Skip to main content

Background

  • Chapter
  • First Online:
Particle Filters for Random Set Models
  • 2404 Accesses

Abstract

This chapter reviews the fundamentals of particle filtering with sensor control and introduces formally the most popular Bayes filters that emerged from the random set theoretical framework.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

eBook
USD 16.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 159.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 159.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    A joint distribution function \(f_n(\mathbf{x }_1,\dots ,\mathbf{x }_n)\) is said to be symmetric if its value remains unchanged for all of the \(n!\) possible permutations of its variables.

  2. 2.

    While the FISST densities are not probability densities, they have been shown to be equivalent to probability densities on \({\fancyscript{F({ X})}}\) relative to some reference measure [29]. Subsequently, we do not distinguish between FISST densities and probability densities of random finite sets.

  3. 3.

    Some authors also call it the full Bayes multi-object filter.

References

  1. A. Doucet, J. F. G. de Freitas, and N. J. Gordon, eds., Sequential Monte Carlo Methods in Practice. Springer, 2001.

    Google Scholar 

  2. M. S. Arulampalam, S. Maskell, N. Gordon, and T. Clapp, “A tutorial on particle filters for non-linear/non-Gaussian Bayesian tracking”, IEEE Trans. Signal Processing, vol. 50, pp. 174–188, Feb. 2002.

    Google Scholar 

  3. P. Djuric, J. H. Kotecha, J. Zhang, Y. Huang, T. Ghirmai, M. Bugallo, and J. Miguez, “Particle filtering”, IEEE Signal Processing Magazine, pp. 19–38, Sept. 2003.

    Google Scholar 

  4. O. Cappé, S. J. Godsill, and E. Moulines, “An overview of existing methods and recent advances in sequential Monte Carlo”, Proc. IEEE, vol. 95, no. 5, pp. 899–924, 2007.

    Google Scholar 

  5. A. Doucet and A. M. Johansen, “A tutorial on particle filtering and smoothing: Fifteen years later”, tech. rep., Department of Statistics, University of British Columbia, Dec. 2008.

    Google Scholar 

  6. B. Ristic, S. Arulampalam, and N. Gordon, Beyond the Kalman filter: Particle filters for tracking applications. Artech House, 2004.

    Google Scholar 

  7. C. P. Robert and G. Casella, Monte Carlo statistical methods. Springer, 2nd ed., 2004.

    Google Scholar 

  8. M. R. Morelande and B. Ristic, “Radiological source detection and localisation using Bayesain techniques”, IEEE Trans. Signal Processing, vol. 57, no. 11, pp. 4220–4231, 2009.

    Google Scholar 

  9. N. J. Gordon, D. J. Salmond, and A. F. M. Smith, “Novel approach to nonlinear/non-Gaussian Bayesian state estimation”, IEE Proc.-F, vol. 140, no. 2, pp. 107–113, 1993.

    Google Scholar 

  10. D. A. Castanón and L. Carin, “Stochastic control theory for sensor management”, in Foundations and Applications of Sensor Management (A. O. Hero, D. A. Castanón, D. Cochran, and K. Kastella, eds.), ch. 2, pp. 7–32, Springer, 2008.

    Google Scholar 

  11. A. O. Hero, C. M. Kreucher, and D. Blatt, “Information theoretic approaches to sensor management”, in Foundations and applications of sensor management (A. O. Hero, D. Castanòn, D. Cochran, and K. Kastella, eds.), ch. 3, pp. 33–57, Springer, 2008.

    Google Scholar 

  12. C. M. Kreucher, A. O. Hero, K. D. Kastella, and M. R. Morelande, “An information based approach to sensor management in large dynamic networks”, Proc. of the IEEE, vol. 95, pp. 978–999, May 2007.

    Google Scholar 

  13. B. Ristic, B.-N. Vo, and D. Clark, “A note on the reward function for PHD filters with sensor control”, IEEE Trans. Aerospace & Electr. Systems, vol. 47, no. 2, pp. 1521–1529, 2011.

