Particle labeling PHD filter for multi-target track-valued estimates

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Recently, the probability hypothesis density (PHD) filter provides ... and multi-target states, without using data association ... by the accuracy of data association.
14th International Conference on Information Fusion Chicago, Illinois, USA, July 5-8, 2011

Particle labeling PHD filter for multi-target track-valued estimates Hongyan Zhu Chongzhao Han Yan Lin School of Electronic & Information Engineering, Xi’an Jiaotong University Xi’an, Shaanxi, 710049, P. R. China [email protected] [email protected] [email protected] Abstract--Multi-target tracking is a difficult problem

computationally tractable alternative to the RFSs

due to the measurement origin uncertainty. Recently,

Bayesian multi-target filtering. It is a recursive

the probability hypothesis density (PHD) filter provides

mechanism which propagates the first-order statistical

a promising tool for joint estimation of target number

moment---the posterior expectation, instead of the

and multi-target states, without using data association

posterior distribution. Multi-target state estimates can be

technique. In particle implementations of the PHD

obtained by applying the peak extraction technique over

filter, clustering is used to extract the target state from

the PHD function. The PHD filter can be especially used

the particle population. This technique yields poor

in the cases with unknown target number, and gives the

performance when the estimated number of targets

estimation of target number and multi-target states

differs from the number of clusters in the particle

simultaneously. Reference [14] relaxed the Poisson

population. A particle labeling PHD filter for

assumption on the target number and derived a

multi-target track-valued estimates is developed in this

generalization of the PHD recursion known as the

paper. By implementing the efficient sampling and

Cardinalized (CPHD) recursion, by jointly propagating

particle labeling technique, the proposed method can

the posterior intensity function and the posterior

yield not only better state estimate, but also

cardinality distribution.

track-valued estimate. The multi-scan measurement

Since the PHD filter equations still include some

information is also employed to reduce the uncertainty

high-dimension integrals, there is no closed-form

of the estimates. Simulation results demonstrate the

solution in general. In [15], the Gaussian mixture PHD

efficiency of the proposed method. Keywords: Probability hypothesis density, random finite set,

(GM-PHD) filter is developed, which is a closed-form

track-valued estimate.

1 Introduction

solution to the PHD filter under linear Gaussian assumptions. In non-linear non-Gaussian cases, the Sequential Monte Carlo (SMC) techniques [16]-[19] are regarded as an efficient means to approximate the density

For the multi-target tracking (MTT) problem in the

function, by recursively propagating a group of weighted

presence of measurement origin uncertainty, data

particles. An SMC implementation of the PHD filter is

association [1-8] can be done to determine the

proposed in [20]-[21], and the analogous idea can also be

assignments between measurements and targets. The

seen in [22]-[24]. Unfortunately, since the original PHD filter [21] keeps

performance of state estimate will be seriously affected by the accuracy of data association.

no record of track identities, the estimation of individual

The random finite sets (RFSs) theory [9]-[12] provides

target can’t be obtained directly. Some approaches

a promising tool to the MTT problem. The probability

[25]-[28] have been developed in order to acquire the

hypothesis density (PHD) filter [13] is a suboptimal but

track-valued estimate. In [25]-[26], multi-target state estimates are firstly obtained by standard clustering

978-0-9824438-3-5 ©2011 ISIF

1842

techniques, and then track-valued estimates were

the weights, and the node history indicating how it is

acquired by performing track-to-estimate association

generated from the beginning. If the time index just lies

based on the MHT mechanism. Reference [27] keeps a

on the decision time, then the decision is made based on

separate tracker for each target, and constructs a

the maximal weight criteria, and the whole track-valued

two-dimensional

perform

estimate can be obtained by going back the node history.

‘peak-to-track’ association across the adjacent two scans.

In addition, we draw the samples based on a mixture

Reference [28] also introduced extra indices to each one

proposal based on the measurement set, instead of using

in the whole particle set to store the track identity. But

the transition density. In this way, the sampling efficiency

when the estimated number of target differs from the

can be improved greatly.

assignment

problem

to

number of clusters in the particle population, the original particle PHD filter fails to give good state estimates.

