New joint probabilistic data association algorithm based on variational Bayesian adaptive moment estimation

Abstract

To improve the accuracy of multiple target tracking in the clutter environment, a new joint probabilistic data association (JPDA) algorithm based on variational Bayesian adaptive moment estimation is proposed. First, considering the existence of measurements, the posterior distribution of the target state in JPDA is composed of two parts of probability weighting, that is, the posterior distribution of the target state that the real measurement exists in the association gate and the posterior distribution of the target state that the real measurement does not exist in the association gate. By combining the conjugate properties of the prior and posterior distributions, the prior distributions of the target state in the two cases are classified to provide more accurate a priori information to filter, so as to improve the accuracy of data association. Second, considering the coupling effect between state estimation and data association process, combined with variational Bayesian inference, the problem of minimizing Kullback–Leibler divergence is transformed into the problem of maximizing the evidence lower bound, thereby effectively measuring the distance between the posterior distribution of target state estimation and the real posterior distribution, so as to improve the accuracy of data association again from the perspective of optimizing nonlinear filter. Finally, the adaptive momentum estimation strategy is introduced to iteratively solve the variable distribution that meets the maximization of the evidence lower bound, and the optimization of the posterior distribution of the target state is completed. Theoretical derivation and simulation experiments are conducted to verify the feasibility and effectiveness of the algorithm.