Primer on tracking
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Primer on tracking. Sen-ching S. Cheung March 26, 2004. Track Maintenance. Sensor Data Processing. Gating Computations. An object tracking system. Data association. Prediction and Update. Outline. Prediction and Update Tracking for point targets or segmented objects

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Primer on tracking

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Primer on tracking

Primer on tracking

Sen-ching S. Cheung

March 26, 2004

An object tracking system



Sensor Data




An object tracking system








  • Prediction and Update

    • Tracking for point targets or segmented objects

    • Tracking for unsegmented objects (feature tracking)

      • Mean-shift tracking

  • Data association in multi-object tracking

    • Global nearest neighbor

    • Joint Probabilistic Data Association

    • Multiple Hypothesis Tracking

Prediction and update

Prediction and Update

  • Assume single object tracking

  • Given:

    Track observations (e.g. positions): y1, y2,...,yt

    New observations at time t+1: z1, z2, ..., zN

  • Goal : Which z’s should be the new yt+1?

  • Answer: Maximum A Posteriori or Bayesian

    yt+1 = arg maxi=1,...,N P(zi | y1, y2, ..., yt)

    or yt+1 = iziP(zi | y1, y2, ..., yt) / N

State space model

State-space model

  • Key is to compute P(yt+1=z |y1,y2,...,yt)

  • Introduce state Xt:

    • Given:

      • Dynamics: P(Xt+1|Xt)

      • Measurement: P(Yt|Xt)

    • Markov assumption: P(yt+1|xt+1,y1,y2,...,yt) = P(yt+1|xt+1)

    • Why?









Prediction time and measurement update

Prediction, time and measurement update

Ans: Simple recursion to compute P(yt+1= z | y1,y2,...,yt)

P(xt+1 | y1,...,yt)

= ∫P(xt+1,xt | y1,...,yt) dxt

= ∫P(xt+1|xt) P(xt | y1,...,yt) dxt

P(xt+1 | y1,...,yt+1)

= P(xt+1,yt+1| y1,...,yt) / P(yt | y1,...,yt)

 P(yt+1| xt+1) P(xt+1| y1,...,yt)









P(yt+1= z |y1,...,yt)

= ∫P(yt+1= z,xt+1 | y1,...,yt) dxt+1

= ∫P(yt+1= z |xt+1,y1,...,yt) P(xt+1 | y1,...,yt) dxt+1

= ∫P(yt+1= z |xt+1) P(xt+1 | y1,...,yt) dxt+1

P(yt+1 = z | y1,...,yt)

Kalman filter

Kalman Filter

  • Linear System and Gaussian Noise

    xt+1 = Axt+ Gwt, wt~N(0,Q)  xt+1|xt ~ N(Axt, GTQG)

    yt = Cxt + vt, vt~N(0,R)  yt|xt ~ N(Cxt, R)

  • Time update

    t+1|t  E(xt+1|y1,...,yt) = At|t

    t+1|t  E(xt+1|y1,...,yt) = ATt|t A + GTQG

  • Prediction

    E(yt+1|y1,...,yt) = Ct+1|t

    Cov(yt+1|y1,...,yt) = CTt+1|tC + R

  • Measurement update

    t+1|t+1 = t+1|t + Kt+1(yt+1-Ct+1|t )

    t+1|t+1 = t+1|t – Kt+1C  t+1|t

    where Kalman gain, Kt+1  t+1|tCT(C t+1|tCT+R)-1

Simple example constant velocity

Simple example : constant velocity

Dynamics model : at = white noise  E(at)=0; E(atas)=kδ(s-t)

Kalman Filter Implementation:

xt = (pt p’t)T;A=1 T where T is the sampling period

0 1

G = I; Q =T3/3 T2/2 by computing Cov(xt,xt+1)

T2/2 T

C = [1 0]; R depends on measurement error

Other types of models:

Singer Acceleration, Constant Acceleration, Piecewise constant wiener process acceleration, Coordinated turn, etc.


Use multiple KF with HMM : Interactive Multiple Model (IMM) Filtering



Non linearity


  • Possible in measurement and/or dynamics

    Measurement : yt = tan-1(xt(2)/xt(1)) + v

  • Incorporate non-linearity in computing mean & covar.




Extended kalman filter

Extended Kalman Filter

  • Taylor Series Expansion

  • Linearization

Unscented kalman filter

Unscented Kalman Filter

  • Problem with EKF : need Jacobian matrix A, error propagation

  • “It is easier to approximate a PDF than it is to approximate an arbitrary nonlinear function.”- J.K. Uhlmann

    • Select a set of deterministic sigma points{si ,wi}i=1,...,Nsuch that (a) wi = 1, (b)wisi = x, (c) wi(si-x)(si-x)T=x

      Example: Points along the covariance contour,

      si= x +(-1)i [(½N x)½]i/2


    • Map si  h(si)

    • Compute “sample mean” wi h(si) and “sample covariance” wi h(si)hT(si) because ...

i/2th column

In fact, true up

to the 2nd derivative

because the

covar. is the same

What if the noise is also non gaussian

What if the noise is also non-Gaussian?

