arXiv subjects

Emmanuel D. Delande

Publications and source records attributed to Emmanuel D. Delande.

4 recordsLinked to original sources

arXiv2017

Single-cluster PHD filter methods for joint multi-object filtering and parameter estimation

Many multi-object estimation problems require additional estimation of model or sensor parameters that are either common to all objects or related to unknown characterisation of one or more sensors. Important examples of these include registration of multiple sensors, estimating clutter profiles, and robot localisation. Often these parameters are estimated separately to the multi-object estimation process, which can lead to systematic errors or overconfidence in the estimates. These parameters can be estimated jointly with the multi-object process based only on the sensor data using a single-cluster point process model. This paper presents novel results for joint parameter estimation and multi-object filtering based on a single-cluster second-order Probability Hypothesis Density (PHD) and Cardinalised PHD (CPHD) filter. Experiments provide a comparison between the discussed approaches using different likelihood functions.

math.ST↗

arXiv2017

A second-order PHD filter with mean and variance in target number

The Probability Hypothesis Density (PHD) and Cardinalized PHD (CPHD) filters are popular solutions to the multi-target tracking problem due to their low complexity and ability to estimate the number and states of targets in cluttered environments. The PHD filter propagates the first-order moment (i.e. mean) of the number of targets while the CPHD propagates the cardinality distribution in the number of targets, albeit for a greater computational cost. Introducing the Panjer point process, this paper proposes a second-order PHD filter, propagating the second-order moment (i.e. variance) of the number of targets alongside its mean. The resulting algorithm is more versatile in the modelling choices than the PHD filter, and its computational cost is significantly lower compared to the CPHD filter. The paper compares the three filters in statistical simulations which demonstrate that the proposed filter reacts more quickly to changes in the number of targets, i.e., target births and target deaths, than the CPHD filter. In addition, a new statistic for multi-object filters is introduced in order to study the correlation between the estimated number of targets in different regions of the state space, and propose a quantitative analysis of the spooky effect for the three filters.

stat.ME↗

arXiv2015

Spawning Models for the CPHD Filter

In its classical form, the Cardinalized Probability Hypothesis Density (CPHD) filter does not model the appearance of new targets through spawning, yet there are applications for which spawning models more appropriately account for newborn objects when compared to spontaneous birth models. In this paper, we propose a principled derivation of the CPHD filter with spawning from the Finite Set Statistics framework. A Gaussian Mixture implementation of the CPHD filter with spawning is then presented, illustrated with three applicable spawning models on a simulated scenario involving two parent targets spawning a total of five objects. Results show that filter implementations with spawn models provide more accurate results when compared to a birth model implementation.

stat.ME↗

arXiv2015

A few calculus rules for chain differentials

This paper summarizes the core definitions and results regarding the chain differential for functions in locally convex topological vector spaces. In addition, it provides a few elementary calculus rules of practical interest, notably for the differentiation of characteristic functionals in various domains of physical science and engineering.

math.FA↗