CN108983215A - A kind of method for tracking target based on maximum cross-correlation entropy adaptively without mark particle filter - Google Patents
A kind of method for tracking target based on maximum cross-correlation entropy adaptively without mark particle filter Download PDFInfo
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Abstract
The present invention provides a kind of method for tracking target based on maximum cross-correlation entropy adaptively without mark particle filter, completes the state estimation problem in object tracking process using MCAUPF.In object tracking process, the state equation of target following and measurement equation are reconstructed into nonlinear recursion model first, then importance density function needed for particle filter is generated using maximum cross-correlation entropy Unscented kalman filtering in the frame of no mark particle filter, then resampling is carried out apart from particle of the method for resampling to generation using Kullback-Leibler, the estimation to tracking dbjective state finally is obtained according to the algorithm flow of UPF, to realize the real-time tracking to target.MCAUPF method is applied in measuring the target following that outlier occurs in noise, precision more higher than existing PF, improvement PF and robust filtering can be obtained, and computation complexity is lower than existing improved particle filter algorithm.
Description
Technical field
The present invention relates to a kind of method for tracking target based on maximum cross-correlation entropy adaptively without mark particle filter, are applicable in
In the nonlinear system that there is thick tail to measure noise, belong to non linear robust filtering and target following technical field.
Background technique
When being tracked using particle filter (Particle Filter, PF) to target, due to the motor-driven turning of target,
The abnormal sudden change point of measurement data, sensor fault, measurement is lost and deliberately the reasons such as interference will lead to measurement noise appearance
Outlier, this makes radar on the tracking accuracy of target by serious influence.For this problem, it has been proposed that using Huber without
Mark particle filter (Huber Unscented Particle Filter, HRUPF) is handled, but due to influencing letter in HRUPF
Number is more than that will not return drop after 1.345 in affecting parameters γ, and estimation performance is caused to decline.For this problem, there has been proposed
Outlier robust volume Kalman filtering (Outlier Robust Cubature Kalman based on Student's t method
Filter, ORCKF), but the method is only applicable to system noise covariance and measures the lesser situation of noise covariance, at it
Performance can reduce under the conditions of him.
In order to solve to measure the Target Tracking Problem in the case of outlier occurs in noise, researcher proposes a new class of be used for
The method for solving the problems, such as to measure noise outlier, the i.e. filtering method based on maximum cross-correlation entropy, such as maximum cross-correlation entropy karr
Graceful filtering (Maximum Correntropy Kalman Filter, MCKF) and maximum cross-correlation entropy Unscented kalman filtering
(Maximum Correntropy Unscented Kalman Filter,MCUKF).It is compared with the traditional method, cross-correlation entropy can
To capture the statistical information of higher order rather than common second-order statistics information, therefore better estimated result can be obtained.
In addition, when being calculated using traditional PF, calculation amount is very big, so in field higher for requirement of real-time
It closes and is no longer applicable in.For this purpose, there has been proposed based on Kullback-Leibler distance (Kullback-Leibler Distance,
KLD) the PF algorithm sampled, but this method postulated particle all is from true posterior density function, in practical applications
It is difficult to realize.
Summary of the invention
The purpose of the invention is to provide a kind of target based on maximum cross-correlation entropy adaptively without mark particle filter
Tracking utilizes maximum cross-correlation on the basis of no mark particle filter (Unscented Particle Filter, UPF)
Entropy criterion is modified the measurement renewal process of UPF, and KLD method is applied to resampling process, it is made to measure noise
Occur that there is robustness in the case where outlier, and the number of particle can be adjusted in real time, reduces computation complexity, improve and calculate
Efficiency.
