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RE G L E R TE K NIK A U T O M A TIC C O N T R O L Target Tracking: Lecture 1 Course Info + Introduction to TT Emre ¨ Ozkan [email protected] Division of Automatic Control Department of Electrical Engineering Link¨opingUniversity Link¨oping,Sweden October 23, 2014 E. ¨ Ozkan Target Tracking October 23, 2014 1 / 35 Outline Course info Introduction to Target Tracking E. ¨ Ozkan Target Tracking October 23, 2014 2 / 35 Course Info A total of 7 meetings Meet once a week for two hours on Wednesdays A: Algoritmen, S: Signalen, *16-18 Nr. Date Place Subject 1 23/10 A Course Info & Intro. to TT 2 29/10 A Single TT Issues 3 12/11 A Maneuvering TT 4 26/11 S Multi TT Part I: GNN & JPDA 5 10/12 S Multi TT Part II: MHT 6* 17/12 S Multisensor TT, Intro to ETT 7 21/1 S Overview of Unconventional TT E. ¨ Ozkan Target Tracking October 23, 2014 3 / 35 Course Info This course is originally designed by Dr. Umut Orguner, former Assistant Prof. in our division. The only book that covers most of it is Book: S. Blackman and R. Popoli, Design and Analysis of Modern Tracking Systems, Artech House, Norwood MA, 1999. A good reference in the long term if you are dealing with TT. Related section numbers to the lectures are given in the course web page (lectures). When a more detailed coverage or derivations are necessary, they will be provided in the class. E. ¨ Ozkan Target Tracking October 23, 2014 4 / 35

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Page 1: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

REGLERTEKNIK

AUTOMATIC CONTROL

Target Tracking: Lecture 1Course Info + Introduction to TT

Emre [email protected]

Division of Automatic ControlDepartment of Electrical Engineering

Linkoping UniversityLinkoping, Sweden

October 23, 2014

E. Ozkan Target Tracking October 23, 2014 1 / 35

Outline

Course info

Introduction to Target Tracking

E. Ozkan Target Tracking October 23, 2014 2 / 35

Course Info

A total of 7 meetings

Meet once a week for two hours on Wednesdays

A: Algoritmen, S: Signalen, *16-18

Nr. Date Place Subject

1 23/10 A Course Info & Intro. to TT

2 29/10 A Single TT Issues

3 12/11 A Maneuvering TT

4 26/11 S Multi TT Part I: GNN & JPDA

5 10/12 S Multi TT Part II: MHT

6* 17/12 S Multisensor TT, Intro to ETT

7 21/1 S Overview of Unconventional TT

E. Ozkan Target Tracking October 23, 2014 3 / 35

Course Info

This course is originally designed by Dr. Umut Orguner, former AssistantProf. in our division.The only book that covers most of it is

Book:

S. Blackman and R. Popoli, Design and Analysis of Modern TrackingSystems, Artech House, Norwood MA, 1999.

A good reference in the long term if you are dealing with TT.

Related section numbers to the lectures are given in the course webpage (lectures).

When a more detailed coverage or derivations are necessary, they willbe provided in the class.

E. Ozkan Target Tracking October 23, 2014 4 / 35

Page 2: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Course Info: Student responsibilities

Get an overview on the subject before the class by reading the relatedsections in the book (see webpage of lectures).

Do not indulge in the details in the book while reading, just try to getan overview.

Complete the exercises and submit their small scale reports.

Nr. Subject

1 Track handling in clutter and missed detections

2 Maneuvering TT with multiple model filtering

3 Multi TT Part I: GNN & JPDA

4 Multi TT Part II: MHT

5 PHD

E. Ozkan Target Tracking October 23, 2014 5 / 35

Course Info: Optional

For people who would like to do more and get more points (3hp),there is an opportunity to do a project.

The aim of the projects is to gain additional knowledge on thetracking theory and algorithms.

Depending on the amount of work required, you can work in groups,at most, of 2 people.

E. Ozkan Target Tracking October 23, 2014 6 / 35

Course Info: Optional cont’d

Project Subjects We are going to implement most of the conventionalalgorithms with standard sensor models in the course. So possible projectideas are study and implementation of

Some conventional algorithm with unconventional sensors or targets(important probabilistic modeling work on the sensor and the target isrequired) e.g.,

• extended targets • unresolved targets

Some unconventional algorithm e.g.,

• track before detect

• (joint) integrated PDA

• PF for MTT

• random set based approaches (e.g., PHD,CPHD, MeMBer filters)

E. Ozkan Target Tracking October 23, 2014 7 / 35

Course Info: Optional cont’d

Procedure:

1. Project proposal (a ≤2 page document)

2. Progress report (halfway during the project)

3. Final report

Any questions about the course?

