Harmonic Mean Density Fusion in Distributed Tracking: Performance and Comparison

TL;DR

This paper introduces harmonic mean density (HMD) fusion for distributed sensor tracking, addressing correlation issues and outperforming existing methods in convergence speed and consistency in multi-sensor scenarios.

Contribution

The paper proposes HMD fusion as a novel approach that minimizes Pearson divergence, offering an easy implementation and improved performance over covariance intersection methods.

Findings

HMD fusion converges faster than existing algorithms.

HMD provides consistent estimates as shown by NEES plots.

HMD is similar to inverse covariance intersection in behavior.

Abstract

A distributed sensor fusion architecture is preferred in a real target-tracking scenario as compared to a centralized scheme since it provides many practical advantages in terms of computation load, communication bandwidth, fault-tolerance, and scalability. In multi-sensor target-tracking literature, such systems are better known by the pseudonym - track fusion, since processed tracks are fused instead of raw measurements. A fundamental problem, however, in such systems is the presence of unknown correlations between the tracks, which renders a standard Kalman filter (naive fusion) useless. A widely accepted solution is covariance intersection (CI) which provides near-optimal estimates but at the cost of a conservative covariance. Thus, the estimates are pessimistic, which might result in a delayed error convergence. Also, fusion of Gaussian mixture densities is an active area of research where standard methods of track fusion cannot be used. In this article, harmonic mean density (HMD) based fusion is discussed, which seems to handle both of these issues. We present insights on HMD fusion and prove that the method is a result of minimizing average Pearson divergence. This article also provides an alternative and easy implementation based on an importance-sampling-like method without the requirement of a proposal density. Similarity of HMD with inverse covariance intersection is an interesting find, and has been discussed in detail. Results based on a real-world multi-target multi-sensor scenario show that the proposed approach converges quickly than existing track fusion algorithms while also being consistent, as evident from the normalized estimation-error squared (NEES) plots.