The object of the present invention is achieved like this: steps are as follows:
Step 1: the nonlinear discrete state equation of description Target Tracking System is established:
Wherein: k-1 indicates -1 moment of kth, and k indicates kth moment, xk∈RnAnd yk∈RmRespectively indicate the n dimension at kth moment
The state vector of target component and the measurement vector of m dimension tracking target component are tracked, f () and h () respectively indicate known
Non-linear process function and measurement function, wk-1And vkIt is irrelevant process noise and measurement noise, covariance matrix difference
For Qk-1And Rk;Assuming that system noise Gaussian distributed wk-1~N (0, Qk-1), measuring noise includes outlier, obeys mixed Gaussian
It is distributed vk~μ N (0, Rk)+δN(0,λRk), it is the Gauss point that μ variance is Σ that q~N (μ, Σ), which indicates that random vector q obeys mean value,
Cloth, μ, δ, λ are the parameters for characterizing outlier;
Step 2: initialization:
N number of initial particle is generated according to known prior distribution and their weight is set for 1/N, passes through theory analysis
The maximum population N of suitable core width cs and Kullback-Leibler in resampling is selected with practical operating experiencesmax
And support domain sizes Δ, the dimension of Δ are necessarily less than the dimension equal to state variable, the dimension of Δ is selected as 1 dimension herein, gives
Original stateInitial error covariance matrixWith population N, wherein j represents j-th of particle;According to known priori
It is distributed P (x0) extract N number of particleMeet:
And the weight that all particles are arranged is
Step 3: importance sampling:
According to the primary that step 2 extracts, subsequent time is obtained using maximum cross-correlation entropy Unscented kalman filtering
Posteriority state estimation and corresponding posteriority state estimation variance generate new Gauss point with this state estimation and variance
Cloth randomly selects N number of new particle in the Gaussian Profile new from this, and it is corresponding to calculate each particle according to the particle newly extracted
Weight is simultaneously normalized;
Firstly, system state equation and measurement equation to be built into the form of nonlinear recursion equation:
It defines simultaneously:
Wherein: E is averaged to variable, Pk|k-1It is the state one-step prediction error co-variance matrix at kth moment, RkIt is
The measurement noise covariance matrix at k moment, Bp,k|k-1It is to Pk|k-1The matrix obtained after Cholesky decomposition is carried out,It is
Bp,k|k-1Transposed matrix, Br,kIt is to RkThe matrix obtained after Cholesky decomposition is carried out,It is Br,kTransposed matrix, BkIt is
By Bp,k|k-1And Br,kThe new matrix of composition;It is the one-step prediction state value at kth moment;
?The right and left be multiplied by simultaneously:
Ck=gk(xk)+εk
Wherein:
Based on information maximum entropy criterion, cost function is defined are as follows:
Wherein: n+m is CkDimension, ci,kAnd gi,k(xk) it is C respectivelykAnd gk(xk) i-th of element;xkOptimal solution
Are as follows:
Wherein: n+m is CkDimension, ci,kAnd gi,k(xk) it is C respectivelykAnd gk(xk) i-th of element, Gσ() is Gauss
Kernel function, it may be assumed that
Pass through the error in measurement covariance in amendment renewal processIt obtains:
Wherein: Br,kIt is to RkThe matrix obtained after Cholesky decomposition is carried out,It is Br,kTransposed matrix, Cy,k=
diag(Gσ(en+1,k),...,Gσ(en+m,k)), ei,k(i=1,2 ..., n+m) it is εkI-th of element,It is Cy,kInverse square
Battle array;;The error in measurement covariance that amendment obtains is applied to obtain in the measurement renewal process of Unscented kalman filtering
MCUKF;
Step 4: KLD resampling:
Required population NKLDAre as follows:
Wherein: k is the number of supporting domain, and ε is error threshold, z1-δIt is the upper quantile of standard gaussian distribution;For specific
Value δ, upper quantile z corresponding with it1-δIt can be found from gaussian distribution table;
Weight based on particle seriatim chooses particle again, until reaching required population NKLDIf one new
Particle is resampled, then just updating NKLDWith the number k of supporting domain;These new particles are adopted again using KLD method
Sample, the particle after obtaining resampling, and resetting particle weight is 1/N;
Step 5: state filtering updates:
The filtering of the particle that applying step four obtains, completion status updates, and obtains the estimated state of target following parameter
With evaluated error covariance matrix Pk|k, complete the task of target following.
The invention also includes structure features some in this way:
1. σ=10.