2 Problem formulation

In the above methods, the clustering is done among the whole particle set to obtain multi-target state estimates. But when the targets are close, the particle cloud from different targets can overlap each other. The particles generated from one target can be partitioned wrongly into another cluster from other target, which will yield poor performance. In this paper, a particle labeling PHD filter for multi-target track-valued estimates is proposed. Each one in the whole particle set has its own label which indicates the target identity. The particles are evolved with its label,

2.1 Multi-target state model and measurement model Let X and Z denote the multi-target state space and measurement space, N k and M k be the number of targets and measurements at time k, respectively. Then the multi-target states are xk ,1 , xk ,2 ,..., xk , N k ∈ X , and the measurements are zk ,1 , zk ,2 ,..., zk , M k

The multi-target state set and measurement set at time k can be described as the finite set variables:

X k = {xk ,1 , xk ,2 ,..., xk , Nk }, X k ∈ F (X )

and the weights are predicted and updated according to

of particles with the same label, in order to avoid being

,

Z k = {zk ,1 , zk ,2 ,..., zk ,M k }, Z k ∈ F (Z ) where F (X ) and F (Z ) represent the respective

the measurement information. The estimation for individual targets will be obtained by the weighted sum

∈Z .

collections

of

all

finite

subsets

generated

k

the targets are close, high weights of some particles are

from X and Z . Let Z be the cumulative measurement set until time k,and f k |k −1 ( X k | X k −1 )

possibly due to the measurement generated by the other

and

target. So, the directly weighted combination of all the

probability and the likelihood function. The optimal multi-target Bayesian recursive formula are given by

influenced by those particles from other targets. When

particles with the same label may be wrong. For this

gk (Zk | X k )

be

the

multi-target

transition

pk|k −1 ( X k | Z k −1 )

reason, we need to develop an efficient method to extract

= ∫ fk|k −1 ( X k | X ) pk −1|k −1 ( X | Z k −1 )dX

some particles from the particle set with the same label, which can represent the target state with a high quality. Here we do clustering in those particles with the same

pk|k (Xk | Zk ) =

label firstly, and then establish a temporary node for each

gk (Zk | Xk ) fk|k−1(Xk | Zk−1) k−1 ∫ gk (Zk | X ) pk|k−1(X | Z )dX

(1)

(2)

cluster. Next, we should make the decision to tell which node will be used to update the target state. Hence, we

2.2 Probability hypothesis density filter

define a decision window with a given width by using of

The optimal multi-target Bayesian recursive formula

the multi-scan measurement information. When the time

is computationally intractable. The Finite set statistics

index is within the decision window, each temporary

(FISST) theory [13] provides a powerful tool that allows

node will be extended into several new nodes according

the extension of the Bayesian inference to multi-target

to the clustering result. Each node records all its particles,

tracking cases directly. The PHD filter is a suboptimal 1843

alternative to the multi-target Bayesian recursive formula

integrals, the SMC technique is combined with the PHD

in the FISST framework.

filter to deal with the computational intractability [21].

The probability hypothesis density Dk |k ( x | Z ) is

For simplicity, assuming Ps ( x ) = 0 . Let Lk -1 be the

the first order statistical moment of the multi-target

total number of particles at time k-1 and set L0 =0 .

k

posterior

density

k

f k |k ( X k | Z ) , which is a

Given a particle representation of Dk −1|k −1 by the particle

non-negative function with the following property

= ∫ X ∩ S f k |k ( X | Z k )dx = ∫ Dk |k ( x | Z k )dx S

{x

(i ) k −1

set

Nˆ k ( S )

, wk(i−)1}

Lk −1

i =1

at time k-1, Lk −1

(3)

Dk −1|k −1 ( xk −1 ) = ∑ wk( i−)1δ x( i ) ( xk −1 )

S

where Nˆ k ( S ) is the expected number of targets in

„

(8)

k −1

i =1

Prediction step:

For i = 1,..., Lk −1 , sample xk ∼ q (. | xk −1 , Z k ) , (i )

region S . The PHD filter involves a prediction step and an

(i )

(i )

(i )

where q ( xk | xk −1 , Z k ) is the proposal distribution.

update step as follows.

