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Deep Recurrent Neural Network
for Multi-target Filtering
Mehryar Emambakhsh and
Alessandro Bay
Cortexica Vision Systems
London, UK
January 11th, 2019
25th International Conference on MultiMedia Modeling
Eduard Vazquez
AnyVision
Belfast, UK
Multi-target filtering: definition & applications
● A multi-target filtering
algorithm removes clutter
(false positive) from a
sequential data.
● Examples:

Stereo vision

Radar/LiDAR signal analysis

Robotics: SLAM and occupancy grid

Object detection and tracking
● Example of multi-target filtering usage: varying
detection threshold to increase TPR
Multi-target filtering: algorithms
● Kalman Filter (KF) based techniques:

Gaussian and linear motion model assumptions.

Extended KF: Linearisation via Taylor series expansion to maintain Gaussian behaviour

Unscented KF: Deterministic selection of sample at different variances along each dimension to compute
covariance and mean for an estimated Gaussian function.
● Information Filter (IF)

Similar to KF, but works on canonical space (inverted covariance, i.e. information matrix)

SEIF: unlike the covariance matrix, the information matrix is very sparse. SEIF uses this sparsity to discard
significant number of landmarks at each iteration, improving computation time.
● Particle filter

Estimates the posterior using Monte Carlo technique. Can handle non-linear non-Gaussian models.
● Neural networks:

Recurrent neural networks

Long short-term memory
Multi-target filtering: challenges
● Extension to multi-target:

Random finite sets (RFS) and Probability Hypothesis Density (PHD)

Mapping the multi-target state vectors to a universal single target problem
● Fixed motion model issues:

Complex non-linear motion (can happen in presence of a noisy detector) can lead to wrong predictions.
● Gaussian assumption, especially in KF-PHD
● Challenges in using sequential learning algorithms:

Unlike the Bayesian generative models, they rely on a separate train/test steps

Cluttered unlabelled data can lead to weak predictive models

Variable input size

Memory management
Proposed multi-target filtering algorithm
Proposed algorithm
● The proposed algorithm addresses the following problems:

Handing non-linear non-Gaussian multi-target motion

Does not rely on a fixed motion model and it learns it incrementally

Use of neural networks (an example of a sequential learning algorithm) for filtering
Proposed algorithm: prediction step
● A target tuple is defined as:
● The model initially is trained to act as an auto-encoder regressor.
● Once the model is trained, it is transferred to the other target, saving time and memory.
Proposed algorithm: data association & filtering
● Using the incoming measurement RFS a set of residual tuples are computed:
Proposed algorithm: data association & filtering
● Computing all the ‘targetness’ error T for all measurements and targets creates a matrix:
Proposed algorithm: Update
● Using the targetness matrix:
●
●
●
● 
●
●
●
●
● Then the following data association
algorithm is used assign target survival
(true positivity), death (false positivity)
and birth →
Proposed algorithm: Complexity analysis
● A basic Hungarian Matching:
● GM-PHD filter:
● The proposed method:
Experimental results
Multi-target filtering: experimental results
● The proposed algorithm is applied to a
synthetic multi-target filtering scenario:

Multiple scenarios are considered, such
as:

Variable number of targets

Non-linear motion

Birth/spawn of targets

Dense random clutter with a Poisson
distribution

Noisy measurement

Occlusion

Merge of targets ● Temporal overlay
visualisation of the
filtering result
Multi-target filtering: experimental results
Multi-target filtering: experimental results
● Optimal Sub-Pattern Assignment (OSPA) is used as the quantitative metric.
Multi-target filtering: experimental results
● Robustness against clutter density:
Conclusions and future work
● An algorithm is proposed to address non-linearity and fixed motion model challenges of the
available multi-target filtering algorithms.
● It is based on the use of a novel target tuple definition, LSTM architecture for motion
modelling and a linearly complex data association step.
● Future work:

Real data

Other applications: tracking, detection, etc.