    Google Scholar 

  14. R. Mahler, Statistical Multisource Multitarget Information Fusion. Artech House, 2007.

    Google Scholar 

  15. T. O’Hogan, “Dicing with the unknown”, Significance, vol. 1, pp. 132–133, Sep. 2004.

    Google Scholar 

  16. A. Gning, B. Ristic, and L. Mihaylova, “Bernoulli particle/box-particle filters for detection and tracking in the presence of triple measurement uncertainty”, IEEE Trans. Signal Processing, vol. 60, pp. 2138–2151, May 2012.

    Google Scholar 

  17. R. Mahler and A. El-Fallah, “The random set approach to nontraditional measurements is rigorously bayesian”, in Proc. SPIE, vol. 8392 of Signal Processing, Sensor Fusion and Target Recognition, Apr. 2012.

    Google Scholar 

  18. I. R. Goodman, R. P. S. Mahler, and H. T. Nguyen, Mathematics of data fusion. Springer, 1997.

    Google Scholar 

  19. P. Smets and P. Magrez, “Implication in fuzzy logic”, Int. Journal Approx. Reasoning, vol. 1, pp. 327–348, 1987.

    Google Scholar 

  20. A. N. Bishop and B. Ristic, “Information fusion with spatially referring natural language statements”, IEEE Trans. Aerospace and Electronic Systems, 2012. (in print).

    Google Scholar 

  21. F. Abdallah, A. Gning, and P. Bonnifait, “Box particle filtering for nonlinear state estimation using interval analysis”, Automatica, vol. 44, pp. 807–815, 2008.

    Google Scholar 

  22. A. Gning, B. Ristic, L. Mihaylova, A. Fahed, “Introduction to box particle filtering”, IEEE Signal Processing Magazine, 2012. (in print).

    Google Scholar 

  23. A. Bishop and B. Ristic, “Fusion of natural language propositions: Bayesian random set framework”, in Proc. 14th Int. Conf. Information Fusion, (Chicago, USA), July 2011.

    Google Scholar 

  24. B. Ristic, “Bayesian estimation with imprecise likelihoods: Random set approach”, IEEE Signal Processing Letters, vol. 18, pp. 395–398, July 2011.

    Google Scholar 

  25. B. Ristic, “Bayesian estimation with imprecise likelihoods in the framework of random set theory”, in Proc. Australian Control Conference, (Melbourne, Australia), pp. 481–486, Nov. 2011.

    Google Scholar 

  26. B. Ristic, “Target classification with imprecise likelihoods: Mahler’s approach”, IEEE Trabns. Aerospace and Electronic Systems, vol. 47, no. 2, pp. 1530–1534, 2011.

    Google Scholar 

  27. A. Benavoli and B. Ristic, “Classification with imprecise likelihoods: A comparison of tbm, random set and imprecise probability approach”, in Proc. 14th Inter. Conf. Information Fusion, (Chicago, USA), July 2011.

    Google Scholar 

  28. A. Skvortsov and B. Ristic, “Monitoring and prediction of an epidemic outbreak using syndromic observations”, Mathematical biosciences, vol. 240, pp. 12–19, 2012.

    Google Scholar 

  29. B.-N. Vo, S. Singh, and A. Doucet, “Sequential Monte Carlo methods for multi-target filtering with random finite sets”, IEEE Trans. Aerospace & Electronic Systems, vol. 41, pp. 1224–1245, Oct. 2005.

    Google Scholar 

  30. H. Sidenbladh and S. L. Wirkander, “Tracking random sets of vehicles in terrain”, in Proc. 2nd IEEE Workshop on Multi-Object Tracking, (Madison, WI, USA), June 2003.

    Google Scholar 

  31. T. Zajic and R. Mahler, “A particle-systems implementation of the PHD multitarget tracking filter”, in Proc. SPIE, vol. 5096, pp. 291–299, April 2003.

    Google Scholar 

  32. B.-T. Vo and B.-N. Vo, “A random finite set conjugate prior and application to multi-target tracking”, in Proc. IEEE Conf. ISSNIP 2011, (Adelaide, Australia), pp. 431–436, Dec. 2011.

    Google Scholar 

  33. B. Ristic and B.-N. Vo, “Sensor control for multi-object state-space estimation using random finite sets”, Automatica, vol. 46, pp. 1812–1818, 2010.

    Google Scholar 

  34. J. R. Hoffman and R. P. S. Mahler, “Multitarget miss distance via optimal assignment”, IEEE Trans. Systems, Man and Cybernetics - Part A, vol. 34, pp. 327–336, May 2004.