And then the predicted weights can be given by

Prediction step:

wk(i|k) −1 =

Dk|k−1(xk | Z ) = γk (xk ) + ∫ϕ(xk , xk−1)Dk−1|k−1(xk−1)dxk−1 (4) k−1

ϕ ( xk(i ) , xk(i−)1 ) (i ) k

(i ) k −1

q( x | x , Z k )

wk(i−)1

(9)

where

To explore newborn targets, J k new particles are

ϕ(xk , xk −1) = Ps (xk −1) fk|k −1(xk | xk−1) + bk|k−1(xk | xk−1) (5)

generated.

The target survives with a probability and

Ps ( xk −1 ) ,

(i ) k

sample x

(i ) k |k −1

w

bk |k −1 (. | xk −1 ) be the

intensity of the target RFS spawned from previous state xk −1 , and γ k ( xk ) be the intensity function of the spontaneous birth RFS. Update step:

(10)

targets. „ Update step: For each measurement z ∈ Z k , compute

Ck ( z ) =

(6)

Lk −1 + J k

∑ψ i =1

k ,z

( xk( i ) ) wk(i|k) −1

(11)

whereψ k , z ( x ) = PD ( x ) g k ( z | x ) , and then update the weights

where

Ck ( z ) = ∫ PD ( xk )g k ( z | xk ) Dk |k −1 ( xk | Z k −1 )dxk

1 γ k ( xk( i ) ) = J k pk ( xk(i ) | Z k )

Where pk (. | Z k ) is the probability density for newborn

Dk|k ( xk | Z k −1 ) ⎡ P ( x ) g ( z | xk ) ⎤ = ⎢1 − PD ( xk ) + ∑ D k k ⎥ Dk|k −1 ( xk ) z∈Zk κ k ( z ) + Ck ( z ) ⎦ ⎣

,

∼ pk (. | Z k ) , and compute the weights

f k |k −1 ( xk | xk −1 ) denotes the transition probability

density for individual targets. Let

i = Lk −1 + 1,..., Lk −1 + J k

For

⎡ ψk,z (xk(i) ) ⎤ (i) (i ) w = ⎢1− PD (xk ) + ∑ ⎥ wk|k−1 z∈Zk κk (z) + Ck (z) ⎦ ⎣

(7)

(i ) k

where PD ( xk ) and g k ( z | xk ) are the detection

„

probability and the likelihood function for individual targets, respectively. κ k ( z ) denotes the intensity of the

(12)

Resampling step:

Firstly, the sum of weights are given by

clutter RFS. It can be also written to be rk ck (.) , and rk

Nˆ k |k =

is the average clutter number per scan assuming a Poisson distribution, ck (.) is the probability distribution

and then resample

for each clutter measurement.

{x

(i ) k

2.3 Particle PHD filter Since the PHD filter still involves high dimensional 1844

, wk(i ) Nˆ k |k

}

Lk

i =1

Lk −1 + J k

∑ i =1

{x

(i ) k

wk(i )

, wk(i ) Nˆ k |k

(13)

}

Lk −1 + J k

i =1

to get

, where Lk = Lk −1 + J k . Finally,

rescale the weights by Nˆ k |k to get the updated particle

{

„

}

( i ) Lk

(i )

set xk , wk

i =1

at time k.

determine which cluster will be used to compute the target state, the multi-scan measurement information is used to lessen the uncertainty.

State estimate:

In the above figure, the width of the decision window

Multi-target state estimates can be obtained by the

is set to be 2. The circles denote the nodes which are

peak extraction over the PHD function represented by a

produced according to the clustering result among the

set of weighted particles, and standard clustering

particles with the same label at each scan. If a node has

techniques [33] can be used to acquire these peaks.

no a father node, then it corresponds to a newborn target.

3 Particle labeling PHD filter 3.1 Basic idea In the original particle PHD filter described in

The label in the circle is the track identity, and it will be inherited by all its descendant nodes. At the decision moment for each target, the cluster with the maximal sum of weights (black circles in the figure) is kept, and the other ones are eliminated.

