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= == =
= == =
(1)
which is a simple generalization of the Janossy measure
density function for a finite point process [10] in
C
E , by
including an extra component
0 G
x E . In (1),
n
p is the
probability of having n components, and
n
and
n
f are
both the joint probability density functions on
n
G C
E E .
We can view
n
f as the probability density of the group
state with a particular order of the group components,
while
n
is the average taken over all the possible
permutations (labeling) of target components, as
0 1 0 (1) ( )
1
( , ,..., ) ( , ,..., )
!
n
n n n a a n
a A
x x x f x x x
n
= == =
(2)
For this reason, we may call
n
a scrambled probability
density, while
n
f an unscrambled probability density.
Thus the generalized Janossy measure density function
n
JD and the scrambled probability density function
n
are both symmetric or permutable with respect to
1
( ,..., )
n
x x , but the unscrambled probability density
function
n
f is generally not.
The significance of the use of this generalized Janossy
measure density function is as follows: Let us define a
functional P on
0
/ !
n
G C
n
E E n
= == =
U
by
0 1 0 1
([( , ,..., )]) ( , ,..., )
n n n
P x x x JD x x x = == = (3)
for all
0 1
0
( , ,..., )
n
n G C
n
x x x E E
U
= == =
. Then we can show
that the functional P is actually the density function of the
probability distribution of the group target state
0 1
[( , ,..., )]
n
x x x with respect to an abstract measure M
on
0
/ !
n
G C
n
E E n
= == =
U
. The measure M can be defined
through the linear functional L on a certain class of
functions defined on
0
/ !
n
G C
n
E E n
= == =
U
, as
0
/ !
0 1 0 1
0
( ) ( ) ( )
1
([( , ,..., )])
!
n
G C
n
n
G C
E E n
n n
n
E E
X dX
x x x dx dx dx
n
L M
U
L
= == =
= == =
= == =
= == =
(4)
for any positive functional on
0
/ !
n
G C
n
E E n
= == =
U
([6]).
This fact was first pointed out by Dr. R. P. S. Mahler in
[5]. For that reason, we may call the left hand side of eqn.
(3) the generalized Janossy-Mahler density function.
Because of this fact, we can apply the theory of
distributed estimation described in [9], by replacing the
probability density with respect to a Euclidean space by
that with respect to the abstract space
0
/ !
n
G C
n
E E n
= == =
U
,
which will be the basis of the algorithm described in
Section 4, as a general solution to a class of group target
tracking problems defined in the next section, Section 3.
3 Target and Sensor Models: Problem
Statement
Assume that the number
G
N of group targets is time
invariant, partly to avoid unnecessary complication, and
partly because the time varying number of groups can be
modeled by an additional birth-death process in parallel to
the spatial evolution, thus maintaining independence
among target groups. We assume that the distribution of
the random variable
G
N is Poisson with mean
G
. For a
given
G
N , however, we assume that the target group
process is dynamic with
1
( ( ))
G
N
i i
x t
= == =
, where
0 1
( ) ( ( ), ( ),..., ( ))
i
i i i in
x t x t x t x t = == = for each 1,..,
G
i N = == = , as its
state at time t . We assume that an initial time
0
t is given
and that the initial state is given by a group-wise
independent probability density
5
0
1
( ( ))
G
N
i
i
P x t
= == =
, where
0
( ( ))
i
P x t is a generalized Janossy density function defined
by the probability distribution ( )
i
p n of the number
i
n of
components in the i -th group, and of a scrambled or
unscrambled probability density.
Assuming necessary Markovian properties, we define
group-wise independent dynamics by the transition
probability
1 1
1
(( ( )) | ( ( )) ) ( ( ) | ( ))
G
G G
N
N N
i i i i i i
i
P x t t x t P x t t x t
= = = = = = = =
= == =
+ = + + = + + = + + = +
(5)
for each t and 0 t > >> > , where P on the right hand side is
the conditional version of the generalized Janossy density
function. Assuming the number
i
n of components of each
group i does not change in time, we can model the target
group dynamics by the dynamics of the common group
state
0 i
x , and by independent component state dynamics
as
0
( ( ) | ( )) ( ( ) | ( ))
i
n
i i ij ij
j
P x t t x t P x t t x t
= == =
+ = + + = + + = + + = +
(6)
As usual, we assume conditionally (given group states
or more precisely entire group state history) independent
frames (scans) of reports (detections),
1 2
, ,... y y , generally
5
Hereinafter we use P as the generic symbol for probability
distribution density of any random element with respect to the
appropriate measure for the state space, including a case where
P is a generalized Janossy measure density function.
from multiple sensors. In this paper, we do not assume
any particular sensor report model except for commonly
used general assumptions such as the group-wise and
target-component-wise independent detection
probabilities and measurement errors, without any a priori
labeling (i.e., the ordering of reports in a given frame does
not contain any information about the target groups or any
component target).
