter. In this paper, a new theoretical result is presented: the joint probabilistic data association (JPDA) algorithm, in which joint posterior association probabilities are computed for multiple targets (or multiple discrete interfering sources) in Poisson clutter. The algorithm is applied to a passive sonar tracking problem with multiple sensors and targets, in which a target is not fully observable from a single sensor. Targets are modeled with four geographic states, two or more acoustic states, and realistic (i.e., low) probabilities of detection at each sample time. A simulation result is presented for two heavily interfering targets illustrating the dramatic tracking improvements obtained by estimating the targets' states using joint association probabilities.

Sonar tracking of multiple targets using joint probabilistic data association

In the Kalman-Bucy filter and other trackers, the dependence of tracking performance upon the quality of the measurement data is well understood in terms of the measurement noise covariance matrix, which specifies the uncertainty in the values of the measurement inputs. The measurement noise and process noise covariances determine, via the Riccati equation, the state estimation error covariance. When the origin of the measurements is also uncertain, one has the widely studied problem of data association (or data correlation), and tracking performance depends critically on signal processing parameters, primarily the probabilities of detection and false alarm. In this paper we derive a modified Riccati equation that quantifies (approximately) the dependence of the state error covariance on these parameters. We also show how to use a receiver operating characteristic (ROC) curve in conjunction with the above relationship to determine the detection threshold in the signal processing system that provides measurements to the tracker so as to minimize tracking errors. The approach presented in this paper provides a feedback mechanism from the information processing (tracking) subsystem to the signal processing subsystem so as to optimize the overall performance in clutter.

M. Scheffe

Papers

Sonar tracking of multiple targets using joint probabilistic data association

Detection thresholds for tracking in clutter--A connection between estimation and signal processing