Section 2, multi-target state estimates are obtained by

How to draw the samples is a key step to implement

standard clustering technique. But if the estimated

the particle filter. In this paper, we sample from a mixture

number of targets is incorrect, multi-target state estimates

proposal, instead of the transition probability done in the

given by standard clustering technique are unreliable.

original particle PHD filter. The presented algorithm is

Actually, each one in the whole particle set is produced from different origin, either from some existing target or newborn target. This information is ignored in the

described as follows.

3.2 Algorithm (i )

(i )

(i )

L

original particle PHD filter. If we add a label to each

Let {xk −1 , wk −1 , lk −1}i =k1−1 denote the whole particle

particle which records the target identity and can be

set at time k-1, xk −1 and wk −1 represent the ith particle

inherited along with the particle evolution procedure,

and the corresponding weight, lk -1 means the target

then the state estimate for individual target can be obtained by using of the particles with the same label. If the targets are well-separated, the weighted sum of particles with the same label can give good state estimate. But the result is unsatisfactory when the targets are close together, because the high weight of some particles may be produced by measurements from other targets.

(i )

(i )

(i )

identity with lk -1 ∈ Γ k −1 = {1, 2,...Nˆ max } , and Nˆ max is (i )

the maximal target identity until time k-1. At time k ≥ 1 , 1) Sample for existing targets. For i = 1,..., Lk −1 , sample xk ∼ q (. | xk −1 , Z k ) , (i )

(i )

(i )

where q (./ xk −1 , Z k ) denotes the proposal distribution. Here, a mixture proposal is given by Mk

p(./ xk(i−)1 , Z k )= ∑ b j p(. | xk( i−)1 , zk , j )

(14)

j =0

where b j

p (θ j | Z k )( j = 0,1,..., M k ) , and θ j

( j > 0) is the association hypothesis which means that the measurement zk , j originates from the target. The hypothesis θ 0 means no measurement comes from Fig.1.

the target. The probability can be computed similar to the association probability in probabilistic data association [1]. The sample procedure is drawn from the mixture

Basic principle of the presented method

Here, we do clustering among the particles with the same label. Each cluster is a set of particles, which is a candidate to be used to compute the target state. To

proposal as follows.

1845

‹

Sample

from

the

measurement index

m∼q1(.| xk(i−)1, Zk ) where the proposal q1 (. / .) is chosen to be discrete distribution

{(0, b ), (1, b ),..., (M 0

1

k

}

wk(i ) ) .

Pj

is

classified

into and

Nˆ e j mj

clusters. is

the

measurement number in the validation gate of target j .

where the proposal q2 (. / .) is set to be the posterior

distribution, which can be approximated easily by applying the local-linearization technique or the unscented transformation. If m = 0 , then the sample can be drawn from the transition probability. The predicted weights can be computed by the following formula

ϕ ( xk( i ) , xk( i−)1 ) p( xk(i ) / xk(i−)1 , Z k )

Nˆ a =1+Nˆ c j , where Nˆ c j means the target number which are close to target j . It can be computed as the number of targets whose validation gate intersects with the one of target j . For j = 0 , the particle set P0 is partitioned into Nˆ n clusters. 5) Track Extension and decision We set a time window using the multi-scan

wk(i−)1

(15)

measurement information. When the time index is within the time window, we establish a node for each cluster

2) Sampling for newborn targets. For i = Lk−1 +1,..., Lk−1 + Jk , Sample xk ∼ pk (. | Z k ) (i )

about the particles, the weight, and its generation history.

1 γ k (x ) J k pk ( xk( i ) | Z k ) (i ) k

(i ) L

(i )

l ( 1 ≤ l ≤ Nˆ e j ) from Pj which carries all the information

,

and compute the weights for newborn targets

(i )

i = Lk −1 +1

Where Nˆ e j = min{m j , Nˆ a } ,

xk(i ) ∼ q2 (./ xk(i−)1 , zk ,m ) ,

wk(i|k) −1 =



4) Clustering In this step, clustering is done among those particles with the same label. We denote Pj as the particle set

set

state

wk(i|k) −1 =

Lk −1 + J k

with label j ( j ∈ {0, Γ k −1}) . For j ∈ Γ k −1 , the particle

, bM k ) .

