CJA 759 No.

of Pages 13
26 December 2016
Chinese Journal of Aeronautics, (2016), xxx(xx): xxx–xxx
1

Chinese Society of Aeronautics and Astronautics

& Beihang University
Chinese Journal of Aeronautics
cja@buaa.edu.cn
www.sciencedirect.com

3 Multi-EAP: Extended EAP for multi-estimate

4 extraction for SMC-PHD filter
5 Li Tiancheng a,*, Juan M. Corchado a, Sun Shudong b, Fan Hongqi c

a
6 School of Science, University of Salamanca, Calle Espejo s/n, 37008 Salamanca, Spain
b
7 School of Mechanical Engineering, Northwestern Polytechnical University, 710072 Xi’an, China
c
8 ATR Key Laboratory, National University of Defense Technology, 410073 Changsha, China

9 Received 1 March 2016; revised 15 April 2016; accepted 16 May 2016

10

12 KEYWORDS Abstract The ability to extract state-estimates for each target of a multi-target posterior, referred
13
14 Data association; to as multi-estimate extraction (MEE), is an essential requirement for a multi-target filter, whose
15 EAP estimator; key performance assessments are based on accuracy, computational efficiency and reliability. The
16 Multi-target tracking; probability hypothesis density (PHD) filter, implemented by the sequential Monte Carlo approach,
17 PHD filter; affords a computationally efficient solution to general multi-target filtering for a time-varying num-
18 Particle filter ber of targets, but leaves no clue for optimal MEE. In this paper, new data association techniques
are proposed to distinguish real measurements of targets from clutter, as well as to associate par-
ticles with measurements. The MEE problem is then formulated as a family of parallel single-
estimate extraction problems, facilitating the use of the classic expected a posteriori (EAP) estima-
tor, namely the multi-EAP (MEAP) estimator. The resulting MEAP estimator is free of iterative
clustering computation, computes quickly and yields accurate and reliable estimates. Typical sim-
ulation scenarios are employed to demonstrate the superiority of the MEAP estimator over existing
methods in terms of faster processing speed and better estimation accuracy.
19 Ó 2016 Production and hosting by Elsevier Ltd. on behalf of Chinese Society of Aeronautics and
Astronautics. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/
licenses/by-nc-nd/4.0/).

20 1. Introduction of moving targets based on a sequence of noisy sensor mea- 23

surements that are corrupted by clutter and misdetections. 24

21 Multi-target filtering (MTF) is concerned with the detection Given that the final filter outcome is provided in the form of 25

22 and state-estimation of a time-varying and unknown number individual tracks for each target, it is often referred to as 26
multi-target tracking (MTT) for which extracting estimates 27
for each target from the multi-target posterior lies at the core. 28
* Corresponding author.
MTF/MTT has a long history of research, over 50 years, with 29
E-mail addresses: t.c.li@usal.es. many applications in both military and commercial realms, 30
q
Peer review under responsibility of Editorial Committee of CJA. including air traffic control, surveillance, aerospace, oceanog- 31
raphy, autonomous vehicles and robots, remote sensing, and 32
bioinformatics research.1 Cutting edge overviews of MTT 33
Production and hosting by Elsevier

http://dx.doi.org/10.1016/j.cja.2016.12.025
1000-9361 Ó 2016 Production and hosting by Elsevier Ltd. on behalf of Chinese Society of Aeronautics and Astronautics.
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Please cite this article in press as: Li T-Qidanhbtagnas(ahitcPcithbic"/> et al. Multi-EAP: Extended EAP for multi-estimate extraction for SMC-PHD filter, Chin J
Aeronaut (2016), http://dx.doi.org/10.1016/j.cja.2016.12.025
 CJA 759 No. of Pages 13
26 December 2016
2 Tiancheng Li et al.

34 and popular state-of-the-art MTT algorithms can be found in lack of trajectory information in the filtering densities, labels 94
35 Refs. 2,3. which have no physical significance are added to the state.” 95
36 Apart from handling the uncertainty in the state space For one reason or another, we limit ourselves to the RFS filters 96
37 model, one has to account for many more challenges arising without labelling. 97
38 in realistic environments. These include target detection The preconceived and possibly the most widely used MEE 98
39 (namely determining the number of targets that is time- solution for the SMC-PHD filter is based on cluster analysis of 99
40 varying), false alarms due to clutter, misdetections and, most the particle distribution, the essence of which is the particle-to- 100
41 challengingly, data association, which involves determining track association. Various clustering methods have been tai- 101
42 which target generated which measurement, if any. At the core lored in this respect, such as expectation-maximization algo- 102
43 of them, data association is strongly coupled with target detec- rithm,11 k-means clustering,11,12 fuzzy c-means and soft 103
44 tion, false alarms and misdetections and its implementation clustering,13 finite mixture models,14 CLEAN,15,16 ant cluster- 104
45 distinguishes two main groups of multi-target filters/trackers. ing17 and some others proposed in Refs. 18–20. However, most 105
46 On the one hand, traditional ‘‘divide and conquer” approaches of them lack strong theoretical justifications.21. 106
47 treated the MTT problem as a number of separate single-target Clustering is generally an iterative computing process that 107
48 tracking problems based on the measurement-to-track (M2T) often suffers from problems of non-convergence, unreliability 108
49 association, each of which is resolved using a suitable filter. and slow computing speed. When the estimated number of tar- 109
50 As the key to these solutions, the ‘‘divide” operation refers gets does not match the natural number of clusters, the cluster- 110
51 to the M2T association and is executed prior to filtering. Con- ing output, which is naturally not scalable with the number of 111
52 sequently, multi-estimate extraction (MEE), as an essential targets, is likely to be significantly erroneous.6 In contrast, 112
53 task for displaying tracks, is straightforward, and each esti- measurement-oriented methods that are free of clustering have 113
54 mate is conditionally independent of the others. been proposed.22–27 They are much more computationally effi- 114
55 On the other hand, targets and measurements can be natu- cient and can also be more accurate than clustering. In Ref. 27, 115
56 rally modeled by the use of random finite sets (RFS), which do a measurement-oriented sampling scheme is applied to sample 116
57 not need to consider data order. By doing so, the problem of particles, resulting in different particle subsets each corre- 117
58 multiple target filtering in the presence of clutter and misdetec- sponding to a specified measurement and a potential estimate; 118
59 tion can be cast in a Bayesian framework,4 resulting in an opti- however, this MEE method will unreasonably alter the 119
60 mal multi-target Bayesian filter without performing M2T particle-PHD recursions. Based on a data-driven viewpoint, 120
61 association. Instead of propagating the multi-target posterior the weight of particles is attributed to measurements, and 121
62 density, the probability hypothesis density (PHD) filter5 prop- therefore can be partitioned with respect to measurement for 122
63 agates the PHD, which is the first-order statistical moment of MEE.22–26 This paper will explain these in further detail. 123
64 the RFS of multi-target states (which is also the intensity of the Existing MEE solutions based on either the integrated weight 124
65 multi-target evolving point process). This affords a concise yet or weight components essentially extract the local supreme of 125
66 adequate RFS solution to MTF problems, which gains Kull- the PHD as state-estimates which, however, omit the correlation 126
67 back-Leibler divergence (KLD) minimization to approximate between detected targets and are therefore ‘‘biased,” although 127
68 the posterior distribution,6,7 and has recently elicited consider- the correlation is of little practical significance for general except 128
69 able attention. To note, there are also some other RFS multi- for closely spaced targets.28 This inherent correlation is similar 129
70 target filters driven based on different prior assumptions, e.g. to the coalescence effect that occurs with the closely-spaced tar- 130
71 the multi-Bernoulli prior results in a multi-Bernoulli filter,4,8 gets in traditional M2T association-based MTT solutions.29–31 131
72 which are beyond the scope of this paper. A good MEE solution will make the best effort to reduce this 132
73 Compared to the M2T association based MTF solutions, correlation in order to maximally match the independence 133
74 the advantage of the PHD filter is that it needs neither to asso- between targets. It is argued in Ref. 32 that ‘‘for the limited num- 134
75 ciate measurements to tracks nor to distinguish real measure- ber of particles used in practice, PFs that assume posterior inde- 135
76 ments of targets from the clutter at the filtering stage. pendence among target states outperform those without it.” To 136
77 However, this causes a challenge for MEE in the sequential date, an engineer-friendly MEE method that is reliable, accurate 137
78 Monte Carlo (SMC)-PHD implementation for nonlinear sys- and computationally fast is crucial, but still missing for the 138
79 tems where the particles are basically not labelled to tracks SMC-PHD filter despite extensive efforts devoted in this regard. 139
80 and are indistinguishable. This is a serious problem simply In this paper, we leverage the posterior independence 140
81 because a tracker working with a bad MEE solution cannot approximation and recall decision and association techniques 141
82 be good, no matter how good the posterior obtained is. to formulate the SMC-PHD MEE problem as a set of parallel 142
83 ‘‘Labelled” random finite sets9 that integrate the track label single-target state-estimation problems, which will maximally 143
84 into the state for estimating can partially avoid this MEE dif- reduce the correlation/bias among estimates and enable the 144
85 ficulty; however, this is much more algorithmically and com- use of the optimal EAP (Expected a Posteriori) estimator. 145
86 putationally complicated and is beyond the scope of this The proposed MEE approach, termed the Multi-EAP (MEAP) 146
87 paper. In addition, Ref. 10 further argues that ‘‘attempting estimator, is free of iterative clustering computation and there- 147
88 to perform track formation using labelled filtering posterior fore computes quickly and reliably. 148
89 densities departs from this ideal in two ways. First, using filter- This remainder of paper is arranged as follows: Section 2 - key 149
90 ing posterior densities effectively treats as the object of interest notations used and related works; Section 3 – details of the 150
91 the individual target states, collected in a vector or a set, at a proposed MEAP estimator; Section 4 - simulation comparison 151
92 particular time. This is at odds with the actual aim of estimat- of the MEAP approach with state-of-the-art MEE methods; Sec- 152
93 ing sequences of states. Second, in order to compensate for the tion 5 - conclusion. 153

