Adaptive sparse mixture particle filter

J. Liu, XiaoChao Li
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Abstract

We present a novel joint detection and tracking algorithm using raw measurements, in a compressed sensing framework. The sparse vector representing the state space is directly reconstructed, which transforms the nonlinear estimation problem into a linear one through sparse representation. A number of significant grids are obtained based on the sparse vector, indicating the positions of multiple potential targets in the state space. Therefore, the multi-model posterior distribution of the state can be sparsely represented by a number of modes centering around the significant grids at each scan. Consequently, a novel algorithm named sparse mixture particle filter is proposed in this work, which provides a sparse representation of the multi-model posterior distribution by identifying the significant grids. Furthermore, a novel adaptive sparse mixture particle filter algorithm is proposed to tackle the high coherence and high computation burden problems, by constructing a compact dictionary based on the state space with low resolution. The simulation results show that the proposed adaptive sparse mixture particle filter based joint detection and tracking algorithm can successfully detect and track multiple targets, which appear and disappear at different times, as well as track closely spaced targets with similar dynamic model.
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自适应稀疏混合粒子滤波
我们提出了一种新的联合检测和跟踪算法使用原始测量,在压缩感知框架。直接重构表示状态空间的稀疏向量,通过稀疏表示将非线性估计问题转化为线性估计问题。在稀疏向量的基础上得到多个重要网格,表示多个潜在目标在状态空间中的位置。因此,状态的多模型后验分布可以稀疏地表示为每次扫描时以重要网格为中心的多个模式。为此,本文提出了一种稀疏混合粒子滤波算法,该算法通过识别重要网格来提供多模型后验分布的稀疏表示。在此基础上,提出了一种基于低分辨率状态空间构造紧凑字典的自适应稀疏混合粒子滤波算法,以解决高相干性和高计算量的问题。仿真结果表明,本文提出的基于自适应稀疏混合粒子滤波的联合检测与跟踪算法能够成功地检测和跟踪多个不同时间出现和消失的目标,并能够跟踪具有相似动态模型的近间隔目标。
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