End to end implementation
Thank you
www.cortexica.com
3rd Floor – 30 Stamford Street
WeWork Southbank Central London
SE1 9LQ
+44 (0) 203 868 8880
info@cortexica.com
Twitter: @cortexica
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Deep Recurrent Neural Network for Multi-target Filtering

  • 1. Deep Recurrent Neural Network for Multi-target Filtering Mehryar Emambakhsh and Alessandro Bay Cortexica Vision Systems London, UK January 11th, 2019 25th International Conference on MultiMedia Modeling Eduard Vazquez AnyVision Belfast, UK
  • 2. Multi-target filtering: definition & applications ● A multi-target filtering algorithm removes clutter (false positive) from a sequential data. ● Examples:  Stereo vision  Radar/LiDAR signal analysis  Robotics: SLAM and occupancy grid  Object detection and tracking ● Example of multi-target filtering usage: varying detection threshold to increase TPR
  • 3. Multi-target filtering: algorithms ● Kalman Filter (KF) based techniques:  Gaussian and linear motion model assumptions.  Extended KF: Linearisation via Taylor series expansion to maintain Gaussian behaviour  Unscented KF: Deterministic selection of sample at different variances along each dimension to compute covariance and mean for an estimated Gaussian function. ● Information Filter (IF)  Similar to KF, but works on canonical space (inverted covariance, i.e. information matrix)  SEIF: unlike the covariance matrix, the information matrix is very sparse. SEIF uses this sparsity to discard significant number of landmarks at each iteration, improving computation time. ● Particle filter  Estimates the posterior using Monte Carlo technique. Can handle non-linear non-Gaussian models. ● Neural networks:  Recurrent neural networks  Long short-term memory
  • 4. Multi-target filtering: challenges ● Extension to multi-target:  Random finite sets (RFS) and Probability Hypothesis Density (PHD)  Mapping the multi-target state vectors to a universal single target problem ● Fixed motion model issues:  Complex non-linear motion (can happen in presence of a noisy detector) can lead to wrong predictions. ● Gaussian assumption, especially in KF-PHD ● Challenges in using sequential learning algorithms:  Unlike the Bayesian generative models, they rely on a separate train/test steps  Cluttered unlabelled data can lead to weak predictive models  Variable input size  Memory management
  • 6. Proposed algorithm ● The proposed algorithm addresses the following problems:  Handing non-linear non-Gaussian multi-target motion  Does not rely on a fixed motion model and it learns it incrementally  Use of neural networks (an example of a sequential learning algorithm) for filtering
  • 7. Proposed algorithm: prediction step ● A target tuple is defined as: ● The model initially is trained to act as an auto-encoder regressor. ● Once the model is trained, it is transferred to the other target, saving time and memory.
  • 8. Proposed algorithm: data association & filtering ● Using the incoming measurement RFS a set of residual tuples are computed:
  • 9. Proposed algorithm: data association & filtering ● Computing all the ‘targetness’ error T for all measurements and targets creates a matrix:
  • 10. Proposed algorithm: Update ● Using the targetness matrix: ● ● ● ● ● ● ● ● ● Then the following data association algorithm is used assign target survival (true positivity), death (false positivity) and birth →
  • 11. Proposed algorithm: Complexity analysis ● A basic Hungarian Matching: ● GM-PHD filter: ● The proposed method:
  • 13. Multi-target filtering: experimental results ● The proposed algorithm is applied to a synthetic multi-target filtering scenario:  Multiple scenarios are considered, such as:  Variable number of targets  Non-linear motion  Birth/spawn of targets  Dense random clutter with a Poisson distribution  Noisy measurement  Occlusion  Merge of targets ● Temporal overlay visualisation of the filtering result
  • 15. Multi-target filtering: experimental results ● Optimal Sub-Pattern Assignment (OSPA) is used as the quantitative metric.
  • 16. Multi-target filtering: experimental results ● Robustness against clutter density:
  • 17. Conclusions and future work ● An algorithm is proposed to address non-linearity and fixed motion model challenges of the available multi-target filtering algorithms. ● It is based on the use of a novel target tuple definition, LSTM architecture for motion modelling and a linearly complex data association step. ● Future work:  Real data  Other applications: tracking, detection, etc.  End to end implementation
  • 18. Thank you www.cortexica.com 3rd Floor – 30 Stamford Street WeWork Southbank Central London SE1 9LQ +44 (0) 203 868 8880 info@cortexica.com Twitter: @cortexica
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