Roughening Methods to Prevent Sample Impoverishment in the Particle PHD Filter (1306.3875v1)

Abstract: Mahler's PHD (Probability Hypothesis Density) filter and its particle implementation (as called the particle PHD filter) have gained popularity to solve general MTT (Multi-target Tracking) problems. However, the resampling procedure used in the particle PHD filter can cause sample impoverishment. To rejuvenate the diversity of particles, two easy-to-implement roughening approaches are presented to enhance the particle PHD filter. One termed as "separate-roughening" is inspired by Gordon's roughening procedure that is applied on the resampled particles. Another termed as "direct-roughening" is implemented by increasing the simulation noise of the state propagation of particles. Four proposals are presented to customize the roughening approach. Simulations are presented showing that the roughening approach can benefit the particle PHD filter, especially when the sample size is small.