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Target Tracking Based On Optimized Particle Filter Algorithm
Target Tracking Based On Optimized Particle Filter Algorithm
tracking;
I. INTRODUCTION
Target tracking is an important element of surveillance,
guidance, or obstacle avoidance systems, whose main
idea to determine the number, position, and movement of
targets. The fundamental building block of a tracking
system is a filter for recursive target-state estimation.
In recent years, many single-target video sequence
tracking system are successfully developed one after
another. If it is a linear Gaussian state-space model, is
possible to derive an exact analytical expression to
compute the evolving sequence of posterior distributions.
This recursion is the well-known and widespread Kalman
filter. If the data modeled as a partially observed, finite
state-space Markov chain, it is also possible to obtain an
analytical solution, which is known as the hidden Markov
model HMM filter. These two filters are the most
ubiquitous and famous ones, yet there are a few other
dynamic systems that admit finite dimensional filters.
And there are more classic algorithms that widely applied
are: Nearest Neighbor Filter (NNF)[1], Joint Probability
Data Association Filter (JPDAF)[2] and Multiple
Hypothesis Tracking (MHT)[3], etc..
The aforementioned filters rely on various assumptions
to ensure mathematical tractability. However, Real data
can be very complex, typically involving elements of
non-Gaussianity, high dimensionality and nonlinearity,
which conditions usually preclude analytic solution. This
is a problem of fundamental importance permeates most
1141
=1
i =1
, then
{X
i
k
, wki
Ns
i =1
p ( X k Z 1:k ) wki X k X ki
Ns
(1)
i =1
q (X
p X ki Z1:k
p (Z k X k ) p ( X k Z 1:k 1 )
p ( X k Z 1:k ) =
)
)
=
=
p (Z k Z 1:k 1 )
p (Z k X k ) p X k X k 1, Z 1:k 1 p ( X k 1 Z 1:k 1 )
p (Z k Z 1:k 1 )
p (Z k X k ) p ( X k X k 1 )
p (Z k Z 1:k 1 )
p ( X k 1 Z 1:k 1 )
p (Z k X k ) p ( X k X k 1 ) p ( X k 1 Z 1:k 1 )
4
And updated formula for weights is obtained therefore:
wki
)(
)(
p Z k X ki p X ki X ki 1 p X ki 1 Z 1:k 1
= wki 1
i
k
qX X
i
k
i
k 1
)(
)(
, Z 1:k q X
i
k
p Zk X p X X
i
k
qX X
i
k 1
, Z 1:k
i
k 1
i
k 1
Z 1:k 1
6
If q (X k X k 1 , Z 1:k ) = q (X k X k 1, Z k ) is achieved, namely
the important density function only depends on X k 1
and Z k , then only storage sample X ki but not X ki 1 and the
past observation Z 1:k 1 is needed, therefore computation
storage can be greatly reduced. At this time the weight is
revised as:
wki wki 1
)(
p Z k X ki p X ki X ki 1
q (X
i
k
i
k 1
, Zk
7
Thus, the posterior probability density at the time K
can use discrete weight sum that approximate to
in
which
~i X X i
p (X k Z 1:k ) w
k
k
k
Ns
8
Therefore, particle filter algorithm is to obtain samples
mainly from important density function, get
corresponding weight in iteration as successive arrival of
measured values, and finally represent the posterior
probability density in the form of weight sum, and get the
estimated state value.
For multi-target tracking system, N (quantity)
particles
are
involved
in
initial
particle
i =1
set
S 0 = s0n ,
N
n =1,..., N
s 0n ,i
each
element
2
If the important density function can be decomposed as
follows:
3
Then the posterior probability density can be expressed
as:
i
k
Z1:k
M
i =1
n xi
, and s tn,ii
1142
Ft i stn,11 , vtn , M
~
st n =
M
F M s n,M , v n,M
t t 1 t
9
For the likelihood calculation of the nth particle, the
observed value
~
st n , n = 1,..., N can be expressed as:
mt
p Z t = z t1 ,..., z tmt X t = ~
st n = p z t j ~
st n
j =1
mt
q0
M
t + i =1 l ti z tj ; ~
st n ,i qti
j =1 V
10
lti (z tj ; ~
st n ,i ) = p (z tj K t j = i, X ti = ~
s t n ,i )
which,
,
i
t
q t , i = 1,..., M means the probability of the jth observed
value from the ith target, and M t means the quantity of
target at the time t.
In
{x
i
k 1
, wki 1
{x ,1 / N }
Accept
(i )
drop xt
xt(i ) ,if
, make
u < min[1,
p( yt | xt(i ) )
] ;
p ( yt | ~
xt(i ) )
otherwise,
xt(i ) = ~
xt( i ) .
i
k
V. TEMPLATE UPDATING
{x , w }
i
k
i
k
1143
VII. CONCLUSION
ACKNOWLEDGMENT
This research was supported by the Natural Science
Foundation of Hebei Province under Grant No.
F2012208004. The authors would like to thank the
anonymous reviewers for their valuable remarks and
comments.
1144
REFERENCES
[1] Taek Lyul Song, Dong Gwan Lee, Jonha Ryu, A
probabilistic nearest neighbor filter algorithm for tracking
in a clutter environment, Signal Processing, vol. 85, issue
10, pp. 2044-2053,October 2005.
[2] Mourad Oussalah, Joris De Schutter, Hybrid fuzzy
probabilistic data association filter and joint probabilistic
data association filter ,Information Sciences, vol. 142,
issues 1-4, pp. 195-226,May 2002.
[3] Alexandre Herbland, Raphael Lasserre, Philippe
Lemetayer, Jacques Clementy, Philippe Gosse, Malignant
hypertension (MHT) : a systematic therapeutic approach
through blockade of renin angiotensin system American
Journal of Hypertension, vol. 17, issue 5, pp. S155, May
2004.
[4] Arnaud Doucet, Nando De Freitas, Sequential Monte Carlo
Methods in Practice. The Springer press, 2001.1-5
[5] K.Nummiaro,E.Koller-Meier,L.Van Gool, An adaptive
color-based particle filier, Image and Vision Computing,
vol. 21, issue 1, pp. 99-110, 2003.
[6] Xinguang Shao, Biao Huang, Jong Min Lee, Constrained
Bayesian state estimation A comparative study and a new
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