Please cite this article in press as: Li T-Qidanhbtagnas(ahitcPcithbic"/> et al. Multi-EAP: Extended EAP for multi-estimate extraction for SMC-PHD filter, Chin J
Aeronaut (2016), http://dx.doi.org/10.1016/j.cja.2016.12.025
 CJA 759 No. of Pages 13
26 December 2016
Multi-estimate extraction for SMC-PHD filter 3
210
2. Problem statement and related works pðZk jXk ÞpðXk jZ1:k1 Þ
154
pðXk jZk Þ ¼ ð2Þ
pðZk jZ1:k1 Þ 212
R
155 Basically, MEE is carried out on the filtering posterior that will where pðZk jZ1:k1 Þ ¼ pðZk jXk ÞpðXk jZ1:k1 ÞdXk and the inte- 213
156 not affect the recursions of the filter. Because of this, this paper grals are set integrals defined as 214
157 is only concerned with the variables involved in the posterior Z Z
215
158 while the details of filtering recursions are omitted. This allows X1
1
pðXÞdX ¼ pð;Þ þ pðfx1 ; x2 ; . . . ; xn gÞdx1 dx2 . . . dxn
159 a clear and easy understanding of our approach. For the n¼1
n!
160 details of the default PHD filter and its SMC implementation,
ð3Þ 217
161 the reader is referred to Refs. 5,11,12. The concerned variables
162 are denoted as follows: Unfortunately, the above full Bayesian equations involve 218
the calculation of set integrals and cannot be analytically 219
163 k, time-instant (positive integer), solved except for very few special cases. Instead of propagating 220
164 Xk ¼ fxk;1 ; xk;2 ; . . . ; xk;N k g, RFS of the states of all targets, the complete multi-target density, the PHD filter propagates its 221
165 where N k is the number of targets, first order moment, called the intensity function or PHD, 222
166 Zk ¼ fzk;1 ; zk;2 ; . . . ; zk;M k g, RFS of the measurements where which calculates the distribution that minimizes the set KLD 223
167 M k is the number of measurements, consisting of two dis- to approximate the multi-target Bayesian posterior within 224
168 joint RFSs: target-originated measurement RFS Z k;T and the Poisson point process family.6,7 This filter was originally 225
S
169 clutter RFS Zk;C , satisfying Zk ¼ Z k;T Zk;C , derived by Mahler using probability generating functionals 226
170 Lk , number of particles at timek (specifically at the filtering and functional derivatives.5 Alternative derivations for the 227
171 updating stage), PHD filter based on measure theory have been proposed in 228
ðiÞ Refs. 33,34 This has also motivated a variety of new interpre-
172 xk , state of particle i at time k; i 2 ½1; Lk , 229
ðiÞ tations and implementations (see Refs. 20,35–37). 230
173 wk , the posterior weight of particle i at timek, obtained
The following assumptions are required in the classic PHD 231
174 after PHD updating,
ðiÞ
filter.16. 232
175 wkjk1 , the prior weight of particle i at timek, obtained after
176 PHD prediction, Assumption 1. Each target evolves and generates measure- 233
177 dy ðxÞ, Dirac delta function, which equals to one if x ¼ y ments independently of others. 234
178 and to zero otherwise,
179 pD;k ðxÞ, detection probability of a target with state x at time Assumption 2. The clutter distribution is Poisson and indepen- 235
180 k, dent of the target-generated measurements. 236
181 jk ðzÞ, clutter intensity at time k,
182 gk ðzjxÞ, likelihood of measurement z conditioned on state x, Assumption 3. One target can generate no more than one mea- 237
183 H ðxÞ, measurement function. surement at each scan. 238
184

Assumption 4. The number of new appearing targets at each 239

185 2.1. RFS filtering and the PHD recursion scan is a Poisson random variable and is independent of the 240
existing targets. 241
186 A RFS variable is a random variable that takes values as unor-
187 dered finite sets. The cardinality of a RFS variable X is random Assumption 5. Both the surviving-target process and the 242
188 and modelled by a discrete distribution qðnÞ ¼ PrfjXj ¼ ng, target-generated measurement process are Bernoulli. 243
189 where n is a non-negative integer. The RFS X is specified
190 entirely by its cardinality distribution qðnÞ and a family of For a given RFS N with the multi-target probability density 244