E. Ozkan Target Tracking October 23, 2014 8 / 35

Page 3: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Course Info: Optional cont’d

Procedure:

1. Project proposal (a ≤2 page document)

2. Progress report (halfway during the project)

3. Final report

Any questions about the course?

E. Ozkan Target Tracking October 23, 2014 8 / 35

Introduction to Target Tracking (TT)

Definition

A target is anything whose state is of interest to us.

State we are interested in can change with time with a certaindynamics which is itself unknown.

Measurement origins are uncertain.

There are false measurements PFA > 0.

Some measurements are missing PD < 1.

We generally have no initial guess or estimate.

E. Ozkan Target Tracking October 23, 2014 9 / 35

A Conventional TT System

MeasurementProcessing

Gating &

AssociationEstimation &Prediction

TrackHandling

User PresentationLogic

USER

TRACKER

Predictions

E. Ozkan Target Tracking October 23, 2014 10 / 35

Tracking Examples

e.g.

E. Ozkan Target Tracking October 23, 2014 11 / 35

Page 4: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Tracking Examples

Tracking & Learning Shapes

−30 −20 −10 0 10 20 30 40 50 60 70 80−10

0

10

20

30

40

50

E. Ozkan Target Tracking October 23, 2014 12 / 35

Measurements

Definition

The term measurement contains all observed quantities included in a(possibly processed) report output from a sensor.

Measurement (pre)processing generally includes a form ofthresholding (measurement detection) process.

Information loss during the thresholding is evident. In very low SNRscenarios, thresholding might not be used, which leads to TrackBefore Detect algorithms with high computation cost.

We consider point or contact measurements.

This means lots of processing that is out of hands of the TT-engineer.What is PD, what is PFA? Good modeling of measuring process mustbe obtained.

E. Ozkan Target Tracking October 23, 2014 13 / 35

Measurements

Thresholding Illustration with a Radar

Figures taken from: Y. Boers, H. Driessen, J. Torstensson, M. Trieb, R. Karlsson, F. Gustafsson,“Track-before-detect algorithm for tracking extended targets,” IEE Proceedings – Radar, Sonar and Navigation,

vol.153, no.4, pp.345–351, August 2006.

E. Ozkan Target Tracking October 23, 2014 14 / 35

Measurements cont’d

Types of point measurements:

Kinematic measurements e.g.,

• Position (pixel indices),• Range,• Range rate (radar doppler),• Bearing.

Attribute measurements e.g.,

• Signal strength,• Intensity,• Aspect ratio,• Target type.

Mostly, we are going to be concerned with only the kinematicmeasurements.

E. Ozkan Target Tracking October 23, 2014 15 / 35

Page 5: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Measurements cont’d

Types of measurement sources:

One of targets that has been previously observed;

A new target;

False alarm (clutter).

Clutter

A false measurement (false alarm or clutter) in tracking terminologygenerally refers to the concept of absence of persistency.

In other words, a persistent false alarm (clutter) is considered a targetto be tracked even if we are not interested in what or where it is.

If one of our interesting targets gets in the vicinity of uninterestingfalse targets, we become prepared.

E. Ozkan Target Tracking October 23, 2014 16 / 35

Measurements: Modeling

Target originated measurements:

yk = h(xjk) + ek

Example models:

Simple cartesian

yk =[

xjk yjk

]T+ ek

Bearing only

yk = arctan2(yjk, xjk) + ek

Range

yk =

√(xjk)

2 + (yjk)2 + ek

log range (received signal strength (RSS))

yk = α log((xjk)

2 + (yjk)2)+ β + ek

E. Ozkan Target Tracking October 23, 2014 17 / 35

Measurements: Modeling cont’d

Target originated measurements:

No sensor is perfect.

In addition to sensor measurement noise ek, there is a detectionprocess with probability PD < 1 in many sensors.

Detection probability PD can be a characteristics of the sensor (rawmeasurement processing algorithm) as well as the target state, i.e.,PD might depend on the specific target position and it can vary fromtarget to target.

It is generally difficult to find an exact formula for PD.Approximations and heuristics abound.

Every obtained measurement from the sensor includes two sources ofinformation:

1. Detection info PD; 2. The actual value of the measurement yk.

E. Ozkan Target Tracking October 23, 2014 18 / 35

Measurements: Modeling cont’d

Clutter: Non-persistent measurements which are not originated from atarget.

Prior information is important.

• Clutter maps are sometimes existent.• Sensor (processing algorithm) characteristics

– Some characteristics might be available from the manufacturer.– Experiments might be performed.

The case of minimal prior info

• Number of FAs in a region with volume V ismodeled as a Poisson distribution with clutter rateβFA (number of FAs per area per scan).

PFA(mFAk ) =

(βFAV )mFAk exp(−βFAV )

mFAk !

