Distributed Gaussian Mixture PHD Filtering under Communication Constraints

Abstract: The Gaussian Mixture Probability Hypothesis Density (GM-PHD) filter is an almost exact closed-form approximation to the Bayes-optimal multi-target tracking algorithm. Due to its optimality guarantees and ease of implementation, it has been studied extensively in the literature. However, the challenges involved in implementing the GM-PHD filter efficiently in a distributed (multi-sensor) setting have received little attention. The existing solutions for distributed PHD filtering either have a high computational and communication cost, making them infeasible for resource-constrained applications, or are unable to guarantee the asymptotic convergence of the distributed PHD algorithm to an optimal solution. In this paper, we develop a distributed GM-PHD filtering recursion that uses a probabilistic communication rule to limit the communication bandwidth of the algorithm, while ensuring asymptotic optimality of the algorithm. We derive the convergence properties of this recursion, which uses weighted average consensus of Gaussian mixtures (GMs) to lower (and asymptotically minimize) the Cauchy-Schwarz divergence between the sensors' local estimates. In addition, the proposed method is able to avoid the issue of false positives, which has previously been noted to impact the filtering performance of distributed multi-target tracking. Through numerical simulations, it is demonstrated that our proposed method is an effective solution for distributed multi-target tracking in resource-constrained sensor networks.