191 symmetric joint distributions pn ðx1 ; x2 ; . . . ; xn Þ that character- function fN ðXÞ, the PHD DN ðxÞ is given as: 245

192 ize the distribution of its elements over the state space, condi- Z 246

193 tioned on the set cardinality n. Here, a joint distribution DN ðxÞ ¼ dX ðxÞfN ðXÞdX ð4Þ
248
194 function pn ðx1 ; x2 ; . . . ; xn Þ is said to be symmetric if its value P
195 remains unchanged for all of the n! possible permutations of where dX ðxÞ , w2X dw ðxÞ is the set Dirac delta function, 249
196 its variables. The PDF (probability density function) of an respectively, which is used to convert the finite set 250
197 RFS variable X is denoted fðXÞ and defined as X ¼ fx1 ; x2 ; . . .g into vectors since the first order statistical 251
198 fðfx1 ; x2 ; . . . xn gÞ ¼ n!  qðnÞ  pn ðx1 ; x2 ; . . . xn Þ. moment is defined in the R vector space. We have the cardinality 252
199 The RFS theory provides an exquisite tool to represent the of an RFS X as jXj ¼ dX ðxÞdx. 253
200 unknown and size-varying state set and measurement set In this paper, we investigate the classic SMC-PHD filter11,12 254
201 involved in the MTT scene. While representing targets and for clarity, although the proposed MEE approach is not lim- 255
202 measurements as RFSs, we need an alternative Bayes- ited to this. The PHD predictor (time updating) is 256
203 Markov filter that is able to handle set densities in order to Z 257

204 deal with multi-target tracking. To this end, the multi-target Dkjk1 ðxÞ ¼ /kjk1 ðxjuÞDk1jk1 ðuÞdx þ ck ðxÞ ð5Þ
259
205 Bayesian filter is given by two equations for prediction and
206 Bayes updating, respectively, as follows1–5: where the following abbreviation is used 260
207 Z 261
pðXk jZ1:k1 Þ ¼ pðXk jXk1 ÞpðXk1 jZ1:k1 ÞdXk1 ð1Þ /kjk1 ðxjuÞ ¼ ps;k ðuÞfkjk1 ðxjuÞ þ bk ðxjuÞ ð6Þ 263
209

Please cite this article in press as: Li T-Qidanhbtagnas(ahitcPcithbic"/> et al. Multi-EAP: Extended EAP for multi-estimate extraction for SMC-PHD filter, Chin J
Aeronaut (2016), http://dx.doi.org/10.1016/j.cja.2016.12.025
 CJA 759 No. of Pages 13
26 December 2016
4 Tiancheng Li et al.
  312
264 where ps;k ðuÞ is the probability that the target with state u sur- X
Lk
ðiÞ
pD;k xk
ðiÞ ðiÞ
gk ðzjxk Þwkjk1
265 vive at time k-and transition to some other (random) state, Wk ðzÞ ¼ 2 ½0; 1
X
Lk  
266 bk ðxjuÞ denotes the intensity function of the RFS of targets i¼1
jk ðzÞ þ
ðjÞ ðjÞ ðjÞ
pD;k xk gk ðzjxk Þwkjk1
267 spawned from the previous state u, and ck ðxÞ is the birth inten- j 314
268 sity function of new targets at time k. Dk1jk1 ðxÞ is the poste-
269 rior PHD at time k  1 and is given as follows for time k. To have the extremes of the interval on the right side, when 315

270 The PHD updater (data updating) is and only when pD ðxÞ ¼ 0; Wk ðzÞ ¼ 0, and when and only 316
271
! when jk ðzÞ ¼ 0; Wk ðzÞ ¼ 1. 317
X pD;k ðxÞgk ðzjkÞ
Dkjk ðxÞ ¼ 1  pD;k ðxÞ þ Dkjk1 ðxÞ ð7Þ The PHD is uniquely defined by the property that its 318
273 j ðzÞ þ Ck ðzÞ
z2Zk k integral in any region indicates the expected number of targets 319
in that region. That is, the integration of the PHD over the 320
274 with the abbreviation
275 Z entire state space gives the expected number of targets. 321

Ck ðzÞ ¼ pD;k ðuÞgk ðzjuÞDkjk1 ðuÞdu ð8Þ Therefore, a common approach to estimate the number of 322
277 targets Nk is rounding the total weight mass as 323

" # 324

2.2. Weight component of particles X

Lk
278 bk ¼
N
ðiÞ
Wk ð14Þ
i¼1 326
279 As addressed, MEE is performed with the posterior PHD,
which is a near-EAP estimation. 5,21
h 327
280 which allows us to start directly with the particle approxima-
281 tion of the PHD updater Dkjk
282
2.3. Weight component-based MEE 328
X
Lk
ðiÞ
Dkjk ðxk Þ  wk dxðiÞ ðxk Þ ð9Þ
284 k
i¼1 In order to extract multiple estimates from the PHD, decom- 329

285 with the posterior weight given as position is needed for MEE that can be carried out either on 330
286 2 3 the particles or on their weights. In the former, the clustering 331
 
6   X ðiÞ ðiÞ
pD;k xk gk ðzjxk Þ 7 partitions particles into different groups, each corresponding 332
6 7 ðiÞ
wk ¼ 6 7w
ðiÞ ðiÞ
61  pD;k xk þ X
Lk   7 kjk1 to a target. In the latter, the weights of particles are decom- 333
4 z2Zk ðjÞ ðjÞ ðjÞ 5
jk ðzÞ þ pD;k xk gk ðzjxk Þwkjk1 posed with respect to measurements, as implied by Eq. (11), 334
j
and then the weight components are used to calculate esti- 335
288 ð10Þ mates. Comparably, the latter is both faster and more reliable 336

289 As shown in Eq. (10), the (posterior) weights consist of two in computation. In this regard, Zhao22 selects N b k measure- 337
290 parts. One part corresponds to misdetection (we denote it as z0 ) ments from fz0 ; Zk g with the largest Wk ðzÞ (called the Rank- 338
291 and the other part to target-generated measurements and clut- rule hereafter) and for each z 2 fz0 ; Zk g, an estimate is 339
292 ter z 2 Zk . Thus, the ‘‘weight component” can be defined as13: obtained as the component-weighted mean of the states of 340
293 8   all particles 341
>
> 1  p
ðiÞ
xk
ðiÞ
wkjk1 if z ¼ z0 342
>
> D;k PLk ðiÞ ðiÞ
>
< w ðzÞxk
ðiÞ pD;k ðxk Þgk ðzjxk Þwkjk1
ðiÞ ðiÞ ðiÞ
xk ðzÞ ¼ i¼1 k
Zhao
ð15Þ
wk ðzÞ ¼ if z 2 Zk ð11Þ Wk ðzÞ 344
>
> j ðzÞþXp xðjÞ g ðzjxðjÞ ÞwðjÞ
> Lk
>
> D;k ð k Þ k
23,24
: k k kjk1 In contrast, Ristic proposes to extract estimates from 345
295 j
z 2 fz0 ; Zk g if its contribution Wk ðzÞ is bigger than a specified 346

