A bank of maximum A Posteriori (MAP) estimators for target tracking

Guoquan Huang, Ke Zhou, Nikolas Trawny, Stergios I. Roumeliotis

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

Nonlinear estimation problems, such as range-only and bearing-only target tracking, are often addressed using linearized estimators, e.g., the extended Kalman filter (EKF). These estimators generally suffer from linearization errors as well as the inability to track multimodal probability density functions. In this paper, we propose a bank of batch maximum a posteriori (MAP) estimators as a general estimation framework that provides relinearization of the entire state trajectory, multihypothesis tracking, and an efficient hypothesis generation scheme. Each estimator in the bank is initialized using a locally optimal state estimate for the current time step. Every time a new measurement becomes available, we relax the original batch-MAP problem and solve it incrementally. More specifically, we convert the relaxed one-step-ahead cost function into polynomial or rational form and compute all the local minima analytically. These local minima generate highly probable hypotheses for the target's trajectory and hence greatly improve the quality of the overall MAP estimate. Additionally, pruning of least probable hypotheses and marginalization of old states are employed to control the computational cost. Monte Carlo simulation and real-world experimental results show that the proposed approach significantly outperforms the standard EKF, the batch-MAP estimator, and the particle filter.

Original languageEnglish (US)
Article number7001276
Pages (from-to)85-103
Number of pages19
JournalIEEE Transactions on Robotics
Volume31
Issue number1
DOIs
StatePublished - Feb 1 2015

Keywords

  • Algebraic geometry
  • analytical solution
  • maximum a posteriori (MAP) estimator
  • nonlinear estimation
  • system of polynomial equations
  • target tracking

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