1

Automatic Estimation of Multiple Target Positions

and Velocities Using Passive TDOA Measurements
of Transients
Dragana Carevic
AbstractThis paper considers the problem of the estimation
of the motion parameters of multiple targets moving linearly in a
three-dimensional (3-D) observation area contaminated by clutter.
The measurements are limited to time differences of arrival
(TDOA) of short-duration acoustic emissions, or transients, gen-
erated by the targets. This problem can arise in situations where
the level of continuous broadband target-related noise is very
low. Owing to the fact that transient emissions are nonstationary
and can have low signal-to-noise ratio (SNR), the corresponding
TDOA measurement errors are usually non-Gaussian. Therefore
Gaussian mixture distributions are used to appropriately model
these errors.
An iterative maximum likelihood optimization technique based
on a modied deterministic annealing expectation-maximization
(MDAEM) algorithm is applied to this problem. In each iteration
the algorithm uses a nonlinear least squares (LS) technique in
computing the motion parameters for each target. It generalizes
the variance deation method previously used for the initialization
of target tracking algorithms and increases the possibility of
attaining a globally optimal solution for random initial conditions.
Simulation results are presented for several different numbers of
targets, clutter densities, and probabilities of gross error of the
target related measurements and are found to be comparable to
the estimates obtained when the measurement-to-target assign-
ments are exactly known.
Index TermsSource localization, EM algorithm, deterministic
annealing, relative time delay estimation, underwater acoustic
transients, Gaussian mixture model.
I. INTRODUCTION
T
HE problem of estimating motion of underwater targets
using passive sensors is of considerable interest in a
number of surveillance applications. Sensors can be mounted
on board a ship, towed, or deployed in water, and their position
is assumed to be known. The measurements are based on the
differences in propagation travel time of an emitted signal from
the source to each of the sensors [1], [2] and are commonly
referred to as the time differences of arrival (TDOA) or relative
time delays.
Transients belong to a particular class of wide-band acoustic
emissions that are characterized by relatively short durations
(from few tens of milliseconds to several seconds) and arbi-
trary waveform shapes. Examples of these signals include a
deck hatch slamming, a hull reverberation, and a momentary
vibration caused by a pump. They are deemed to be important
for detection and passive localization of quiet targets that would
otherwise be hardly detectable.
This work was supported by the Defence Science and Technology Organi-
sation, Australia.
The estimation of TDOA of a passive transient involves
the computation of a cross-correlation between outputs from
a given pair of receiving sensors [3], [4]. In the presence of
multipath propagation the estimate is taken to be the time lag
of an appropriately chosen peak in the crosscorrelogram [5],
[6], [7]. The accuracy of the TDOA measurement depends on
individual characteristics of the received signal spectrum [8]. It
is also sensitive to low signal-to-noise ratios (SNRs) [8], [9]
and to signal distortions resulting from acoustic propagation
in spatially varying environments [10], [11]. Large errors in
the TDOA estimation are possible and, as a consequence,
the TDOA measurement error distribution is usually non-
Gaussian (has wide tails). A two-component Gaussian mixture
probability density function (pdf) is proposed as a general
model for this error distribution [12], [13]. Moreover, transients
radiated by targets are typically observed in the presence of
clutter that can originate from other sources, such as nearby
shipping trafc, biological noise, etc., or as a consequence of
very large (gross) measurement errors caused by environmental
effects such as multipath propagation. Besides, there may be a
number of false detections returned by the transient detection
algorithm.
A number of techniques for tracking single and multiple
targets using measurements of uncertain origin have been
proposed. The probabilistic data association (PDA) [14] prob-
abilistically associates measurements with targets; it denes a
joint likelihood function and computes the target motion pa-
rameters by a direct maximization of this function. It is success-
fully applied to tracking targets in underwater acoustics [15],
[16], [17]. Alternative approaches [18], [19], [20], [21] formu-
late multitarget tracking as an incomplete data problem and
apply an iterative maximum likelihood (ML) estimator based
on the expectation-maximization (EM) algorithm [22]. This
algorithm maximizes the likelihood function of incomplete data
indirectly by iterating the expectation and maximization steps
until some appropriate convergence conditions are satised. In
[18], [23] the authors apply the EM-based methods to tracking
targets in cluttered underwater environments. The problem of
the localization of a single target in clutter based on passively
sensed transients in a 2-dimensional (2-D) observation area is
considered in [12], [13]. Other approaches to localizing and
tracking a single moving source in an underwater environment
using TDOA measurements are discussed in [24], [25], [26].
Recently, Vo et al. [27], [28] and Ma et al. [29] proposed
a method for tracking unknown number of speakers in 2-D
multipath environments using a sequential Monte Carlo (SMC)
2
implementation based on TDOAs. Several other interesting
approaches to tracking single and multiple targets are presented
