This paper addresses the problem of fixed motion and measurement models for multi-target filtering using an adaptive learning framework. This is performed by defining target tuples with random finite set terminology and utilisation of recurrent neural networks with a long short-term memory architecture. A novel data association algorithm compatible with the predicted tracklet tuples is proposed, enabling the update of occluded targets, in addition to assigning birth, survival and death of targets. The algorithm is evaluated over a commonly used filtering simulation scenario, with highly promising results (https: github.com mehryaragha MTF).
While GM-PHD is based on Gaussian distributions, a particle filter-based solution is proposed by Sequential Monte Carlo PHD (SMC-PHD) to address non-Gaussian distributions @cite_9 . Since a large number of particles needs to be propagated during SMC-PHD, the computational complexity can be high and hence gating might be necessary.
@cite_9
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This paper presents an online multiple object tracking (MOT) method based on tracking by detection. Tracking by detection has the inherent problems by false and miss detection. To deal with the false detection, we employed the Gaussian mixture probability hypothesis density (GM-PHD) filter because this filter is robust to noisy and random data processing containing many false observations. Thus, we revised the GM-PHD filter for visual MOT. Also, to handle miss detection, we propose a hierarchical tracking framework to associate fragmented or ID switched tracklets. Experiments with the representative dataset PETS 2009 S2L1 show that our framework are effective to decrease the errors by false and miss detection, and real-time capability. Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and non-Gaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data on-line as it arrives, both from the point of view of storage costs as well as for rapid adaptation to changing signal characteristics. In this paper, we review both optimal and suboptimal Bayesian algorithms for nonlinear non-Gaussian tracking problems, with a focus on particle filters. Particle filters are sequential Monte Carlo methods based on point mass (or "particle") representations of probability densities, which can be applied to any state-space model and which generalize the traditional Kalman filtering methods. Several variants of the particle filter such as SIR, ASIR, and RPF are introduced within a generic framework of the sequential importance sampling (SIS) algorithm. These are discussed and compared with the standard EKF through an illustrative example. In recent years particle filters have become a tremendously popular tool to perform tracking for nonlinear and or nonGaussian models. This is due to their simplicity, generality and success over a wide range of challenging applications. Particle filters, and Monte Carlo methods in general, are however poor at consistently maintaining the multimodality of the target distributions that may arise due to ambiguity or the presence of multiple objects. To address this shortcoming this paper proposes to model the target distribution as a nonparametric mixture model, and presents the general tracking recursion in this case. It is shown how a Monte Carlo implementation of the general recursion leads to a mixture of particle filters that interact only in the computation of the mixture weights, thus leading to an efficient numerical algorithm, where all the results pertaining to standard particle filters apply. The ability of the new method to maintain posterior multimodality is illustrated on a synthetic example and a real world tracking problem involving the tracking of football players in a video sequence. A hierarchical Bayes Gaussian Mixture Model (HBGMM) with adaptive sparsity is proposed.We impose our hierarchical Bayes prior on the entries of precision matrices in GMM to encourage sparsity.Our adaptive sparsity can reduce the dimensionality of the parameters in GMM to be estimated.Our HBGMM method does not involve any hyperparameters to be estimated, i.e., it is hyperparameter-free. Gaussian Mixture Model (GMM) has been widely used in statistics for its great flexibility. However, parameter estimation for GMM with high dimensionality is a challenge because of the large number of parameters and the lack of observation data. In this paper, we propose an effective method named hierarchical Bayes based Adaptive Sparsity in Gaussian Mixture Model (ASGMM) to estimate the parameters in a GMM by incorporating a two-layer hierarchical Bayes based adaptive sparsity prior. The prior we impose on the precision matrices can encourage sparsity and hence reduce the dimensionality of the parameters to be estimated. In contrast to the l 1 -norm penalty or Laplace prior, our approach does not involve any hyperparameters that must be tuned, and the sparsity adapts to the observation data. The proposed method is achieved by three steps: first, we formulate an adaptive hierarchical Bayes model of the precision matrices in the GMM with a Jeffrey's noninformative hyperprior, which expresses scale-invariance and, more importantly, is hyperparameter-free and unbiased. Second, we perform a Cholesky decomposition on the precision matrices to impose the positive definite property. Finally, we exploit the expectation maximization (EM) algorithm to obtain the final estimated parameters in the GMM. Experimental results on synthetic and real-world datasets demonstrate that ASGMM cannot only adapt the sparsity of high-dimensional data with small estimated error, but also achieve better clustering performance comparing with several classical methods.