296 This gives an index of how much measurement z con- threshold WT (hereafter referred to as the Threshold rule). This 347

297 tributes to the weight of particle i. eliminates the need to separately estimate the cardinality N bk. 348
298 Obviously, we have The state-estimate corresponding to the selected z is given as 349
299
X ðiÞ 350
ðiÞ
wk ¼ wk ðzÞ ð12Þ X
Lk
ðiÞ ðiÞ
301 z2fz0 ;Zk g
xRistic
k ðzÞ ¼ wk ðzÞxk ð16Þ
i¼1 352
302 We further denote
303 As a key difference from Eq. (15), the weight is not normal- 353
X
Lk
ðiÞ
ized in Eq. (16). The failure of normalization is corrected by 354
Wk ðzÞ :¼ wk ðzÞ ð13Þ Refs. 25,26, which, in addition, do not take new-born particles 355
305 i¼1
into account. The estimate is then calculated as follows: 356
357
306 which gives an indication about the probability that the under- PLk1 ðiÞ ðiÞ
i¼1 wk ðzÞxk
307 lying measurement is from a real target. xSchikora
k ðzÞ ¼ P Lk1 ðiÞ
ð17Þ
i¼1 wk ðzÞ
359

308 Lemma 1 36. 8z 2 Zk : 0 6 Wk ðzÞ 6 1. where Lk1 denotes the number of particles that are transited 360

309
from time k  1 which excludes the new generated particles 361
at time k. 362
Assuming that Jk new particles are allocated for new targets 363
310 Proof. By substituting Eq. (11) into Eq. (13) under the condi-
at time k, we have Lk ¼ Lk1 þ Jk . Obviously, the outcome of 364
311 tion z 2 Zk ; Wk ðzÞ can be expanded as
Eq. (17) is very close to that of Zhao’s method as given in Eq. 365

Please cite this article in press as: Li T-Qidanhbtagnas(ahitcPcithbic"/> et al. Multi-EAP: Extended EAP for multi-estimate extraction for SMC-PHD filter, Chin J
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 CJA 759 No. of Pages 13
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Multi-estimate extraction for SMC-PHD filter 5

366 (15). This group of solutions employs weight components to that are close to the underlying measurement for the corre- 421
367 extract estimates, which is significantly different from the clus- sponding single-estimate calculation in order to maximally 422
368 tering method. As will be demonstrated in our simulations, reduce the correlation among different estimates. 423
369 they can produce much better accuracy and compute faster At first, we adopt the nearest neighbor (NN) rule to divide 424
370 than clustering. the particles with regard to their space proximity according to 425
individual measurements. For example, in Fig. 1(a), (b) and (c) 426
371 2.4. Correlation between detected targets for the case of two measurements (marked by ‘‘+”) with dif- 427
ferent distances, the particles (marked by dots) are associated 428

372 When extracting state-estimates of individual targets from the with their nearest measurement and marked in different colors 429

373 PHD, the local peaks are often unstable, resulting in an abun- (red or green). However, when two or more measurements are 430

374 dance of practical difficulties. When two or more targets coa- very close, the particles are highly mixed and the NN associa- 431

375 lesce into one intensity peak, it is not clear how to proceed. A tion is not really effective at dealing with the correlation. For 432

376 nontrivial theoretical objection is that the intensity (number of example in Fig. 1(c), two measurements almost overlap; each 433

377 targets per unit state space) is a summary statistic and not a measurement is then associated with only half the number of 434

378 full multi-target PDF, so the meaning of estimates obtained the particles in the joint cloud (green and red) by using the 435

379 from the intensity are of unknown statistical character.38 More NN association. The estimates given by each half of the parti- 436

380 clearly, as implied by Eq. (10), the weights of particles are con- cle cloud is likely to drift away from the center as they omit the 437

381 tributed to by all measurements (including that of all targets) particles on the other side in their calculation, even if those 438

382 as are the resultant estimates based on them. MEE methods particles (e.g. the ones distributed in the circles) are very close 439

383 that do not compensate for the correlation between detected and important to them. This exposes one of the shortcomings 440

384 targets are theoretically biased, although the bias is of little of the standard NN association, which is limited to ‘‘one-to- 441

385 practical significance in many situations.28 In order to best one” association. The same occurs in cases when more targets 442

386 comply with the reality, our approach is developed on the basis are close to each other. 443

387 of posterior independence approximation and does not use the Taking this specific case into account, we extend the NN 444

388 multi-target posterior weight Eq. (10) of particles; rather, each method to include the very near (though not the nearest) par- 445

389 estimate is calculated with respect to partitioned subsets of ticles that are not associated with the underlying measurement 446

390 particles and independent measurements. As the core idea to according to the NN principle, namely the NNN-based P2M 447

391 reduce correlation between detected targets, particles are association rule, which can be written as: 448

392 divided with respect to all of the measurements (including clut- [ 449
NðzÞ ¼ NðzÞ GðzÞ ð18Þ 451
393 ter) rather than only to tracks/estimates. This is preferable if
394 we consider that some particles are generated and weighted where NðzÞ is the index set of particles whose nearest measure- 452
395 primarily because of clutter rather than real measurements ment is z and GðzÞ is the index set of particles that lie in the 453
396 and therefore shall not be associated to any estimate. The ‘‘di- validation area specified by an elliptical gate around measure- 454
397 vide” idea sits on the same ground as the M2T association car- ment z. They can be written as 455
398 ried out in traditional MTT approaches. By these proper data    456
association techniques, the MEE problem is formulated as a  ðiÞ
399 NðzÞ ¼ fiz ¼ argmina2Zk a  H xk ; i ¼ 1; 2; . . . ; Lk g ð19Þ 458
400 set of parallel sub-problems of single-estimate extraction; each 2

401 sub-problem that consists of one measurement and a sub-   T   

459

GðzÞ ¼ fi z  H xk
ðiÞ ðiÞ
402 group of particles extracts one estimate optimally and individ- R1 z  H xk 6 T ; i ¼ 1;2; . .. ;Lk g
403 ually. Further discussion is given in Section 3.4.
ð20Þ 461

404 3. MEAP estimator

where T is a gate threshold, which shall be properly designed 462
in order to capture the significant particles while not over- 463
405 In brief, the particles will be associated with different measure- shooting, and R is the measurement noise covariance. As 464
406 ments (using the near and nearest neighbor, NNN, rule; see GðzÞ serves mainly to remedy the nearest neighbor (NN) rule, 465
407 Section 3.1), while the measurements will be distinguished
408 between those generated by targets and clutter based on Eq.
409 (12) (see Section 3.2). Each measurement that is identified to
410 be generated by a real target and its associated particles will
411 be handled independently to extract one estimate in the
412 through EAP estimation (see Section 3.3). This ‘‘divide-and-c
413 onquer” strategy is expected to compute faster and more reli-
414 ably than clustering.

415 3.1. NNN particle-to-measurement (P2M) association

416 Although the PHD filter updates the weight of each particle by
417 using the all measurement information, only close measure-
418 ments dominate, determining the existence of that particle,
419 and small weighted particles are abandoned in the resampling Fig. 1 Different space proximities of measurements for two
420 process.39,49 Therefore, it is preferable to use only the particles targets.

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 CJA 759 No. of Pages 13
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6 Tiancheng Li et al.

466 we suggest a small magnitude of 0.5–2. To note, NðzÞ and GðzÞ Lemma 2. The EAP estimate minimizes the mean square error 520
467 are not necessarily disjointed. of the estimation defined as (‘2 norm) 521

X ðiÞ
522
468 3.2. Distinguishing measurements -ðiÞ EAP 2
z kxk  xk k2 ð24Þ
i2NðzÞ 524

469 The state of targets evolves in a Markov process while the clut-
ter does not necessarily evolve with the same process over time. Proof. Setting the derivative of Eq. (24) as zero yields 525
470
P  
ðiÞ ðiÞ
471 This core difference intuitively forms a criterion to distinguish i2NðzÞ -z xk  xEAP
k ¼ 0, which gives the MMSE estimate 526
472 the real measurements generated by targets from clutter: the
Eq. (22), i.e., the mean square error of the estimation given 527
473 former is more likely to fall in areas of higher PHD where
in Eq. (24) is minimized by Eq. (22).  528
474 the mass of weighted particles is relatively larger. Therefore,
475 we have: The final output of MEAP is a local approximation of the 529
476 Criterion 1. The measurements that contribute more signif- MMSE, ignoring misdetections and the effect of clutter. 530
477 icantly to the PHD, in terms of corresponding to relatively lar- However the estimated number of targets if given in Eq. (14) 531
478 ger Wk ðzÞ, are more likely generated by targets. by the Rank rule is near-EAP (see the derivation given in Ref. 532
479 This criterion has actually been employed in two different 5), while if given by the Threshold rule it is ad hoc. Overall, the 533
480 manners in existing measurement-oriented MEE methods: Ris- MEAP II estimator is approximately locally optimal (the more 534
481 tic’s Threshold rule23 and the Rank rule as seen in Refs. 22,24– distant estimates are with each other and the less misdetection, 535
482 26. In our approach, we can employ either the Threshold rule the closer to optimal the result), while MEAP I is simply an ad 536
483 or the Rank rule to determine the potential target measurement hoc solution due to the threshold used. Further discussion will 537
484 RFS Zk;T # Zk ; then EAP will be applied as shown in the next be given with the simulation results in Section 4. h 538
485 subsection. The rules correspond to Algorithm 1 and 2 respec-
In summary, the proposed MEAP estimators consist of 539
486 tively, and are referred to as MEAP I and MEAP II; the latter
three main steps: 540
487 is also treated as the default MEAP estimator.
Step 1. (Criterion 1) distinguish the real measurement of tar- 541
488 3.3. EAP estimator
gets Zk;T from clutter based on W k ðzÞ. 542
Step 2. (NNN association) associate the particles to their 543
489 The Bayes’ theorem indicates that pðxjzÞ / pðzjxÞpðxÞ, namely nearest and near measurement(s). 544
490 ‘‘posterior is proportional to prior times likelihood.” In our Step 3. (EAP estimator) extract the EAP state-estimates with 545
491 case, for each potential target-originated measurement respect to each real measurement z 2 Zk;T and its 546
492 z 2 Zk;T and the corresponding NNN associated particle set locally associated particles. 547
493 NðzÞ obtained in the preceding two steps, it is straightforward
494 that the single-target posterior weight of the particle (normal- 548
495 ized over the set NðzÞÞ can be defined as:
496
 
ðiÞ
gk zjxk wkjk1
ðiÞ Algorithm 1. MEAP 1. 549
ðiÞ
-z ¼ P   ð21Þ
ðiÞ ðiÞ FOR z 2 Zk DO
i2NðzÞ gk zjxk wkjk1 551
498
IF Wk ðzÞ P WT DO 552
499 Then, one EAP state-estimate (which is the mean of the Extract one estimate via Eq. (22) 553

500 posterior distribution)40 can be extracted, just as is done in

554
501 the standard single-measurement single-target case, by
502
X ðiÞ
xEAP
k ðzÞ ¼ xk -ðiÞ
z ð22Þ Algorithm 2. MEAP 2. 555
504 i2NðzÞ
 
FOR j ¼ 1; 2; . . . ; min Nb k ; jZk j DO
505 with the estimation variance 557
506
  X   T z ¼ argmaxfWk ðaÞga2Zk
558
ðiÞ ðiÞ
Cov xEAP
k ðzÞ ¼ -ðiÞ
z xk  xEAP
k ðzÞ xk  xEAP
k ðzÞ a
Extract one estimate via Eq. (22) 559
i2NðzÞ
Wk ðaÞ 0 560
508 ð23Þ
  561
ðiÞ
509
To note, the calculation of the likelihood gk zjxk that is
510 relatively computationally intensive does not need to be 3.4. Remarks 562
511 repeated, as one can directly use the result obtained in Eq.
512 (10) when the particle weight is updated. This speedup is feasi-
Apparently, the proposed MEAP estimators resemble the 563
513 ble because the MEE is always performed at the end of the fil-
measurement-oriented methods22–26 in that they all extract 564
514 tering in each iteration.
estimates by taking measurements into account individually, 565
515 If there is only one target and one measurement (in other
and are suitable for parallel processing36 due to measurement 566
516 words, neither misdetection nor clutter is involved), MEAP
independence. This is also an important property of the pro- 567
517 will reduce to the standard optimal EAP that minimizes the
posed MEAP estimator, which is superior to most clustering 568
518 mean square error of the estimation,40 as briefly shown in
methods. However, a core difference between the MEAP esti- 569
519 Lemma 2.

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 CJA 759 No. of Pages 13
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Multi-estimate extraction for SMC-PHD filter 7

570 mator and the others is that the calculation of each estimate is 4. Simulations 625
ðiÞ ðiÞ
571 not based on the posterior weight wk or its component wk ðzÞ
572 of particles that admit correlation among particles, as shown The key performance assessment for MEE shall account for 626
573 in the summation calculation in the denominator of Eq. (10)/ accuracy, computational efficiency and reliability. In our sim- 627
574 Eq. (11). Moreover, the NNN rule will filter out the unrelated ulations, the most widely used k-means algorithm (which runs 628
575 particles (including those that exist more likely because of clut- up to 50 iterations if the algorithm does not converge), Ristic’s 629
576 ter or other targets), not using them in the state-estimate calcu- method,23, Zhao’s method22 and the proposed estimators 630
577 lation of the underlying target. Once the decision and MEAP I and II are independently applied on the same filter. 631
578 association have been carried out, the final EAP calculation The number of targets is estimated online in Ristic’s method 632
579 is independent of the target detection probability and the clut- and MEAP I by using the same threshold WT ¼ 0:6 while 633
580 ter intensity. In other words, the state of targets is indepen- the same N b k as given in Eq. (14) is used in the other three 634
581 dent. On this point, we need to be clear on the difference methods. In the best effort to provide fair comparisons 635
582 between the PHD filtering and MEE, and the independence between the proposed MEAP estimator and state-of-the-art 636
583 between targets. This forms the theoretical basis of our ‘‘divi MEE methods, two typical simulation models with different 637
584 de-and-conquer” solution. We posit the following remarks: degrees of scenario complexity are employed. To capture the 638
average performance, we apply a large range of clutter rates 639
585 Remark 1. Criterion 1 is restrictive as clutter may fall close to and run 100 Monte Carlo trials. 640
586 existing particles, thereby giving significant rise to the PHD, The optimal sub-pattern assignment (OSPA) metric48 is 641
587 and will be taken as a target. In this case, even the PHD itself used to evaluate the estimation accuracy of the filter. A large 642
588 will be locally over-estimated (generating false alarms) and the OSPA metric indicates a low accuracy. For two finite subsets 643
589 MEE (applying to all existing methods) cannot be any better. X ¼ fx1 ; x2 ; . . . ; xm g and Y ¼ fy1 ; y2 ; . . . ; yn g where 644
590 This is an inherent drawback of the PHD filter that is based on m; n 2 N0 ¼ f0; 1; 2; . . .g, the OSPA metric of order p between 645
591 measurement of single-frame only. X and Y is defined as (if m 6 nÞ: 646
647
!1=p
592 Remark 2. In the PHD updater, the misdetection of targets is 1 X
m
dðcÞ ðX; YÞ ¼ ðmin dðcÞ
ðxi ; ypðiÞ Þ p
þ cp
ðn  mÞÞ ð25Þ
593 compensated by the posterior of the preceding iteration, p
n p2Pn i¼1 649
594 which, however, gives no indication as to which target was
595 missed. In existing works that use the mean of the PHD as where dðcÞ ðx; yÞ ¼ min ðc; dðx; yÞÞ, the cut off parameter c > 0 650
596 the estimate, e.g. Refs. 22–24, it does not make sense to extract and dðx; yÞ is the Euler distance. dpðcÞ ðX; YÞ ¼ dðcÞ
p ðY; XÞ if 651
597 any target, unless there is exactly one target in total and it was m > n and dðcÞ ðX; YÞ ¼ 0 if m ¼ n ¼ 0.
p 652
598 missed in detection. This solution has over-simplified this
The order parameter p determines the sensitivity to outliers, 653
599 problem, which is inherently due to the lack of ‘‘memory”
and the cut-off parameter c determines the relative weighting 654
600 for the history information in the PHD recursions. Instead,
of the penalties assigned to cardinality and localization errors. 655
601 Refs. 25,26 report no estimate for missed targets, just as is
In general, the parameter p is often chosen as 1 or 2 while the 656
602 done in our approach.
cut-off parameter c is designed according to the size of the sce- 657
603 One possible solution to deal with misdetections is to create nario. In both of our simulations we set p ¼ 2, but we set 658
604 pseudo measurements41 for missed targets so that the MEAP c ¼ 100 in the first simulation with a smaller scenario and 659
605 estimator can be employed within. More generally, one may c ¼ 500 in the second simulation with a larger scenario. 660
606 consider filling the misdetection or removing isolated false
607 alarms based on the information of successive frames21,30,42– 4.1. Nearly constant velocity target dynamics 661
44
608 or even maintaining a representation of targets that have
609 never been detected.45 We do not include more thorough dis- The simulation is designed in a two-dimensional scenario over 662
610 cussions in order to avoid distracting from the key contribu- the region ½100; 100  100; 100 m2. The trajectories of 663
611 tion of this paper. In our current implementation based on targets are shown in Fig. 2. It is known that new targets appear 664
612 single frame information, the basic MEAP estimator will not according to a Poisson point process with intensity 665
613 report any state-estimate for missed targets, although it leaves function ck ¼ 0:2N ð:; x  ; QÞ, where x  ¼ ½50; 3; 50; 3; 666
614 the decision to subsequent track management using the infor- T
Q ¼ diagð½10; 1; 10; 1 Þ (diagðaÞ gives a diagonal matrix with 667
615 mation of successive frames44 or to say the history informa- diagonal a). The single target Markov transition that charac- 668
616 tion.46 Further improvements include using the particle path terizes the constant velocity target dynamics is given as: 669
617 instead of the single scan state31 or labelling particles,44,46 670
2 3
618 and to jointly solve MEE with track management.3. 1 D 0 0
60 1 0 0 7
6 7
619 Remark 3. For multi-model tracking of maneuvering targets xk ¼ 6 7xk1 þ Vk ð26Þ
40 0 1 D5
620 (e.g., Refs. 47), the particles as well as the targets are
621 associated with different models. To apply the MEAP method 0 0 0 1 672
622 in this case, the NNN association takes the target model into
where D ¼ 1 s is one sampling interval, Vk is a zero-mean 673
623 account so that only particles of the same model as the Gaussian vectors with covariance 674
624 involved target should be considered. 675

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 CJA 759 No. of Pages 13
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8 Tiancheng Li et al.
2 3
D3 =3 D2 =2 0 0 tion procedure. Ristic and Zhao’s methods are even fas- 716
6 D2 =2 D 0 7 ter than MEAP methods, as the latter additionally needs 717
6 0 7
Rk ¼ 6 7l to execute the particle-measurement NNN association. 718
4 0 0 D3 =3 D2 =2 5
(2) Ristic’s method is inferior to other methods except for 719
677 0 0 D2 =2 D with very low clutter rate r ¼ 0; 1, when it performs 720

678 where l = 1  104 m2 s3 is the level of the power spectral slightly better than the k-means method. The higher 721