• Spatial FA distribution:Uniform in every regionwith volume V .

pFA(yk) =1

V

E. Ozkan Target Tracking October 23, 2014 19 / 35

Page 6: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Targets: Tracks

Definition

A track is a sequence of measurements that has been decided orhypothesized by the tracker to come from a single source.

Usually, instead of the list of actual measurements, sufficient statisticsis held e.g., mean and covariance in the case of a KF, particles in thecase of a PF.

Generally each arriving measurement must start a track. Hence tracksmust be classified and must not be treated equally.

E. Ozkan Target Tracking October 23, 2014 20 / 35

Targets: Tracks cont’d

Track types: According to their different life stages, tracks can beclassified into 3 cases.

Tentative (initiator): A track that is in the track initiation process.We are not sure that there is sufficient evidence that it is actually atarget or not.

Confirmed: A track that was decided to belong to a valid target inthe surveillance area. This is one end of initiation process.

Deleted: At the other end of the initiation process, this is a track thatis decided to come from all random FAs or a target which can nolonger be detected. All of its info should be deleted.

E. Ozkan Target Tracking October 23, 2014 21 / 35

Targets: Types

We can characterize targets considered in target tracking into categoriesdepending on their size with respect to sensor resolution (depends ontarget-sensor distance too).

Point target: A target that can result in at most a singlemeasurement.

• This means its magnitude is comparable to sensor resolution.• However, an extended target can also be treated as a point target by

tracking its centroid or corners.

Extended target: A target that can result in multiple measurementsat a single scan.

Unresolved targets: This denotes a group of close targets that cancollectively result in a single measurement in the sensor.

Dim target: This is a target whose magnitude is below sensorresolution. These can be tracked much better with track beforedetect (TBD) type approaches.

E. Ozkan Target Tracking October 23, 2014 22 / 35

Targets: Modeling

General state space model

xk = f(xk−1) + wk

Example models

• (Nearly) constant velocity model

xk ,

[xkvxk

]=

[1 T0 1

] [xk−1

vxk−1

]+

[T 2/2T

]ak

where ak ∼ N (0, σ2a) is a white noise.

• (Nearly) constant acceleration model

xk ,

xkvxkaxk

=

1 T T 2/20 1 T0 0 1

xk−1

vxk−1

axk−1

+

T 2/2T1

ηkwhere ηk ∼ N (0, σ2

η) is a white noise.

E. Ozkan Target Tracking October 23, 2014 23 / 35

Page 7: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Targets: Modeling cont’d

(Nearly) Coordinated turn model, i.e., nearly constant speed, constantturn rate model

State with Cartesian velocity xk ,[

xk yk vxk vyk ωk

]T.

xk =

1 0

sin(ωk−1T )ωk−1

−1−cos(ωk−1T )ωk−1

0

0 11−cos(ωk−1T )

ωk−1

sin(ωk−1T )ωk−1

0

0 0 cos(ωk−1T ) − sin(ωk−1T ) 0

0 0 sin(ωk−1T ) cos(ωk−1T ) 0

0 0 0 0 1

xk−1 +

T 2/2 0 0

0 T 2/2 0

T 0 0

0 T 0

0 0 1

ηk

There are versions with polar velocity.

This model is a little different than the model in the book. It wastaken from [Bar-Shalom (2001)].

E. Ozkan Target Tracking October 23, 2014 24 / 35

Targets: Filtering

When measurements corresponding to a target are obtained, thecalculation of the sufficient statistics is done via state estimators (filters).

Early tracking systems: very low computational capacity =⇒ Steadystate Kalman filters: α− β and α− β − γ-filters. Kept an integerquality indicator instead of covariance.

Kalman filters (KFs) and extended KFs are the most commonapproaches.

Unscented KF (UKF) and other sigma-point approaches got muchcriticism (and undermining) from “conservative” people in the fieldwhen they were first introduced. Particle filters (PFs) were despised.

With the ever increasing computational resources, they are nowcommonly accepted as valid methods for target tracking.

E. Ozkan Target Tracking October 23, 2014 25 / 35

Targets: Model Mismatch

State estimators for kinematic models are sophisticated low-passfilters.

The bandwidth of the filter is a trade-off between

1. Following the target motion2. Reducing the noise (clutter,measurement noise)

The model mismatch problem in target tracking is called maneuvers.

Unlike the common concept of maneuvers in real life, a maneuvermight not necessarily be a higher order motion than that of the filtermodel.

When one is using a high order model and the target is assuming alower order model than the filter, this is also a valid maneuver fortarget tracking filters.

This is because, the filter could have been using a lower order modeland reduced the noise levels even more.

E. Ozkan Target Tracking October 23, 2014 26 / 35

Targets: Model Mismatch cont’d

Definition

A maneuver is any motion characteristics that the target is assumingother than the model used by the filter.

