Title
Extreme-value analysis for ML-PMHT, Part 1: threshold determination
Abstract
The Maximum Likelihood Probabilistic Multi-Hypothesis Tracker (ML-PMHT) can be used as a powerful multisensor, low-observable, multitarget active sonar tracker. It is a non-Bayesian algorithm that uses a generalized likelihood ratio test to differentiate between clutter and targets. Prior to this paper, the detection threshold used for target discrimination was determined either through trial and error or with lengthy Monte Carlo simulations.We present a new method for determining this threshold by assuming that clutter is uniformly distributed in the search space (which is one of the basic assumptions of the ML-PMHT algorithm) and then treating the log-likelihood ratio (LLR) as a random variable transformation. In this manner we can obtain an expression for the value of any random point on the likelihood surface caused by clutter. We then use extreme value theory to obtain an expression for the probability density function (PDF) of the peak point of the LLR surface due to clutter. From this peak PDF, we can then calculate a threshold based on some desired (small) false track acceptance probability.
Year
DOI
Venue
2014
10.1109/TAES.2014.130303
Aerospace and Electronic Systems, IEEE Transactions  
Keywords
Field
DocType
Clutter,Probability density function,Target tracking,Random variables,Optimization,Maximum likelihood estimation
Econometrics,Likelihood function,Expectation–maximization algorithm,Extreme value theory,Marginal likelihood,Estimation theory,Maximum likelihood sequence estimation,Statistics,Mathematics
Journal
Volume
Issue
ISSN
50
4
0018-9251
Citations 
PageRank 
References 
4
0.71
5
Authors
3
Name
Order
Citations
PageRank
Steven Schoenecker1416.94
Peter Willett21962224.14
Yaakov Bar-Shalom346099.56