Second-order multi-object filtering with target interaction using determinantal point processes

DOI10.1007/S00498-020-00271-XzbMATH Open1454.60055arXiv1906.06522OpenAlexW3112662864MaRDI QIDQ2227003FDOQ2227003

Authors: Nicolas Privault, Timothy Teoh 

Publication date: 9 February 2021

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Abstract: The Probability Hypothesis Density (PHD) filter, which is used for multi-target tracking based on sensor measurements, relies on the propagation of the first-order moment, or intensity function, of a point process. This algorithm assumes that targets behave independently, an hypothesis which may not hold in practice due to potential target interactions. In this paper, we construct a second-order PHD filter based on Determinantal Point Processes (DPPs) which are able to model repulsion between targets. Such processes are characterized by their first and second-order moments, which allows the algorithm to propagate variance and covariance information in addition to first-order target count estimates. Our approach relies on posterior moment formulas for the estimation of a general hidden point process after a thinning operation and a superposition with a Poisson Point Process (PPP), and on suitable approximation formulas in the determinantal point process setting. The repulsive properties of determinantal point processes apply to the modeling of negative correlation between distinct measurement domains. Monte Carlo simulations with correlation estimates are provided.

Full work available at URL: https://arxiv.org/abs/1906.06522

Recommendations

• Multi-target probability hypothesis density filtering with unknown probability of detection
• Particle probability hypothesis density filter based on pairwise Markov chains
• Convergence of the SMC implementation of the PHD filter
• scientific article; zbMATH DE number 6500516
• A linear multisensor PHD filters via the measurement product space

zbMATH Keywords

correlationdeterminantal point processeshigher-order statisticsmulti-target trackingprobability hypothesis density filtersecond-order momentmulti-object filtering

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12)

Cites Work

• An Introduction to the Theory of Point Processes
• A Consistent Metric for Performance Evaluation of Multi-Object Filters
• The coincidence approach to stochastic point processes
• Title not available (Why is that?)
• Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes.
• Determinantal random point fields
• Zeros of Gaussian analytic functions and determinantal point processes
• Regional Variance for Multi-Object Filtering
• The Gaussian Mixture Probability Hypothesis Density Filter
• Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials
• Conditional intensity and Gibbsianness of determinantal point processes
• Analytic Implementations of the Cardinalized Probability Hypothesis Density Filter
• The Cardinality Balanced Multi-Target Multi-Bernoulli Filter and Its Implementations
• The general theory of stochastic population processes
• Filters for spatial point processes
• Models for point processes observed with noise
• Determinantal Point Processes
• Multiplicative population processes
• A Second-Order PHD Filter With Mean and Variance in Target Number
• Title not available (Why is that?)
• On optimal filtering of multitarget tracking systems based on point processes observations
• Title not available (Why is that?)
• A CPHD Approximation Based on a Discrete-Gamma Cardinality Model

This page was built for publication: Second-order multi-object filtering with target interaction using determinantal point processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2227003)