Sample from the proposal q2 (. / .) for the target

‹

Nˆ n = round (

q1 (. / .) for the

proposal

(16)

3) The whole particle set {xk , wk |k −1 , lk }i =k1−1

+ Jk

When the time index is just on the decision time, the final decision will be made as follows. a) we denotes

can be

obtained by combining all the particles generated from

cluster l ( 1 ≤ l ≤

(i )

Nˆ e j ) from Pj ( j ∈ Γ k −1 ), and let (19)

1≤ l ≤ N e j

can be inherited from lk −1 directly, that is lk = lk −1 . (i )

the sum of weights for each

l * = arg max {ω jl }, w* = ω jl* ˆ

the above two steps. For i = 1,..., Lk −1 , the label lk (i )

ω jl as

(i )

If

For i = Lk −1 + 1,..., Lk −1 + J k , a temporary label ‘0’ is

w* is larger than some given threshold GT , then the

l *th cluster is kept. The multi-scan target states within the

assigned, until it is finally confirmed in Step 5). Then the weights can be updated as the following formula

time window can be obtained by going back in the node

⎡ ψ k , z ( xk( i ) ) ⎤ (i ) (i ) (i ) wk = ⎢1 − PD ( xk ) + ∑ ⎥ wk |k −1 (17) z∈Z k κ k ( z ) + Ck ( z ) ⎦ ⎣

be deleted along with its ancestor nodes. If

Ck ( z ) =

Lk −1 + J k

∑ψ i =1

k ,z

(i ) k

(i ) k |k −1

( x )w

(18)

Then the resampling procedure is done as the original particle PHD filter does, and then the whole particle set (i ) k

(i ) k

( i ) Lk −1 + J k k i =1

{x , w , l }

can be obtained. The estimated

number for newborn targets is given by

history of cluster l

*th

. The other clusters with label j will

w* is less

than the threshold GT , the track will be terminated. As a result, the particle set

{xk(i ) , wk( i ) , lk(i ) }iL=k1 at time k will

be updated by all the left particles. b) For each cluster from P0 , if the sum of weights is greater than some given threshold G I , then a new target can be initiated and a new track identity is assigned to all the particles in this cluster. The maximal target identity is also modified by Nˆ max = Nˆ max + 1 . Otherwise, the 1846

cluster will be deleted.

and ∏

if m ≤ n ,

For simplicity, we only consider linear Gaussian model in 2-D plane. The target moves in the surveillance region [ -1000, 1000] m × [ -1000, 1000] m . The target

d p(c) ( X , Y )

T

⎛1⎛ = ⎜ ⎜ min ⎝ n ⎝ π∈∏n if m > n ,

state takes the form x( k )=[x(k ), x(k ), y(k ), y( k )] ,

x(k ) and y(k ) are the position components, x(k ) and y(k ) denote the velocity components of

where

the target state at time k. The target dynamics is given by

T 0 0⎤ ⎡T 2 / 2 0 ⎤ ⎢ ⎥ 1 0 0⎥⎥ 0 ⎥ T ⎢ x(k) + v(k) (20) ⎢ 0 T 2 / 2⎥ 0 1 T⎥ ⎢ ⎥ ⎥ 0 0 1⎦ T ⎦ ⎣ 0 where the process noise v( k ) ∼ N (.;0, Qk ) with

⎡1 ⎢0 x(k +1) = ⎢ ⎢0 ⎢ ⎣0

Qk = diag([σ , σ ] ) . The measurement equation is 2 T vy

⎡1 0 0 0 ⎤ z (k ) = ⎢ ⎥ x(k ) + w(k ) ⎣0 0 1 0⎦

(21)

where the measurement noise w( k ) ∼ N (.;0, Rk ) 2 2 T with Rk = diag([σ wx , σ wy ] ),

{1, 2,..., k} for

any k ∈ N = {1, 2,...} . For 1 ≤ p < ∞, c > 0 , The OSPA metric of order p with cut-off c is defined as :

4 Simulation results

2 vx

be the permutations on the set

k

σ wx =2m and σ wy =1.5m .

The process noise is assumed independent of the measurement noise. We set the sample interval T = 1s . The clutter

dp(c) (X,Y) = dp(c) (Y, X)

(22)

(23)

d ( c ) ( x, y ) = min(c, d ( x, y )) denotes the distance between x, y with cut off c > 0 . We define d ( x, y ) as the Euclidean distance, and set c = 100 and p = 2 . The thresholds for track where

initiation

and

track

termination are respectively.