We do assume, however, that each sensor is equipped
with a data processor that produces a set of target group
detections. As a part of our model, we assume that the set
of group-level detections is, or is a close approximation
of, the a posteriori distribution of the group state based on
the a priori information and on the information contained
in each single frame of reports (measurements). Thus our
abstract sensor output model consists of a set
k
of
hypothesis
k
as a set of singleton tracks
k
each based
on a subset of reports in a given frame
k
y , and of the a
posteriori probability distribution of group targets,
described as
1
( )
Im( ) ( , )
(( ( )) | ) ( )
( ( ) | ) ( ( ))
G k
k k
k
k k k G
N
i k i k k k
a k k k i k
i a a A N
P x t y e q
P x t x t
= == =
= == =
(7)
6
where ( )
k k
q is the probability of the hypothesis
k
,
( , )
k G
A N is the set of all the one-to-one functions
defined on the finite set
k
taking values in {1,..., }
G
N ,
( ( ) | )
i k
P x t is the probability distribution (the
generalized Janossy measure density function) of the i-th
group given track , and ( )
k
x is the intensity measure
density function
7
[6] of the targets at a target group state
0
n
G C
n
x E E
=
U
, with the a posteriori expectation of the
undetected target groups,
0
/ !
( ) ( )
n
G C
n
k k
E E n
x dx
M
U
.
Eqn. (7) is a scrambled version of the group target state
probability distribution where an unscrambled version of
probability distribution is given by the product of
independent group state probability distributions, each
conditioned by a group track, and the product of the
intensity measure density functions for undetected groups.
The intensity measure density function ( )
k
x of the
undetected target groups in frame
k
y is expressed as
6
We denote the domain, and the image (or range) of any
function a by Dom( ) a and Im( ) a , respectively. For every
( , ) a A N , we assume Dom( ) a = .
7
An intensity measure density function ( ) x of a random finite
set or a finite point process is a kind of physical density in the
sense that it is a functional on the state space X such that, when
integrated over any measurable subset B of X , it gives the
expected number of objects in B . It is also called the first-order
moment measure density [10].
0
/ !
( ( )) (1 ( ( )) ( ( )) ( ( ))
n
G C
n
k k Dk k k k
E E n
x t p x t x t dx t
M
U
(8)
where ( ( ))
Dk k
p x t is the group-level detection probability
function, i.e., the probability of detecting a group at group
state ( )
k
x t , and ( ( ))
k
x t is the a priori target group
intensity measure density function at a given target group
state ( )
k
x t at time
k
t .
Furthermore, we assume that each hypothesis
k
is a
subset of the set
k
T of all the group-level tracks (group-
level detections) and that each track in
k
T is a posteriori
independent in the sense that
\
( ) ( ) (1 ( ))
k k k k k
k k k k
q P P
| || | | || | | || | | || |
= = = =
| | | | | | | |
| | | | | | | |
\ \ \ \ \ \ \ \
T
(9)
8
This assumption simply states that each track
k
is a
group-level detection, where each detection is given a
probability ( )
k
P by the sensor data processing unit
(node). Then, the problem to be solved is defined as a
problem of fusing the information thus provided from each
sensor, i.e., the probability density
1
(( ( )) | )
G
N
i k i k
P x t y
= == =
of the
set of target groups expressed in terms of group-level
detection hypotheses as (7), into the system-wise
probability density
1 1
(( ( )) | ,..., )
G
N
i K i K
P x t y y
= == =
.
4 A Target Group Tracking Algorithm
As described in the previous section, we assume, for this
paper, each sensor system is equipped with a data
processing unit (node) that analyzes each frame of
measurements and generates group-level detection
hypotheses and send them to a central fusion center
(node). Each of those group-level detection hypotheses is
interpreted as a probability distribution defined by the
density function
1
(( ( )) | )
G
N
i k i k
P x t y
= == =
for each frame
k
y
through eqn. (7) of the previous section. Then the role of
the central fusion node is to fuse
1
(( ( )) | )
G
N
i k i k
P x t y
= == =
s into
1 1
(( ( )) | ,..., )
G
N
i K i K
P x t y y
= == =
.