2. the dimension of the supporting domain is 1.
3. step 5 specifically:
Wherein:Be the corresponding weight of each particle,It is particle.
Compared with prior art, the beneficial effects of the present invention are: the present invention is by introducing maximum cross-correlation entropy criterion
UPF improves the robustness of UPF;The present invention adjusts population using KLD method in the resampling stage in real time, improves calculating
Efficiency;The present invention is obtained in four-dimensional situation by relevant document and practical operating experiences, outlier occurs when measuring noise
When, take σ=10, Nmax=2000, when Δ=1, MCAUPF proposed by the present invention can obtain than existing PF, improve PF and
The higher precision of robust filtering, and computation complexity is lower than existing improvement particle filter, improves the performance of target following.
Detailed description of the invention
Fig. 1 is the flow chart of MCAUPF method of the present invention;
Fig. 2 is the algorithm flow chart of KLD method for resampling in the present invention;
Fig. 3 be method provided by the invention with based on UPF, volume particle filter (Cubature Particle Filter,
CPF), to the root-mean-square error curve of target position estimation in the method for tracking target of MCUKF, HRUPF and ORCKF;
Fig. 4 is in method provided by the invention and the method for tracking target based on UPF, CPF, MCUKF, HRUPF and ORCKF
To the root-mean-square error curve of target velocity estimation;
When Fig. 5 is method provided by the invention and the operation of the method for tracking target based on UPF, CPF, MCUKF, HRUPF
Between contrast table.
Specific embodiment
Present invention is further described in detail with specific embodiment with reference to the accompanying drawing.
A kind of method for tracking target based on MCAUPF of the invention, flow chart is as shown in Figure 1, include following step
It is rapid:
Step 1: state equation and the observational equation for establishing description Target Tracking System are as follows:
Wherein, k-1 indicates -1 moment of kth, and k indicates kth moment, xkFor the state of the n dimension tracking target component at kth moment
Vector, ykFor the measurement vector of the m dimension tracking target component at+1 moment of kth, f () and h () are known nonlinear function,
wk-1System noise, v are tieed up for the n at -1 moment of kthkNoise is measured for the m dimension at kth moment, it is assumed that system noise Gaussian distributed
wk-1~N (0, Qk-1), measuring noise includes outlier, obeys Gaussian mixtures vk~μ N (0, Rk)+δN(0,λRk) (q~N (μ,
Σ) indicating that random vector q obeys mean value is the Gaussian Profile that μ variance is Σ, and μ, δ, λ is the parameter for characterizing outlier), and wk-1
With vkIt is uncorrelated.
Step 2: initialization, parameter required for being arranged.N number of initial particle is generated simultaneously according to known prior distribution
The weight that they are arranged is 1/N, selects suitable core width cs and Kullback-by theory analysis and practical operating experiences
Maximum population N in Leibler distance (Kullback-Leibler Distance, KLD) resamplingmaxAnd supporting domain
Size (size) Δ gives original stateWith population N.According to known prior distribution P (x0) extract N number of particleMeet
And the weight that all particles are arranged is
Step 3: importance sampling updates N number of particle of initialization, obtains new particle assembly.Using maximum cross-correlation
Under entropy Unscented kalman filtering (Maximum Correntropy Unscented Kalman Filter, MCUKF) filtering obtains
The posteriority state estimation at one moment and corresponding posteriority state estimation variance generate a Gauss with this state estimation and variance
Distribution, randomly selects N number of new particle from this Gaussian Profile, calculates the corresponding weight of each particle according to the particle newly extracted
And it is normalized.
System state equation and measurement equation are built into the form of nonlinear recursion equation:
Such as given a definition
B hereinkIt is to decompose corresponding matrix by Cholesky to obtain.In equation (4) the right and left, colleague is multiplied by
?