GI = 0.8 and GT = 0.5 ,

set The

measurements are supported by 50 MC runs performed on the same target trajectory but with independently generated measurements for each trial. z Example 1 In this scenario, the average number of clutter measurement per scan is set r = 10 , and the standard derivation of process noise is σ vx

= σ vy = 2 . The width

of decision window is set to be 1. The multi-target trajectories and state estimates against time are plotted in Fig.2. In Fig.3, the OSPA error is shown.

measurements are uniformly distributed over the surveillance region with an average rate

1

⎞⎞ p d (c) ( xi , yπ (i ) ) p + c p (n − m) ⎟ ⎟ ∑ i =1 ⎠⎠ m

200

r points per 150

y,m

scan. New-born targets can appear according to a Poisson point process with the intensity function

real track presented method original particle phd

100

γ k = 0.5Ν (.; x1 , Qn ) + 0.5Ν (.; x2 , Qn )

50

with x1 = [-200 10 200 -2] , x2 = [80 -2 70 5]T , T

and

0 -300

Qn = diag ([4 , 0.01,1, 0.04]T ) .The particle

number for each existing target is set to be 500, and 1000 for newborn targets. For simplicity, we only consider the unity detection probability and survival probability. The Optimal Sub-pattern Assignment (OSPA) metric

-100

0 x,m

100

200

300

Fig.2. Multi-Target Trajectories and State Estimates 14 presented method original particle phd

12 10 OSPA,m

presented in [29] is employed to evaluate the performance. It is a mathematically and intuitively

8 6

consistent metric, which tries to capture the estimate

4

quality both the cardinality and multi-target states.

2

Let

-200

X = {x1 ,..., xm } and Y = { y1 ,..., yn } represent

0 0

the real multi-target state set and the estimated one with the cardinality m and n ( m, n ∈ N 0 = {1, 2,...} ),

5

10

15 time,s

20

Fig.3. OSPA Error

1847

25

30

z

Example 2

80

In this example, the expected number of clutter measurement per scan is set r = 60 , and the standard

60

= σ vy = 10 . The

OSPA,m

derivation of process noise is σ vx

presented method with single scan original particle phd presented method with multiple scan

70

width of decision window is set to be 1 and 3,

50 40 30 20

respectively. The multi-target trajectories and state

10

estimates against time are illustrated by the Fig.4-6.

0

0

2

4

6

8

y,m

16

18

20

PHD filter and the presented method with single-scan measurements, track loss phenomena happened. But if

200

we set the width of decision window to be 3, good

0

tracking performance can be achieved. It shows that

-200

multi-scan measurement information is needed to -200

-100

0

100

200

300

400

500

600

700

x,m

Fig.4. State Estimates by the Original Particle PHD Filter

improve the performance, in cases with large process noise and high clutter density

5 Discussions and conclusions

800

A Particle labeling PHD filter for multi-target

600 real track presented method with single-scan

y,m

14

In this scenario, when we apply the original particle

real track original particle phd

400

400

track-valued estimates is developed in this paper. There

200

are some possible future research directions. To reduce the

0

-400 -300

uncertainty

of

the

problem,

the

multi-scan

measurement is employed in the presented method. As a

-200

result, the decision delay and high computational burden -200

-100

0

100

200

300

400

500

600

700

x,m

is inevitable. So a variable width of the decision window may be more economic and can keep the balance

Fig.5. State Estimates by the Presented Method with Single-Scan

between

800

performance, according to the current measurement

burden

and

algorithm

Acknowledgement

400

The work is sponsored by the national key fundamental research & development programs (973) of P.R. China (2007CB311006) and National Natural Science Foundation of China (61004087/F030119).

200

0

-200

-400 -300

computational

distribution and the target maneuvering level.

real track presented method with multi-scan

600

y,m

12

Fig.7. OSPA Error

600

-400 -300

10

time,s

800

-200

-100

0

100

200

300

400

500

600

700

References

x,m

Fig.6. State Estimates by the Presented Method with Multi-Scan

The OSPA error is shown Fig. 7.

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