IEEE粒子滤波Random Finite Sets in Stochastic Filtering.ppt

Random Finite Sets in Stochastic Filtering 1940’s: Wiener filter Pioneering work by Wiener, Kolmogorov Particle Filter (1990’s--) Computational tools for non-linear non-Gaussian filtering Gordon, Salmond Smith, Doucet … The Bayes (nonlinear) Filter Practical Challenges Multi-Object Filtering Random Finite Set PHD/CPHD Filters Applications Conclusions Miss-distance: error between estimate and true state measures how close an estimate is to the true value well-understood for single target: Euclidean distance, MSE, etc fundamental in estimation/filtering control I will then present finite sets stats-a stat tool derived from RS for attacking MS MT tracking. I will then present finite sets stats-a stat tool derived from RS for attacking MS MT tracking. I will then present finite sets stats-a stat tool derived from RS for attacking MS MT tracking. I will then present finite sets stats-a stat tool derived from RS for attacking MS MT tracking. I will then present finite sets stats-a stat tool derived from RS for attacking MS MT tracking. I will then present finite sets stats-a stat tool derived from RS for attacking MS MT tracking. I will then present finite sets stats-a stat tool derived from RS for attacking MS MT tracking. The PHD filter Video tracking of people walking (340 frames) [Pham et al. 07] Data courtesy of K. Smith IDIAP Research Institute. The Cardinalised PHD Filter Drawback of PHD filter: High variance of cardinality estimate Relax Poisson assumption: allows any cardinality distribution Jointly propagate: intensity function cardinality distribution. Higher computational cost than PHD Still cheaper than state-of-the-art traditional techniques CPHD filter [Mahler 06, 07], Gaussian Mixture CPHD filter [VVC 06, 07] vk-1(xk-1|Z1:k-1) vk(xk|Z1:k) vk|k-1(xk|Z1:k-1) ??? ??? intensity prediction intensity update ck-1(n|Z1:k-1) ck(n|Z1:k) ck|k-1(n|Z1:k-1) ??? ??? cardinality prediction cardinality update GMTI Radar [Ulmke et. al.