Ck=gk(xk)+εk (7)
Herein
Based on information maximum entropy criterion, the cost function that is defined as follows
Here n+m is CkDimension, ci,kAnd gi,k(xk) it is C respectivelykAnd gk(xk) i-th of element;xkOptimal solution can
To be obtained by following step
N+m is C hereinkDimension, ci,kAnd gi,k(xk) it is C respectivelykAnd gk(xk) i-th of element, Gσ() is Gauss
Kernel function, i.e.,
In the case where only considering single-step iteration, the error in measurement covariance in amendment renewal process can be passed throughTo obtain
The solution of formula (12)
C hereiny,k=diag (Gσ(en+1,k),...,Gσ(en+m,k)), ei,k(i=1,2 ..., n+m) it is εkI-th yuan
Element.
The error in measurement covariance that amendment is obtained is applied to Unscented kalman filtering (Unscented Kalman
Filter, UKF) measurement renewal process in can obtain MCUKF.
Step 4: N number of particle that previous step obtains is screened in KLD resampling, obtains final particle collection.
Resampling is carried out to these new particles using KLD method, the particle after obtaining resampling, and resetting particle weight is 1/N.
In order to ensure KLD between the Posterior distrbutionp before resampling and the Posterior distrbutionp after resampling is given less than one
Error, required population NKLDIt is approximately following value
K is the number of supporting domain, z herein1-δIt is the upper quantile of standard gaussian distribution.It is right with it for specifically value δ
The upper quantile z answered1-δIt can be found from gaussian distribution table.
Weight based on particle seriatim chooses particle again, until reaching required population NKLDIf one new
Particle is chosen again to be arrived, then just updating NKLDWith the size k of supporting domain.
Step 5: state filtering updates, the state and measurement one-step prediction parameter obtained using preceding step, completion status
Filtering update, obtain the estimated state of target following parameterEvaluated error covariance matrixComplete target following
Task.
Specifically,
The estimation to target position parameter and speed parameter can be completed at this time, realize the tracking to target.Formula (17)
The target position parameter providedThe state estimation error co-variance matrix P provided with formula (18)k|kIt will be used for subsequent time mesh
The estimation of cursor position parameter.
Below with reference to specifically giving one embodiment of the invention: since the exception of the motor-driven turning of target, measurement data is prominent
Height, sensor fault, measurement is lost and the reasons such as intentional interference will lead to measurement noise and outlier occur, this makes radar to mesh
Target tracking accuracy is by serious influence.In this case, existing based on UPF, CPF, MCUKF, HRUPF and ORCKF
Method for tracking target performance can reduce.Method provided by the invention has higher robustness than existing method, makes an uproar in measurement
Sound can be improved the precision of target following in the case where having outlier.It is of the invention superior to illustrate with specific embodiment below
Property.It is specific as follows:
According to a typical four-dimensional radar target tracking model, the state equation of Target Tracking System described below is established
And observational equation:
Wherein, k indicates the kth moment;The state vector at kth momentWithRespectively
It indicates the position and speed in the direction x and y and assumes that track target is run with constant speed, radar is located at (x0,y0) at;When sampling
Between be Δ T=0.02s, initial state vector X0=[0m, 0m/s, 0.4m, -0.05m/s]T。wk-1For the system noise at kth moment
Sound, wk~N (0, Qk), and have Qk=diag ([0.5m2,1m2/s2,0.5m2,1m2/s2]), Qk-1Characterize the not true of target velocity
It is qualitative;zkIndicate the target bearing measuring value at kth moment;vkFor the measurement noise at kth moment, and there is vk~0.8N (0, Rk)+
0.2N(0,1000Rk), Rk=diag ([10m2,0.2rad2]), RkCharacterize the uncertainty of azimuthal observation.Radar site is
(x0,y0)=(1m, 1m), initial covariance matrix P0=[0.5m2,0.1m2/s2,0.5m2,0.1m2/s2]T, P0At the beginning of characterizing target
The uncertainty of beginning position.
Implementation process: using if undefined performance indicator RMSE is come more various filtering methods in simulation process:
Wherein M is Carlo number of Monte, and T is simulation time.It is smaller to the RMSE of target position estimation, characterize target
Tracking accuracy is higher, and effect is better.
Simulation time 50 seconds, using based on UPF, CPF, MCUKF, HRUPF and ORCKF and this under identical simulated conditions
Invent the method for tracking target based on MCAUPF proposed, wherein MCAUPF and MCUKF method center width cs all take 10, maximum
Population be Nmax=7000.All methods carry out 100 Monte Carlo emulation, primary number N=5000.
Implementation result:
During Fig. 3 gives radar target tracking, method provided by the invention and UPF, CPF, MCUKF, HRUPF and
Root-mean-square error curve of the ORCKF method to location estimation;It is provided by the invention during Fig. 4 gives radar target tracking
Method is with UPF, CPF, MCUKF, HRUPF and ORCKF method to the root-mean-square error curve of velocity estimation.In figs. 3 and 4,
Curve A represents the root-mean-square error curve of UPF state estimation, and the root-mean-square error that curve B represents CPF state estimation is bent
Line, curve C represent the root-mean-square error curve of HRUPF state estimation, and curve D represents the equal of MCUKF filter state estimated value
Square error curve, curve E represent the root-mean-square error curve of ORCKF filter state estimated value, and curve F represents present invention offer
MCAUPF method state estimation root-mean-square error curve, the root-mean-square error of state estimation is smaller to represent estimated accuracy
Higher, performance is better.From figs. 3 and 4 it can be seen that UPF, CPF do not have robustness to the outlier for measuring noise, as a result send out
It dissipates;HRUPF, MCUKF, ORCKF and MCAUPF method proposed by the present invention have robustness to noise outlier is measured, but wherein
MCAUPF method robustness proposed by the present invention is most strong, best performance.As it can be seen from table 1 in UPF, CPF, HRUPF and
In MCAUPF, MCAUPF runing time is most short, and computation complexity is minimum.
From above embodiments, it is not difficult to find out that, relative to existing method for tracking target, method provided by the invention is being measured
Noise occurs that higher precision can be obtained in the case where outlier, has stronger robustness, can obtain more accurate to target
Tracking, and computation complexity is lower than existing improvement PF algorithm.
The present invention discloses one kind based on maximum cross-correlation entropy adaptively without mark particle filter (Maximum
Correntropy Adaptive Unscented Particle Filter, MCAUPF) method for tracking target.This method
In, the state estimation problem in object tracking process is completed using MCAUPF.In object tracking process, first by target following
State equation and measurement equation be reconstructed into nonlinear recursion model, then in no mark particle filter (Unscented
Particle Filter, UPF) frame in using maximum cross-correlation entropy Unscented kalman filtering (Maximum
Correntropy Unscented Kalman Filter, MCUKF) it generates in particle filter (Particle Filter, PF)
Required importance density function, then using Kullback-Leibler distance (Kullback-Leibler
Distance, KLD) particle progress resampling of the method for resampling to generation, finally obtain according to the algorithm flow of UPF to tracking
The estimation of dbjective state, to realize the real-time tracking to target.MCAUPF method is applied and outlier occurs in measurement noise
In target following, precision more higher than existing PF, improvement PF and robust filtering can be obtained, and computation complexity is lower than
Existing improved particle filter algorithm.
Claims (4)
1. a kind of method for tracking target based on maximum cross-correlation entropy adaptively without mark particle filter, it is characterised in that: step
It is as follows:
Step 1: the nonlinear discrete state equation of description Target Tracking System is established:
Wherein: k-1 indicates -1 moment of kth, and k indicates kth moment, xk∈RnAnd yk∈RmRespectively indicate the n dimension tracking mesh at kth moment
The state vector of parameter and the measurement vector of m dimension tracking target component are marked, f () and h () respectively indicate known non-linear
Procedure function and measurement function, wk-1And vkIt is irrelevant process noise and measurement noise, covariance matrix is respectively Qk-1
And Rk;Assuming that system noise Gaussian distributed wk-1~N (0, Qk-1), measuring noise includes outlier, obeys Gaussian mixtures vk
~μ N (0, Rk)+δN(0,λRk), it is Gaussian Profile that μ variance is Σ that q~N (μ, Σ), which indicates that random vector q obeys mean value, μ, δ,
λ is the parameter for characterizing outlier;
Step 2: initialization:
N number of initial particle is generated according to known prior distribution and their weight is set for 1/N, passes through theory analysis and reality
Border operating experience selects the maximum population N of suitable core width cs and Kullback-Leibler in resamplingmaxAnd
Domain sizes Δ is supported, the dimension of Δ is necessarily less than the dimension equal to state variable, gives original stateInitial covariance square
Battle arrayWith population N, wherein j represents j-th of particle;According to known prior distribution P (x0) extract N number of particleMeet:
And the weight that all particles are arranged is
Step 3: importance sampling:
According to the primary that step 2 extracts, the posteriority of subsequent time is obtained using maximum cross-correlation entropy Unscented kalman filtering
State estimation and corresponding posteriority state estimation variance generate a new Gaussian Profile with this state estimation and variance, from
N number of new particle is randomly selected in this new Gaussian Profile, and the corresponding weight of each particle is calculated according to the particle newly extracted
And it is normalized;
Firstly, system state equation and measurement equation to be built into the form of nonlinear recursion equation:
It defines simultaneously:
Wherein: E is averaged to variable, Pk|k-1It is the state one-step prediction error co-variance matrix at kth moment, RkWhen being kth
The measurement noise covariance matrix at quarter, Bp,k|k-1It is to Pk|k-1The matrix obtained after Cholesky decomposition is carried out,It is
Bp,k|k-1Transposed matrix, Br,kIt is to RkThe matrix obtained after Cholesky decomposition is carried out,It is Br,kTransposed matrix, BkIt is
By Bp,kk-1And Br,kThe new matrix of composition;It is the one-step prediction state value at kth moment
?The right and left be multiplied by simultaneously:
Ck=gk(xk)+εk
Wherein:
Based on information maximum entropy criterion, cost function is defined are as follows:
Wherein: n+m is CkDimension, ci,kAnd gi,k(xk) it is C respectivelykAnd gk(xk) i-th of element;xkOptimal solution are as follows:
Wherein: n+m is CkDimension, ci,kAnd gi,k(xk) it is C respectivelykAnd gk(xk) i-th of element, Gσ() is Gaussian kernel letter
Number, it may be assumed that
Pass through the error in measurement covariance in amendment renewal processIt obtains:
Wherein: Br,kIt is to RkThe matrix obtained after Cholesky decomposition is carried out,It is Br,kTransposed matrix, Cy,k=diag (Gσ
(en+1,k),...,Gσ(en+m,k)),It is Cy,kInverse matrix;ei,k(i=1,2 ..., n+m) it is εkI-th of element;It will
The error in measurement covariance that amendment obtains is applied to that MCUKF can be obtained in the measurement renewal process of Unscented kalman filtering;
Step 4: KLD resampling:
Required population NKLDAre as follows:
Wherein: k is the number of supporting domain, and ε is error threshold, z1-δIt is the upper quantile of standard gaussian distribution;For specifically value δ,
Upper quantile z corresponding with it1-δIt can be found from gaussian distribution table;
Weight based on particle seriatim chooses particle again, until reaching required population NKLDIf a new particle
It is resampled, then just updating NKLDWith the number k of supporting domain;Resampling is carried out to these new particles using KLD method, is obtained
Particle after to resampling, and resetting particle weight is 1/N;
Step 5: state filtering updates:
The filtering of the particle that applying step four obtains, completion status updates, and obtains the estimated state of target following parameterWith estimate
Count error co-variance matrix Pk|k, complete the task of target following.
2. a kind of target following side based on maximum cross-correlation entropy adaptively without mark particle filter according to claim 1
Method, it is characterised in that: σ=10.
3. a kind of target following side based on maximum cross-correlation entropy adaptively without mark particle filter according to claim 2
Method, it is characterised in that: the dimension of the supporting domain is 1.
4. a kind of target following side based on maximum cross-correlation entropy adaptively without mark particle filter according to claim 3
Method, it is characterised in that: step 5 specifically:
Wherein:Be the corresponding weight of each particle,It is particle.
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