A straightforward application of Bayes rule gives us
( ) ( )
1 1
1
( ) | ,..., ( ) |
( ( ) | ,..., )
( ( ))
k k k k
k k
k
P x t y y P x t y
P x t y y C
P x t
=
(10)
with the normalizing constant
1 1
( )
( | ,..., )
k
k k
P y
C
P y y y
= .
8
\ is the set-theoretical subtraction operator, i.e.,
\ { | } A B a A a B = = = = for any pair of sets, A and B.
As a recursion assumption, we can assume that the
group-level probability distribution density conditioned on
1 1
,...,
k
y y
is expressed as
1
1 1
1
1 1 1
1 1 1 1 1
( ) 1 1
Im( ) ( , )
(( ( )) | ,..., ) ( )
( ( ) | ) ( ( ))
G k
k k
k
k k k G
N
i k i k k k
a k k k i k
i a a A N
P x t y y e q
P x t x t
= = = =
= == =
(11)
where
1
, is expressed as a finite
set of tracks
1
,
1 1
( )
k k
q
is the probability of the
hypothesis
1
,
1
( , )
k G
A N
taking values
in {1,..., }
G
N ,
1
( ( ) | )
i k k
P x t
is the probability
distribution (the generalized Janossy measure density
function) of the i-th group given track
1
, and
1
( )
k
x
is
the intensity measure density function of the targets that
have not been detected in
1 1
,...,
k
y y
, at a target group
state
0
n
G C
n
x E E
=
U
, with the a posteriori expectation
of the undetected target groups,
0
1 1
/ !
( ) ( )
n
G C
n
k k
E E n
x dx
M
U
.
In the above, and in the followings, whenever we refer
to a set as a track, we mean a set of group-level detections,
or more precisely indices to specify group-level
detections. For example,
1 1 2 2
{( , ), ( ),...} k j k j = is a track
consisting of the
1
j -th group-level detection of frame
1
k ,
the
2
j -th group-level detection of frame
2
k , and so forth.
Then, using exactly the same techniques shown in [9]
and replacing the Euclidean state space by the group state
space
0
/ !
n
G C
n
E E n
U
, we can show that (7), (10), and
(11) together imply
1 1
( )
Im( ) ( , )
(( ( )) | ,..., ) ( )
( ( ) | ) ( ( ))
G k
k k
k
k k k G
N
i k i k k k
a k k k i k
i a a A N
P x t y y e q
P x t x t
= == =
= == =
(12)
where
(i)
k
is the set of data-to-data association hypotheses
generated as described later below,
(ii)
( )
k k
q is the probability of the hypothesis
k
calculated from the evaluations,
1
k
q
,
k
q , and the track-
to-track association likelihoods as defined later below,
(iii)
( , )
k G
A N is the set of all the one-to-one functions
defined on the finite set
k
taking values in {1,..., }
G
N ,
(iv) ( ( ) | )
i k k
P x t is the probability distribution (the
generalized Janossy measure density function) of the i-th
group given an updated track
k
, and
(v) ( )
k
x is the intensity measure density function of the
targets that have not been detected in
1
,...,
k
y y ,
(evaluated at a target group state
0
n
G C
n
x E E
=
U
) with
the a posteriori expectation of the undetected target
groups,
0
/ !
( ) ( )
n
G C
n
k k
E E n
x dx
M
U
, which is updated
in an equation shown below.
The updated set
k
of data association hypotheses is
generated as
1 1 1
{ | { } and { }}
k k k k k k k
= U U U (13)
by fusing tracks from old hypotheses
1
in
1
with
those from the new detection hypotheses
k
in
k
.
Evaluation of new hypotheses
k
q can be done as
1 1
( ) ( ) ( ) ( )
k k
k k k k k k k
q Cq q L
=
(14)
with a normalizing constant C, where
1
and
k
are
unique predecessors of fused hypotheses
k
in
1
and
k
respectively.
Each ( )
k
L in eqn. (14) is the track-to-track association
likelihood defined, unlike the conventional definition as an
integral over an Euclidean or a hybrid space, as an abstract
integral over an abstract space
0
/ !
n
G C
n
E E n
U
with the
measure defined by eqn. (4). It can be written in terms of
fused track
k
as
0
0
0
1 1
/ !
1 1
/ !
1
/ !