    Google Scholar 

  35. L. Rueshendorff, “Wasserstein (Vasershtein) metric”, in Encyclopaedia of Mathematics (M. Hazewinkel, ed.), Springer, 2001.

    Google Scholar 

  36. D. Schuhmacher, B.-T. Vo, and B.-N. Vo, “A consistent metric for performance evaluation of multi-object filters”, IEEE Trans. Signal Processing, vol. 56, pp. 3447–3457, Aug. 2008.

    Google Scholar 

  37. E. Kreyszig, Introductory functional analysis with applications. Wiley, 1989.

    Google Scholar 

  38. J. Czyz, B. Ristic, and B. Macq, “A particle filter for joint detection and tracking of color objects”, Image and Vision Computing, vol. 25, pp. 1271–1281, 2007.

    Google Scholar 

  39. R. P. S. Mahler, “Multi-target Bayes filtering via first-order multi-target moments”, IEEE Trans. Aerospace & Electronic Systems, vol. 39, no. 4, pp. 1152–1178, 2003.

    Google Scholar 

  40. B.-T. Vo, B. Vo, and A. Cantoni, “The cardinality balanced multi-target multi-Bernoulli filter and its implementations”, IEEE Trans. Signal Processing, vol. 57, no. 2, pp. 409–423, 2009.

    Google Scholar 

  41. M. Tobias and A. Lanterman, “Probability hypothesis density-based multitarget tracking with bistatic range and Doppler observations”, IEE Proc.-Radar Sonar Navig, vol. 152, no. 3, pp. 195–205, 2005.

    Google Scholar 

  42. D. Clark, I. T. Ruiz, Y. Petillot, and J. Bell, “Particle PHD filter multiple target tracking in sonar image”, IEEE Trans. Aerospace & Electronic Systems, vol. 43, no. 1, pp. 409–416, 2007.

    Google Scholar 

  43. E. Maggio, M. Taj, and A. Cavallaro, “Efficient multitarget visual tracking using random finite sets”, IEEE Trans. Circuits & Systems for Video Technology, vol. 18, no. 8, pp. 1016–1027, 2008.

    Google Scholar 

  44. J. Mullane, B.-N. Vo, M. Adams, and B.-T. Vo, “A random finite set approach to Bayesian SLAM”, IEEE Trans. Robotics, vol. 27, no. 2, pp. 268–282, 2011.

    Google Scholar 

  45. G. Battistelli, L. Chisci, S. Morrocchi, F. Papi, A. Benavoli, A. D. Lallo, A. Farina, and A. Graziano, “Traffic intensity estimation via PHD filtering”, in Proc. 5th European Radar Conf., (Amsterdam, The Netherlands), pp. 340–343, Oct. 2008.

    Google Scholar 

  46. R. R. Juang, A. Levchenko, P. Burlina, “Tracking cell motion using GM-PHD”, in Int. Symp. Biomedical, Imaging, pp. 1154–1157, June/July 2009.

    Google Scholar 

  47. R. P. S. Mahler, “PHD filters of higher order in target number”, IEEE Trans. Aerospace & Electronic Systems, vol. 43, no. 4, pp. 1523–1543, 2007.

    Google Scholar 

  48. M. Ulmke, O. Erdinc, and P. Willett, “GMTI tracking via the Gaussian mixture cardinalized probability hypothesis density filter”, IEEE Trans. Aerospace & Electronic Systems, vol. 46, no. 4, pp. 1821–1833, 2010.

    Google Scholar 

  49. E. Pollard, A. Plyer, B. Pannetier, F. Champagnat, and G. L. Besnerais, “GM-PHD filters for multi-object tracking in uncalibrated aerial videos”, Proc. 12th Int. Conf. Information Fusion, pp. 1171–1178, July 2009.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Branko Ristic .

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer Science+Business Media New York

About this chapter

Cite this chapter

Ristic, B. (2013). Background. In: Particle Filters for Random Set Models. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6316-0_2

Download citation

  • DOI: https://doi.org/10.1007/978-1-4614-6316-0_2

  • Published:

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4614-6315-3

  • Online ISBN: 978-1-4614-6316-0

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics