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This paper is concerned with the problem of tracking single or multiple targets with multiple non-target specific observations (measurements). For such filtering problems with data association uncertainty, a novel feedback control-based…

Probability · Mathematics 2014-04-18 Tao Yang , Prashant G. Mehta

In this work, we develop tracking and estimation techniques relevant to underwater targets. Particularly, we explore particle filtering techniques for target tracking. It is a numerical approximation method for implementing a recursive…

Signal Processing · Electrical Eng. & Systems 2019-10-11 T M Feroz Ali

When tracking a large number of targets, it is often computationally expensive to represent the full joint distribution over target states. In cases where the targets move independently, each target can instead be tracked with a separate…

Artificial Intelligence · Computer Science 2007-05-23 Hedvig Sidenbladh

In this paper, a novel feedback control-based particle filter algorithm for the continuous-time stochastic hybrid system estimation problem is presented. This particle filter is referred to as the interacting multiple model-feedback…

Numerical Analysis · Mathematics 2013-05-28 Tao Yang , Henk A. P. Blom , Prashant G. Mehta

Multi-target tracking is an important problem in civilian and military applications. This paper investigates multi-target tracking in distributed sensor networks. Data association, which arises particularly in multi-object scenarios, can be…

Multiagent Systems · Computer Science 2018-12-04 Mark R. Leonard , Abdelhak M. Zoubir

Extended target tracking estimates the centroid and shape of the target in space and time. In various situations where extended target tracking is applicable, the presence of multiple targets can lead to interference, particularly when they…

Computer Vision and Pattern Recognition · Computer Science 2023-11-29 Behzad Akbari , Haibin Zhu , Ya-Jun Pan , R. Tharmarasa

The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number ($M$) of non-interacting agents (targets) with a large number ($M$) of non-agent specific observations…

Optimization and Control · Mathematics 2021-02-19 Jin Won Kim , Amirhossein Taghvaei , Yongxin Chen , Prashant G. Mehta

In this paper, we derive a new Kalman filter with probabilistic data association between measurements and states. We formulate a variational inference problem to approximate the posterior density of the state conditioned on the measurement…

Computer Vision and Pattern Recognition · Computer Science 2025-09-08 Hanwen Cao , George J. Pappas , Nikolay Atanasov

We introduce a framework for Data Assimilation (DA) in which the data is split into multiple sets corresponding to low-rank projections of the state space. Algorithms are developed that assimilate some or all of the projected data,…

Computation · Statistics 2020-05-19 John Maclean , Erik S Van Vleck

The Integrated Probabilistic Data Association Filter (IPDAF) is a target tracking algorithm based on the Probabilistic Data Association Filter that calculates a statistical measure that indicates if an estimated representation of the target…

Robotics · Computer Science 2022-10-18 Mark E. Petersen , Randal W. Beard

Feedback particle filter (FPF) is a Monte-Carlo (MC) algorithm to approximate the solution of a stochastic filtering problem. In contrast to conventional particle filters, the Bayesian update step in FPF is implemented via a mean-field type…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Amirhossein Taghvaei , Prashant G. Mehta

The joint probabilistic data association (JPDA) filter is a popular tracking methodology for problems involving well-spaced targets, but it is rarely applied in problems with closely-spaced targets due to its complexity in these cases, and…

Systems and Control · Computer Science 2014-12-16 Jason L. Williams

Feature aided tracking can often yield improved tracking performance over the standard multiple target tracking (MTT) algorithms with only kinematic measurements. However, in many applications, the feature signal of the targets consists of…

Systems and Control · Computer Science 2017-03-27 Le Zheng , Xiaodong Wang

This paper presents a novel approach to improve the accuracy of tracking multiple objects in a static scene using a particle filter system by introducing a data association step, a state queue for the collection of tracked objects and…

Computer Vision and Pattern Recognition · Computer Science 2015-10-02 R. Alampay , K. Teknomo

Feedback particle filter (FPF) is an algorithm to numerically approximate the solution of the nonlinear filtering problem in continuous time. The algorithm implements a feedback control law for a system of particles such that the empirical…

Probability · Mathematics 2015-10-08 Amirhossein Taghvaei , Prashant G. Mehta

This paper presents theory, application, and comparisons of the feedback particle filter (FPF) algorithm for the problem of attitude estimation. The paper builds upon our recent work on the exact FPF solution of the continuous-time…

Optimization and Control · Mathematics 2016-04-06 Chi Zhang , Amirhossein Taghvaei , Prashant G. Mehta

This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a connected matrix Lie group. The main contribution of this paper is to derive the feedback particle filter (FPF) algorithm for this…

Optimization and Control · Mathematics 2017-01-11 Chi Zhang , Amirhossein Taghvaei , Prashant G. Mehta

Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-06 Arash Mohammadi , Amir Asif

This paper is concerned with the convergence and the error analysis for the feedback particle filter (FPF) algorithm. The FPF is a controlled interacting particle system where the control law is designed to solve the nonlinear filtering…

Probability · Mathematics 2017-10-31 Amirhossein Taghvaei , Prashant G. Mehta

To account for joint tracking and classification (JTC) of multiple targets from observation sets in presence of detection uncertainty, noise and clutter, this paper develops a new trajectory probability hypothesis density (TPHD) filter,…

Signal Processing · Electrical Eng. & Systems 2021-11-09 Shaoxiu Wei , Boxiang Zhang , Wei Yi
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