( | ) ( | ) ( ) if
( ) ( | ) ( ) ( ) if
( ) ( | ) ( ) if
n
G C
n
n
G C
n
n
G C
n
k k k k k
E E n
k k k k k
E E n
k k k k
E E n
P x P x dx
L P x x dx
x P x dx
= =
M
M
M
U
U
U
U
(15)
Assuming that the impact of negative information, i.e.,
information gained by non-detection, or update of the
density function by multiplying one minus group-level
detection probability, is not significant compared with that
of positive information, we can regard the intensity
measure density,
1
( )
k
x
or ( )
k
x , as being constant
within the effective domain of the generalized Janossy
function,
1
( | )
k
P x
or ( | )
k
P x , and hence, the
evaluation of the track-to-track association likelihood in
(15) is reduced to that of the first equation on the right
hand side.
First we assume the following representation of the two
generalized Janossy measure density functions,
1
( | )
k
P x
or ( | )
k
P x :
( 1)
0 1 1 1 0 1
( )
0 1 0 1
(16)
where both
( 1)
k
n
f
and
( ) k
n
f are unscrambled probability
density functions
9
on
n
G C
E E , with the corresponding
probabilities of the number n of components,
1
( )
k
p n
and
( )
k
p n . Then it follows from the definition (4) of the
measure M on the space of
0
/ !
n
G C
n
E E n
U
that
0
1
1
0
( ) ( | ) ( | ) ( )
( ) ( ) ( | , )
n
G C
n
n
k k k
E E
k k n k
n
A
L P x P x M dx
p n p n n
=
=
U
l
(17)
where the likelihood ( | , )
n k
n l of permutation
n
A is
defined by
( 1)
0 1
( )
0 (1) ( ) 0 1
( | , ) ( , ,..., )
( , ,..., )
n
G C
k
n k n n
E E
k
n n n
n f x x x
f x x x dx dx dx
l
L
(18)
On the other hand, a representation of the updated
generalized Janossy measure density function ( | )
k
P x is
given by
( )
0 1 0 (1) ( )
=
(19)
where an unscrambled probability density function
k
f is
defined as
( )
0 1
( 1) ( )
0 1 0 (1) ( )
( , ,..., )
( , ,..., ) ( , ,..., )
( | , )
n
k
n n
k k
n n n n
A k k
f x x x
f x x x f x x x
n
l
(20)
and
1
1
0
( ) ( ) ( | , )
( )
( ) ( ) ( | , )
n
n
k k k k
A
k
k k k k
n A
p n p n n
p n
p n p n n
=
=
l
l
(21)
Finally, the recursion is completed by describing the
updating of the intensity measure density function of the
undetected target groups as
1
( ) (1 ( )) ( )
k Dk k
x P x x
= (22)
9
Actually, we may use scrambled probability density functions
( 1)
k
n
and
( ) k
n
instead of unscrambled versions. However,
generally it is easier to evaluate unscrambled forms.
for all x in
0
/ !
n
G C
n
E E n
U
, which can be approximate
as a flat function assuming uniform group-level
detection probability ( )
Dk
p x within a field of view.
The algorithm that has been derived can be summarized as
follows:
(1) For each frame
k
y , the sensor data processor
generates a set of group-level detection. For each
detection, we have a generalized Janossy measure density
function represented by a probability on the number of
components and the unscrambled joint probability
distribution of the group and the component states.
(2) For each pair of tracks from the sensor (new frame)
and from the fusion center (old tracks) after necessary
extrapolation to make time alignment, as necessary, form
a new track. The track-to-track likelihood is calculated
and used to evaluate new hypotheses. For a given track
pair that shares the same number of components, calculate
component permutation likelihood and generate a set of
new fused unscrambled group-component joint
probability distribution density functions, together with
the new probability distributions on the number of
components.
(3) Using the track-to-track likelihood function, evaluate
each updated hypothesis. Update the undetected target
group density.
Although not mentioned above to avoid introducing
additional complications, in order to keep the whole
process computationally tractable, it may be essential to
use the stochastic clustering technique, in which a given
group tracking problem is decomposed into a number of
small independent problems, as described in [4].
5 A Simple Example
We will present a very simple example to illustrate the
group tracking approach we propose in this paper. In this
example, the common group state is a four-dimensional
vector (two-dimensional centroid position and two-
dimensional centroid velocity), while each component
state is a two-dimensional displacement from the centroid,
i.e.,
4
G
E = and
10
2
C
E = .