679 density of the corresponding process noise. the clutter rate, the worse its performance. Meanwhile, 722
 T the advantage of MEAP 1 over clustering is more obvi- 723
680 Three bearing sensors are located at sn;x ; sn;y ; n ¼ 1; 2; 3
ous when the SNR (Signal-to-Noise Ratio) is high (e.g., 724
681 that are [100, 100]T, [0, 100]T and [100, 100]T respectively
r < 10Þ, but clearly declines when the SNR is low. 725
682 and the measurement equation is
683 Extracting the same number of estimates at each step, 726
½1000xk  sn;x MEAP 1 outperforms Ristic’s method in estimation 727
zn;k ¼ arctan þ wn;k ð27Þ
685 ½0010xk  sn;y accuracy. The primary drawback of the latter as 728
addressed is the lack of weight normalization. Better 729
686 where fw1;k g; fw2;k g and fw3;k g are zero-mean Gaussian white results might be obtained by utilizing another threshold 730
687 noise with the same standard deviations of 0.05. W T , which, however, is quite ad hoc. 731
688 Parameters are set as pS ðxÞ ¼ 0:95; pD ðxÞ ¼ 1. In our case, (3) Notably, MEAP 2 has obviously yielded the highest 732
689 under the condition that all sensors have the same unit proba- accuracy of all methods for all stages (and is therefore 733
690 bility of detection, the final likelihood of the estimates is calcu- referred to as the default MEAP estimator with our rec- 734
691 lated by multiplying the single-sensor/target likelihoods ommendation). The advantage of MEAP 2 in terms of 735
692 obtained in all sensors. Clutter is uniformly distributed over estimation accuracy over the k-means clustering tends 736
693 the measurement space ½p;  p=2  p=2; p=2p=2; p to decrease with the growth of the clutter rate used. This 737
694 with an average rate of rpoints per scan, i.e., a constant clutter is because many particles will be easily associated with 738
695 density jk ¼ 4  r=p3 . 500 particles per expected target are clutter in cases of high clutter density, increasing the risk 739
696 used and the total number of particles is hard-limited to be of generating false alarms. The smaller the clutter rate, 740
697 not less than 300. This is implemented via a minimum- the more accurate MEAP 2 becomes. When there is no 741
698 sampling-variance (MSV) resampling procedure.49 clutter, MEAP 2 can reduce the OSPA by approximately 742
699 First, we set the clutter rate r ¼ 10. The mean OSPA, com-
700 puting time, and estimated number of targets given by differ-
701 ent MEE methods on the same filter are separately given in
702 Fig. 3. The improvement of different methods in terms of
703 the percentage that OSPA and computing time are reduced,
704 as compared to the k-means clustering, is given in Table 1.
705 Here, positive value indicates performance improvement
706 (smaller OSPA and less computing time). Secondly, we apply
707 a range of clutter rate r from 0 to 50. The mean OSPA and
708 computing time reduced by the other methods as compared
709 with the k-means method are given in Fig. 4. The results show:

710 (1) Ristic & Zhao’s methods, MEAP I and II, have obtained
711 a similar, extremely fast computing speed that is signifi-
712 cantly (greater than 95%) faster than the k-means clus-
713 tering. This is because considerably less additional
714 computations are required for their calculation, while
715 the k-means clustering is a very time-consuming itera-

Fig. 2 Trajectories of targets born in the same area. Fig. 3 Performance of different MEE methods when r = 10.

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 CJA 759 No. of Pages 13
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Multi-estimate extraction for SMC-PHD filter 9

Table 1 Performance improvement of different MEE methods vs. k-means clustering when (r = 10).
Metric Ristic’s method (%) Zhao’s method (%) MEAP 1 (%) MEAP 2 (%)
OSPA 4.1 3.2 1.1 4.9
Time 98.4 98.3 96.9 96.6

4.2. Nearly constant turn-rate target dynamics 760

In this simulation, which is the same as that given in Ref. 8, 761

new targets appear from four different areas as shown in 762
Fig. 5. The range-and-bearing measurement region is a half 763
disc of radius 2000 m. A target dynamic model having varying 764
turn rate together with noisy bearings and range measurements 765
 
is considered. The target state variable xk ¼ px;k ; p00 consists 766
 T
of the planar position px;k ; py;k and velocity ½p00  and turn 767
rate xk . The coordinated-turn state transition model can be 768
written as: 769
770
xk ¼ Fðxk1 Þxk1 þ Gvk1 ð28Þ 772

where 773
2 1 1
3 774
1 x sinðxDÞ 0 x ðcosðxDÞ  1Þ 0
6 7
60 cosðxDÞ 0  sinðxDÞ 07
6 7
6 1
FðxÞ ¼ 6 0 x ðcosðxDÞ  1Þ x1 sinðxDÞ 07
Fig. 4 Performance of different MEE methods for r = 0–50. 1 7;
6 7
40 sinðxDÞ 0 cosðxDÞ 05
30% as compared with k-means; however, when there is 0 0 0 0 1
743
2 2 3
744 heavy clutter (e.g., r > 20 in this case), MEAP 2 per- D =2 0 0
forms similar to k-means. 6 7
745 6 D 0 07
6 7
746 It is also worth noting that Zhao’s method performs closely G¼6 6 0 D2 =2 0 7 7
6 7
747 to the proposed MEAP 2 and outperforms the other methods 4 0 D 05
748 in most cases, although this does not seem to have attracted
0 0 D 776
749 much attention in the field. This makes sense as their calcula-
750 tions share high similarity, especially when the detection prob-  T
D ¼ 1 s and zero-mean noises vk1 ¼ vx ; vy ; vx with 777
751 ability is high, the clutter intensity is low, and the targets are  
752 distant from one another; in such a case, their calculations covðvx Þ ¼ cov vy ¼ 15 m=s2 and covðvx Þ ¼ p=180 rad/s. 778

753 are nearly the same mathematically. Regardless of the optimal- The target birth process follows a Poisson point process 779
P
754 ity of the EAP estimator, we reiterate that it is highly valuable with intensity ck ¼ 4i¼1 rk;i Nð:; mi ; QÞ, where m1 ¼ ½1500; 780
755 to reduce the correlation as much as possible in order to com- 0; 250; 0; 0T ; m2 ¼ ½250; 0; 1000; 0; 0T ; m3 ¼ ½250; 0; 750; 781
756 ply with the reality that when targets are independent, so 0; 0T ; m4 ¼ ½1000; 0; 1500; 0; 0T , Q = diagð½50; 50; 50; 50; 782
757 should be their state-estimates. Based on this line of thinking,
p=30T Þ2 and rk;1 ¼ 0:02; rk;2 ¼ 0:02; rk;3 ¼ 0:03; rk;4 ¼ 0:03. If 783
758 the MEAP 2 approach does better both in theory and in
detected, the measurement is a noisy range and bearing vector 784
759 practice.
given by 785
2 qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 3 786

p2x;k þ p2y;k
zk ¼ 4 
5
 þ wk ð29Þ
arctan px;k =py;k 788

T
where wk  Nð:; 0; Rk Þ, with Rk ¼ diagð½r2r ; r2h  Þ;
rr ¼ 5 m, 789
rh ¼ p=180 rad/s. 790
In the proposed SMC-PHD filter, 1000 particles per 791
expected target are used and the total number of particles is 792
hard-limited to be at least 600. We have noticed significant 793
sample impoverishment caused by resampling,49,50 although 794
the number of particles used is larger than that in the last sim- 795
ulation. To combat this, we advocate the application of a sim- 796
ple yet powerful roughening strategy to rejuvenate the 797
diversity of particles by adding Gaussian noise to each resam- 798

Fig. 5 Trajectories of targets born in four different areas. pled particle. As suggested in Ref. 50, the roughening noise 799

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 CJA 759 No. of Pages 13
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10 Tiancheng Li et al.
807
ðiÞ ðiÞ
xk ¼ xk þ .k ð30Þ 809

The true trajectories of targets are plotted in Fig. 5 where 810

the colors distinguish different birth models and each 811
trajectory starts from ‘D’ and ends at ‘’. The simulation 812
parameters are: the target survival probability is pS ¼ 0:99, 813
and the target detection probability is pD;k ðxÞ ¼ pD  N 814
 
