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MCMC Data Association and Sparse Factorization Updating for Real Time Multitarget Tracking with Merged and Multiple Measurements
December 2006 (vol. 28 no. 12)
pp. 1960-1972
In several multitarget tracking applications, a target may return more than one measurement per target and interacting targets may return multiple merged measurements between targets. Existing algorithms for tracking and data association, initially applied to radar tracking, do not adequately address these types of measurements. Here, we introduce a probabilistic model for interacting targets that addresses both types of measurements simultaneously. We provide an algorithm for approximate inference in this model using a Markov chain Monte Carlo (MCMC)-based auxiliary variable particle filter. We Rao-Blackwellize the Markov chain to eliminate sampling over the continuous state space of the targets. A major contribution of this work is the use of sparse least squares updating and downdating techniques, which significantly reduce the computational cost per iteration of the Markov chain. Also, when combined with a simple heuristic, they enable the algorithm to correctly focus computation on interacting targets. We include experimental results on a challenging simulation sequence. We test the accuracy of the algorithm using two sensor modalities, video, and laser range data. We also show the algorithm exhibits real time performance on a conventional PC.

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Index Terms:
Markov chain Monte Carlo, QR factorization, updating, downdating, Rao-Blackwellized, particle filter, multitarget tracking, merged measurements, linear least squares, laser range scanner.
Citation:
Zia Khan, Tucker Balch, Frank Dellaert, "MCMC Data Association and Sparse Factorization Updating for Real Time Multitarget Tracking with Merged and Multiple Measurements," IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 28, no. 12, pp. 1960-1972, Dec. 2006, doi:10.1109/TPAMI.2006.247
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