  • For example, colored noise from wrong dynamics, tracking through clutter, deformation, etc.

  • 1st and 2nd order statistics are no longer sufficient to characterize the posterior distribution.

  • Answer : particle filter  condensation algorithm (CV)  Sequential Monte Carlo Method (statistics)

    • use Markov-Chain Monte Carlo (MCMC) method in time update, prediction, and measurement update

Particle sets

Particle sets

A particle is a pair of random variables : state x and its weight  0

A particle set for a PDF f is an algorithm to generate (xi, i) such that for any function g:

limn i ig(xi) = Ef (g(x)) “Converge by distribution”



xi = centroid of ellipse

i = area of ellipse

Operations on particles

Operations on particles

  • Idea: use particles {xi, i}i=1,..Nto represent P(xt|y1,...,yt)

  • Recall

    • time update : P(xt+1 | y1,...,yt)=∫ P(xt+1|xt) P(xt | y1,...,yt) dxt “Convolution”

    • prediction : P(yt+1| y1,...,yt)=∫P(yt+1= z |xt+1) P(xt+1 | y1,...,yt) dxt+1 “Convolution”

    • measurement: P(xt+1 | y1,...,yt+1)  P(yt+1| xt+1) P(xt+1| y1,...,yt) “Multiplication”

  • Assume we know how to evaluate and generate random samples from all functions in red.

  • How to “convolve” and “multiple” sets of particles with other functions?

Multiplication and convolution of particles

Multiplication and Convolution of particles

  • Multiply by q(x)

    xi xi

    i q(xi)  i

  • Convolution with q(y|x)

    • Resampling {xi, i}i=1..N to a new set of particles {xi’, i’} i=1..N

      {xi, i}i=1..N


    • Reweighting xi’ Sample based on q(x|xi’)

      i’ i’

Why resampling

Why resampling?

  • there are a lot more ...

    • better resampling : fewer xi have the same values

    • how many particles? Effective sampling size



Without resampling:

With resampling:

What about object feature

What about object feature?

  • Simplest way : feature vector + point target

    maximize P(f(yt+1)=f(zi)|f(y1),f(y2),...,f(yt)) P(yt+1=zi|y1, y2, ..., yt)

    • Too many possible zi if no foreground segmentation

    • occlusion

  • Mean-shift tracking

    • iterative hill-climbing algorithm

Time t

  • centroid c0, object feature f

  • wf(v;t) = likelihood that It(v) is part of the object

Time t+1

  • New centroid of candidate obj.

  • c1 = vwf(v;t+1) / wf(v;t+1)

  • Move candidate to c1 and repeat





Basic Kalman Filter

  • M. I. Jordan, An Introduction to Probabilistic Graphical Models, in preparation. (ask me)

  • Forsyth and Ponce. (2003) Computer Vision, a modern approach. Prentice Hall. Chapter 17. (Sapphire)

    A little out-dated but encyclopedic on most aspects of tracking

  • Backman & Popoli, (1999) Design and Analysis of Modern Tracking Systems. Artech House Publishers.

  • Bar-Shalom, Li (1993) Estimation and Tracking: Principles, Techniques, and Software. Artech House Publishers.

    Unscented Kalman Filter

  • Julier, S. and J.K. Uhlmann. (2004) “Unscented filtering and nonlinear estimation,” Proceedings of IEEE, vol. 92, no.3, pp. 401-422.

    Mean-shift tracking

  • Cheng, Y. (1992) “Mean shift, mode seeking, and clustering” PAMI, vol.17, pp.790-799.

  • Comaniciu, D et al. (2000) “Real-time tracking of non-rigid objects using mean shift,” CVPR, vol.2, pp. 142-149.

    More on particle filtering

  • MacCormick. (2002) Stochastic algorithms for visual tracking. Springer. (Sapphire)

  • Doucet, A. (2001) Sequential Monte Carlo Methods in Practice. Springer. (Sapphire)

  • Hue, C. and J.-P. Le Cadre. (2002) “Sequential Monte Carlo methods for multiple target tracking and data fusion,” IEEE Trans. On signal processing, vol. 50, no.2, pp. 309-325.

  • Djuric, P.M. et al. (2003) “Particle Filtering,” IEEE Signal Processing magazine, vol. 20, no.5, pp. 19-38.

  • See Spengler’s reference (attached)

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