Maneuvers degrade the filter performance and make the estimatorssusceptible to noise and clutter.

Maneuvers, hence, should be checked continuously.

Since target maneuvers are often in a set of finite number of models,multiple model approaches (Interacting multiple model (IMM) filterbeing the most famous) became popular.

Using all possible models at the same time made hypothesis checksabout maneuvers unnecessary.

E. Ozkan Target Tracking October 23, 2014 27 / 35

Page 8: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Targets & Measurements

Definition

Association is the process of assigning measurements to existing tracks orexisting tracks to measurements (measurement-to-track association vs.track-to-measurement association).

In a classical air traffic control (ATC) application, there are hundredsof targets and measurements.

Possible combinations are incredibly many.

Not all of the possible associations are physically feasible.

One must exclude these highly unlikely combinations from furtherconsideration as soon as possible.

E. Ozkan Target Tracking October 23, 2014 28 / 35

Targets & Measurements cont’d

Definition

Gating is the process of using the sufficient statistics of a track to excludethe possibility of assigning a measurement to the track. The region in themeasurement space that the measurements are allowed to be assigned tothe target is called as the gate.

Using maximum velocity assumptions aboutthe target can give coarse gates.

More detailed gates are formed using thepredicted measurement means and innovations(measurement prediction) covariances of thetrack.

y1k|k−1 y2k|k−1

y3k|k−1

y6k

y1k

y4k

y2k

y3k

y7k

y5k

x

y

E. Ozkan Target Tracking October 23, 2014 29 / 35

Targets & Measurements cont’d

Even if gating reduces the number possible association combinations,there still remains some association uncertainty.

These are handled by some other association algorithms:

• Nearest neighbors (NN) (single, in general, non-global (local) harddecision)

• Global nearest neighbors (GNN) (single unique hard decision)• (Joint) probabilistic data associations (JPDA) (soft decisions, i.e., no

decision or decision with probabilities)• Multi hypothesis tracking (MHT) (making hard but multiple decisions

and keeping them until sufficient evidence arrives)

What association algorithm to use depends on the SNR of the systemand amount of computational resources that can be allocated toassociation.

E. Ozkan Target Tracking October 23, 2014 30 / 35

Multiple Sensors: Centralized Tracking Case

MeasurementProcessing

TRACKER

USER

MeasurementProcessing

MeasurementProcessing

MeasurementAssociation

E. Ozkan Target Tracking October 23, 2014 31 / 35

Page 9: Target Tracking: Lecture 1 Course Info + Introduction to TT · 2 Maneuvering TT with multiple model ltering 3 Multi TT Part I: GNN & JPDA 4 Multi TT Part II: MHT 5 PHD E. Ozkan Target

Multiple Sensors: Decentralized Tracking Case

MeasurementProcessing

TRACKER

USER

MeasurementProcessing

MeasurementProcessing

TrackAssociation& Fusion

TRACKER

TRACKER

E. Ozkan Target Tracking October 23, 2014 32 / 35

Multiple Sensors

Architecture Issues:

Centralized approach is optimal.

Communication constraints make it unattractive becausemeasurement communication rates are generally higher than trackcommunication rates.

Some of the computations can also be distributed in the decentralizedcase.

System’s susceptibility to failures in the tracking center is also animportant issue.

E. Ozkan Target Tracking October 23, 2014 33 / 35

Multiple Sensors cont’d

Issues we will mostly neglect

Registration issues.

Detection of biases and their compensation between various sensors.

Out of sequence measurements: Measurements delayed in thecommunication which arrive into the fusion center after a morecurrent measurement from the same source has already beenprocessed.

tk−`−1 tk−` tk−`+1 tk−`+2 tk−1 tk

target time

fusion center timetk−`−1 tk−` tk−`+1 tk−`+2 tk−1 tk+1

τ

tk

E. Ozkan Target Tracking October 23, 2014 34 / 35

References

S. Blackman and R. Popoli, Design and Analysis of Modern Tracking Systems.Norwood, MA: Artech House, 1999.

Y. Bar-Shalom and X. R. Li, Multitarget-Multisensor Tracking: Principles, Techniques.Storrs, CT: YBS Publishing, 1995.

Y. Bar-Shalom, X. R. Li, and T. Kirubarajan, Estimation with Applications to Trackingand Navigation. New York: Wiley, 2001.

R. Mahler, Statistical Multisource Multitarget Information Fusion. Norwood, MA:Artech House, 2007.

Y. Bar-Shalom and T. E. Fortmann, Tracking and Data Association. Orlando, FL:Academic Press, 1988.

S. Blackman, Multiple Target Tracking with Radar Applications. Norwood, MA: ArtechHouse, 1986.

E. Ozkan Target Tracking October 23, 2014 35 / 35