<p>Multi-Target Tracking (MTT), where the number of targets as well as their states are time-varying, concerns with the estimation of both the number of targets and the individual states from noisy sensor measurements, whose origins are unknown. Filtering typically produces the best estimates of the target state based on all measurements up to current estimation time. Smoothing or retrodiction, which uses measurements beyond the current estimation time, provides better estimation of target states. This thesis proposes smoothing methods for various estimation methods that produce delayer, but better, estimates of the target states.</p> <p>First, we propose a novel smoothing method for the Probability Hypothesis Density (PHD) estimator. The PHD filer, which propagates the first order statistical moment of the multitarget state density, a computationally efficient MTT algorithm. By evaluating the PHD, the number of targets as well as their individual states can be extracted. Recent Sequential Monte Carlo (SMC) implementations of the PHD filter have paved the way to its application to realistic nonlinear non-Gaussian problems. The proposed PHD smoothing method involves forward multitarget filtering using the standard PHD filter recursion followed by backward smoothing recursion using a novel recursive formula.</p> <p>Second, we propose a Multiple Model PH (MMPHD) smoothing method for tracking of maneuvering targets. Multiple model approaches have been shown to be effective for tracking maneuvering targets. MMPHD filter propagates mode-conditioned PHD recursively. The proposed backward MMPHD smoothing algorithm involves the estimation of a continuous state for target dynamic as well as a discrete state vector for the mode of target dynamics.</p> <p>Third, we present a smoothing method for the Gaussian Mixture PHD (GMPHD) state estimator using multiple sensors. Under linear Gaussian assumptions, the PHD filter can be implemented using a closed-form recursion, where the PHD is represented by a mixture of Gaussian functions. This can be extended to nonlinear systems by using the Extended Kalman Filter (EKF) or the Unscented Kalman Filter (UKF). In the case of multisenor systems, a sequential update of the PHD has been suggested in literature. However, this sequential update is susceptible to imperfections in the last sensor. In this thesis, a parallel update for GMPHD filter is proposed. The resulting filter outputs are further improved using a novel closed-form backward smoothing recursion.</p> <p>Finally, we propose a novel smoothing method for Kalman based Interacting Multiple Model (IMM) estimator for tracking agile targets. The new method involves forwarding filtering followed by backward smoothing while maintaining the fundamental spirit of the IMM. The forward filtering is performed using the standard IMM recursion, while the backward smoothing is performed using a novel interacting smoothing recursion. This backward recursion mimics the IMM estimator in the backward direction, where each mode conditioned smoother uses standard Kalman smoothing recursion.</p> / Thesis / Doctor of Philosophy (PhD)
| Identifer | oai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/17364 |
| Date | 07 1900 |
| Creators | Nadarajah, N. |
| Contributors | Kirubarajan, T., Electrical and Computer Engineering |
| Source Sets | McMaster University |
| Language | English |
| Detected Language | English |
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