The centroid position and velocity are assumed to be
zero-mean Gaussian vectors with diagonal covariance
matrices. The centroid dynamics are given by a usual
almost-constant velocity model with small white-noise
acceleration. The component displacement is modeled by
an independent, identically distributed system of two-
dimensional Gaussian random vectors with a zero-mean
circular distribution. Both the number of components in
each group and the total number of groups are modeled by
Poisson distributions with means 4 and 1, respectively.
10
( , ) = , the set of real numbers.
We assume one sensor that measures two dimensional
positions from each target group component with
relatively high detection probability and small zero-mean
Gaussian measurement errors. For simplicity, the sensors
target-group-level detection is assumed to be relatively
high, 0.9, and the target-group-level false alarm density is
relatively very small, 0.1 per frame. Figure 1 shows 8
frames of simulated sensor data:
Frame 0
0 1
0.8
Frame 1
0 1
0.8
Frame 2
0 1
0.8
Frame 3
0 1
0.8
Frame 4
0 1
0.8
Frame 5
0 1
0.8
Frame 6
0 1
0.8
Frame 7
0 1
0.8
Figure 1: Simulated Sensor Data and Group-Level
Detections
In Figure 1, each blue dot is a target component
detection that appears in a unit-square field of view. A
true target group detection in each frame is shown by a
red ellipse. There are only two false group-level
detections, each of which is shown by a broken-line blue
ellipse. The arrows in Figure 1 show the group centroid
velocity estimates.
Figure 2 shows the posterior probabilities of the number
of detected groups according to the group-level
hypotheses.
# of Group = 1
# of Group = 0
# of Group = 2
# of Group = 3
Figure 2: A Posteriori Probabilities of Detected Groups
The true hypothesis is that there is only one detected
target group, which competes with other hypotheses
generated by the three false group level detections shown
in Figure 1.
6 Conclusion
A new approach to target group tracking using the concept
of generalized Janossy measure density function has been
described. Instead of tracking only aggregate group states,
such as centroids, extents, the number of components,
etc., our approach is to track all of the observable
components of each group. In order to track components,
we need to correlate and track not only common group
states but also individual targets or target group
components.
The concept of the Janossy measure density functions is
used to express a priori and a posteriori probability
distributions of a set of an unknown number of objects
whose ordering is essentially meaningless [5, 6, 10]. In
this paper, we extended the concept of Janossy measures
to include a common group state in addition to a set of an
unknown number of components that are essentially
modeled by a finite point process or a random finite set.
We assume that each sensor is equipped with an
adequate data processing capability to generate group-
level detections. By interpreting each detection as an
independent cluster of binary hypotheses (true or false
detection), we can then convert the group-level tracking
into a general framework of distributed tracking as
described in [9]. In order to do so, we need to replace the
track-to-track association likelihood calculation on a
Euclidean space by that on an abstract space on which the
generalized Janossy measure density functions are defined
with an abstract measure. The calculation of such track-to-
track association likelihood is indeed the core of the
approach that we present in Section 4 of this paper.
The target group tracking described in this paper uses
the conventional track-data-association-hypothesis
concept. However, the multiple hypothesis concept is used
at the target group level rather than the group component
level. We may convert this track-hypothesis formalism
into the Janossy measure formulation as shown in the
recent papers [11, 12] that propose very similar
techniques using the concept of Janossy measures for
target tracking with merged and/or split measurements.
Using the concept of Janossy measures may simplify the
conventional track-hypothesis structure typically used by
any multiple target tracking system. By replacing the
concept of tracks and association hypotheses with that of
Janossy measures, we can avoid too fine granularity (too
many hypotheses), while giving up a posteriori
independence (conditioned by an association hypothesis).
Despite the apparent potential power of our proposed
method, the algorithm development shown in Section 4 is
still in a concept development stage, and we need further
study to solve many implementation issues and to analyze
its relative effectiveness in comparison to conventional
track-hypothesis-based multiple hypothesis tracking
techniques.
References
[1] Y. Bar-Shalom, and X. R. Li, Multitarget-Multisensor
Tracking: Principles, Techniques and Software, Dedham,
MA; Artech House, 1993, Preprinted by YBS Publishing,
1998.
[2] S. S. Blackman, and R. Popoli, Design and Analysis of
Modern tracking Systems, Artech House, Norwood, MA
1999.
[3] S. Mori, C.-Y. Chong, E. Tse, and R. P. Wishner,
Tracking and Classifying Multiple Targets without a
priori Identification, IEEE Transaction on Automatic
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