Karl Granström

Karl Granström, Lennart Svensson, Yuxuan Xia et al.

The Poisson multi-Bernoulli mixture (PMBM) is an unlabelled multi-target distribution for which the prediction and update are closed. It has a Poisson birth process, and new Bernoulli components are generated on each new measurement as a part of the Bayesian measurement update. The PMBM filter is similar to the multiple hypothesis tracker (MHT), but seemingly does not provide explicit continuity between time steps. This paper considers a recently developed formulation of the multi-target tracking problem as a random finite set (RFS) of trajectories, and derives two trajectory RFS filters, called PMBM trackers. The PMBM trackers efficiently estimate the set of trajectories, and share hypothesis structure with the PMBM filter. By showing that the prediction and update in the PMBM filter can be viewed as an efficient method for calculating the time marginals of the RFS of trajectories, continuity in the same sense as MHT is established for the PMBM filter.

Markus Fröhle, Christopher Lindberg, Karl Granström et al.

In a typical multitarget tracking (MTT) scenario, the sensor state is either assumed known, or tracking is performed in the sensor's (relative) coordinate frame. This assumption does not hold when the sensor, e.g., an automotive radar, is mounted on a vehicle, and the target state should be represented in a global (absolute) coordinate frame. Then it is important to consider the uncertain location of the vehicle on which the sensor is mounted for MTT. In this paper, we present a multisensor low complexity Poisson multi-Bernoulli MTT filter, which jointly tracks the uncertain vehicle state and target states. Measurements collected by different sensors mounted on multiple vehicles with varying location uncertainty are incorporated sequentially based on the arrival of new sensor measurements. In doing so, targets observed from a sensor mounted on a well-localized vehicle reduce the state uncertainty of other poorly localized vehicles, provided that a common non-empty subset of targets is observed. A low complexity filter is obtained by approximations of the joint sensor-feature state density minimizing the Kullback-Leibler divergence (KLD). Results from synthetic as well as experimental measurement data, collected in a vehicle driving scenario, demonstrate the performance benefits of joint vehicle-target state tracking.

Ángel F. García-Fernández, Lennart Svensson, Jason L. Williams et al.

This paper presents two trajectory Poisson multi-Bernoulli (TPMB) filters for multi-target tracking: one to estimate the set of alive trajectories at each time step and another to estimate the set of all trajectories, which includes alive and dead trajectories, at each time step. The filters are based on propagating a Poisson multi-Bernoulli (PMB) density on the corresponding set of trajectories through the filtering recursion. After the update step, the posterior is a PMB mixture (PMBM) so, in order to obtain a PMB density, a Kullback-Leibler divergence minimisation on an augmented space is performed. The developed filters are computationally lighter alternatives to the trajectory PMBM filters, which provide the closed-form recursion for sets of trajectories with Poisson birth model, and are shown to outperform previous multi-target tracking algorithms.

Karl Granström, Lennart Svensson, Yuxuan Xia et al.

The Poisson Multi-Bernoulli Mixture (PMBM) density is a conjugate multi-target density for the standard point target model with Poisson point process birth. This means that both the filtering and predicted densities for the set of targets are PMBM. In this paper, we first show that the PMBM density is also conjugate for sets of trajectories with the standard point target measurement model. Second, based on this theoretical foundation, we develop two trajectory PMBM filters that provide recursions to calculate the posterior density for the set of all trajectories that have ever been present in the surveillance area, and the posterior density of the set of trajectories present at the current time step in the surveillance area. These two filters therefore provide complete probabilistic information on the considered trajectories enabling optimal trajectory estimation. Third, we establish that the density of the set of trajectories in any time window, given the measurements in a possibly different time window, is also a PMBM. Finally, the trajectory PMBM filters are evaluated via simulations, and are shown to yield state-of-the-art performance compared to other multi-target tracking algorithms based on random finite sets and multiple hypothesis tracking.

Ángel F. García-Fernández, Yuxuan Xia, Karl Granström et al.

This paper presents the Gaussian implementation of the multi-Bernoulli mixture (MBM) filter. The MBM filter provides the filtering (multi-target) density for the standard dynamic and radar measurement models when the birth model is multi-Bernoulli or multi-Bernoulli mixture. Under linear/Gaussian models, the single target densities of the MBM mixture admit Gaussian closed-form expressions. Murty's algorithm is used to select the global hypotheses with highest weights. The MBM filter is compared with other algorithms in the literature via numerical simulations.

Maryam Fatemi, Karl Granström, Lennart Svensson et al.

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects, and the measurements are described as a Poisson process, conditioned on the map. We use a Poisson process prior on the map and prove that the posterior distribution is a hybrid Poisson, multi-Bernoulli mixture distribution. We devise a Gibbs sampling algorithm to sample from the batch multi-object posterior. The proposed method can handle uncertainties in the data associations and the cardinality of the set of landmarks, and is parallelizable, making it suitable for large-scale problems. The performance of the proposed method is evaluated on synthetic data and is shown to outperform a state-of-the-art method.

Ángel F. García-Fernández, Jason L. Williams, Karl Granström et al.

We provide a derivation of the Poisson multi-Bernoulli mixture (PMBM) filter for multi-target tracking with the standard point target measurements without using probability generating functionals or functional derivatives. We also establish the connection with the δ-generalised labelled multi-Bernoulli (δ-GLMB) filter, showing that a δ-GLMB density represents a multi-Bernoulli mixture with labelled targets so it can be seen as a special case of PMBM. In addition, we propose an implementation for linear/Gaussian dynamic and measurement models and how to efficiently obtain typical estimators in the literature from the PMBM. The PMBM filter is shown to outperform other filters in the literature in a challenging scenario.