ð½px;k ; py;k T ; 0; 60002 I2 Þ=N 0; 0; 60002 I2 . Clutter is uniformly 815
distributed over the region with an average rate of r points 816
per scan, i.e., jk ¼ r=2000=p. In our simulation, we will adjust 817
these two parameters: the clutter rater and the target detection 818
probability pD . 819
First, we set r ¼ 10 and pD ¼ 0:95. The sensor measurement 820
in one trial is given in Fig. 6 in black circles where the true tra- 821
jectories in the measurement space are given in blue lines. The 822
mean OSPA, computing time and estimated number of targets 823

Fig. 6 Measurements of range and bearing when r ¼ 10. given by different methods are given separately in Fig. 7. 824
Table 2 compares the improvement of different methods 825
against that of the k-means (in terms of the percentage of 826
reduction for OSPA and computing time). Compared with 827
the result shown in the last simulation in Section 4.1, the 828
advantage of the proposed MEAP estimators (as well as 829
Zhao’s method) is more significant with regard to estimation 830
accuracy. 831
Secondly, we apply a wide range of clutter rate r from 0 to 832
50 and use a lower detection probability parameter pD ¼ 0:9. 833
The improvement in terms of OSPA and computing time 834
achieved by the other methods, compared with the k-means 835
for MEE for the same filter, are given in Fig. 8. The results 836
are highly consistent with those of the last simulation with 837
slight differences, which confirm that: 838

Table 2 Performance improvement of different MEE meth-

ods vs. k-means clustering (r ¼ 10; pD ¼ 0:95Þ.
Metrics Ristic’s Zhao’s MEAP I MEAP II
method (%) method (%) (%) (%)
OSPA 2.24 17.1 15.1 17.3
Time 96.8 96.5 93.8 93.0

Fig. 7 Performance of different MEE methods when

r ¼ 10; pD ¼ 0:95.

800 denoted as .k is designed with respect to the state process noise

801 and is only carried out in position and velocity dimensions
802 (excluding the turn-rate dimension that is nearly constant),
803 i.e., .k ¼ ½sGwk1 ; 0T , where s 2 ð0; 1 is a scaling parameter
804 and we use s ¼ 1 here. The roughening is simply carried out
ðiÞ
805 on resampled particle xk by performing the following straight-
Fig. 8 Performance of different MEE methods for
806 forward operation:
r ¼ 0  50; pD ¼ 0:9.

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 CJA 759 No. of Pages 13
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Multi-estimate extraction for SMC-PHD filter 11

839 (1) Ristic & Zhao’s methods, MEAP 1 and 2 have obtained Acknowledgments 895
840 much faster (greater than 80%) computing speed than
841 the k-means clustering. The computing speed advantage, This work is partly supported by the Marie Skłodowska-Curie 896
842 however, is not as large as was shown in the last Individual Fellowship (No. 709267) under the European 897
843 simulation. Union’s Framework Programme for Research and Innovation 898
844 (2) Ristic’s method has obtained lower estimation accuracy Horizon 2020 and National Natural Science Foundation of 899
845 than others except for a very low clutter rate (but com- China (No. 51475383). 900
846 parably not as bad as shown in the last simulation).
847 Zhao’s method and MEAP 2 obtained similar improve- References 901
848 ments (greater than 10% on average) on estimation
849 accuracy than the k-means clustering regardless of [1] Bar-Shalom Y, Li XR, Kirubarajan T. Estimation with applica- 902
850 whether SNR is low or high, which is somewhat differ- tions to tracking and navigation. NY: John Wiley and Sons; 2001, 903
851 ent from the last simulation. p. 1–4. 904
852 (3) MEAP II yielded the best accuracy performance overall, [2] Vo BN, Mallick M, Bar-shalom Y, Coraluppi S, Osborne R, 905
853 followed by Zhao’s method. Mahler R, Vo BT. Multitarget tracking Wiley encyclopedia of 906
854 electrical and electronics engineering. NY: John Wiley and Sons; 907

855 To conclude the simulation results, the MEAP 2 outper- 2015, p. 1–15. 908

856 formed the existing two primary classes of methods, consis- [3] Li T, Fan H, Sun S. Particle filtering: theory, approach, and 909
application for multi-target tracking. Acta Autom Sinica 2015;41 910
857 tently providing the best estimation accuracy and a much
(12):1981–2002 [Chinese]. 911
858 higher computing speed than clustering. If targets are close [4] Mahler R. Advances in statistical multisource-multitarget informa- 912
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860 the unreliability of clustering methods while emphasizing the [5] Mahler R. Multi-target Bayes filtering via first-order multi-target 914
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1014 (2):301–7. tional Technology (BISITE) Group, University of Salamanca, Spain. 1078
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1018 for random finite set models. Inform Fus 2016;31:110–26. nology (Partner Organization). His research interests cover the general 1082

Please cite this article in press as: Li T-Qidanhbtagnas(ahitcPcithbic"/> et al. Multi-EAP: Extended EAP for multi-estimate extraction for SMC-PHD filter, Chin J
Aeronaut (2016), http://dx.doi.org/10.1016/j.cja.2016.12.025
 CJA 759 No. of Pages 13
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Multi-estimate extraction for SMC-PHD filter 13

1083 areas of statistical signal processing and sensor data mining with 1096
1084 special emphasis on particle filtering, finite set statistics and target Sun Shudong is a full professor in the School of Mechanical Engi- 1097
1085 tracking. He advocates a Markov-free estimation framework for joint neering in Northwestern Polytechnical University, China. He received 1098
1086 smoothing, tracking and forecasting (STF) based on sensor data a Ph.D. in Mechanical Engineering from Nanjing University of 1099
1087 clustering and fitting. Aeronautics and Astronautics in 1989. His research interests include 1100
1088 industrial engineering and mobile robots. 1101
1089 Juan M. CORCHADO is a full professor, Director of the BISITE 1102
1090 Group (http://bisite.usal.es) and Vice-President for Research and Fan Hongqi is an Associate Professor with the Automatic Target 1103
1091 Innovation of the University of Salamanca, Spain. He received a Ph.D. Recognition (ATR) Key Laboratory, National University of Defense 1104
1092 in computer science from the University of Salamanca in 1998 and a Technology. He received his Ph.D. in Information and Communica- 1105
1093 Ph.D. in artificial intelligence (AI) from the University of Paisley, tion Engineering from National University of Defense Technology in 1106
1094 Glasgow (UK) in 2000. His research interests include artificial intelli- 2008. His research interests include radar signal and data processing, 1107
1095 gence, ambient intelligence, bioinformatics and signal processing. target tracking and information fusion, and multi-agent systems. 1108
1109

Please cite this article in press as: Li T-Qidanhbtagnas(ahitcPcithbic"/> et al. Multi-EAP: Extended EAP for multi-estimate extraction for SMC-PHD filter, Chin J
Aeronaut (2016), http://dx.doi.org/10.1016/j.cja.2016.12.025