in [30], [31], [32], [33].
The PDA and the methods based on the EM algorithm are
sensitive to the choice of the initial values of the parameters.
The initialization of the algorithms using the values that are
different from the true parameters may result in convergence
to a suboptimal solution, i.e., the algorithm may converge
only to a local ML solution or to a saddle point, and not
to a globally optimal solution [16], [18], [23]. A technique
commonly applied to improve the convergence of these al-
gorithms is to deate the measurement variance: the initial
iteration is carried out with a large variance and the variance is
decreased (or deated) in the subsequent iterations [18], [34].
An alternative approach is to use the deterministic annealing
EM (DAEM) algorithm recently proposed by Ueda and Nakano
[35], [36]. It formulates the ML estimation as the minimization
of an effective cost function based on the thermodynamics free
energy and incorporates a deterministic annealing process that
is characterized by simultaneous reduction in both the entropy
and the cost function of the system with gradual decrease of
a global control parameter called the computational tempera-
ture. At high temperatures the range of possible solutions of
the algorithm is considerably widened whereby its dependance
on the initial conditions is decreased.
Both the EM algorithm implemented with the variance
deation and the DAEM algorithm increase the log-likelihood
in each iteration. Consequently they are not guaranteed to
obtain a global optimum in the cases where the initial guess
is poor (e.g., when the initial values are set at random).
Also, they are highly susceptible to the presence of false
measurements [13], [18]. To improve the quality of the result
Takada and Nakano [37], [38] propose the use of multiple-
thread search with the DAEM algorithm. Each time a saddle
point of the likelihood function is reached, which is indicated
by detecting the eigenvalues of the Hessian matrix of the
free energy function that are smaller than a given threshold,
new search paths are instigated along the directions of the
corresponding eigenvectors. The number of search paths that
are simultaneously investigated in this way can be very large
which signicantly increases the computational complexity of
the algorithm.
An alternative approach that introduces stochastic pertur-
bation in the DAEM algorithm, called the modied DAEM
(MDAEM) algorithm, is proposed in this paper. This algorithm
uses a stochastic imputation principle whereby, in each itera-
tion, pseudo-complete data is simulated by sampling from a
posterior distribution conditioned on the measurements and the
current approximation of the parameters [39]. This data is used
to obtain the updated parameter values. Unlike the standard
DAEM algorithm that guarantees that the log-likelihood is
increased in each iteration, the MDAEM algorithm has a non-
zero probability of accepting a solution with a lower likelihood
value than that in the previous iteration. In this way it avoids
saddle points or insignicant local maxima of the likelihood
function. Contrary to the approach using the multiple-thread
search described in [37], [38], the computational complexity
of the MDAEM algorithm is close to that of the standard
DAEM algorithm. Moreover, while in a general case techniques
based on stochastic simulated annealing [40] in each iteration
accept parameter updates with a probability that depends on
the temperature, the MDAEM algorithm accepts such changes
with probability 1. In this way the total search is executed more
efciently than in the simulated annealing.
This paper considers the problem of estimating position and
velocity of multiple targets observed in clutter based on TDOAs
of passive transients. To increase robustness with respect to
unknown initial conditions and number of false measurements
the proposed technique uses the MDAEM algorithm and jointly
solves two different problems: 1) measurement-to-target asso-
ciation, and 2) estimation of the target motion parameters. The
TDOA measurement errors are modelled as having Gaussian
mixture pdfs. The Gaussian mixture modelling is solved so as
to enable the use of a nonlinear least squares (LS) technique
in computing the motion parameters for each target.
The proposed algorithm estimates motion parameters for P
targets, where P is set by the operator. Often the true number
of targets in the measurements P
t
is not known. In these cases
P should be selected so as to be equal or greater than the
maximum expected number of the true targets, so that P P
t
.
The algorithm performs robustly under such conditions and is
capable of estimating motion parameters for the P
t
true targets
in addition to computing parameters for the P P
t
dummy
targets.
The paper is organized as follows. Background information
on the problem of localizing multiple targets observed in
clutter based on TDOAs of passive transients is presented in
Section II. The derivation of the DAEM algorithm for multiple
target localization using Gaussian mixture pdfs is described in
Section III. This section also presents the MDAEM algorithm
for target localization that uses stochastic imputations. The
results of numerical simulations for several target geometries
are presented in Section IV. Finally, some concluding remarks
are given in Section V.
II. BACKGROUND INFORMATION
A. Problem Formulation
We consider a scenario where P targets are assumed to be
moving in a three-dimensional (3-D) observation region. Let
V
p
= [X
p
(t

)
T
, v
T
p
]
T
(1)
denote a six-dimensional position-velocity parameter vec-
tor that corresponds to the pth target where: X
p
(t) =
[X
p
(t), Y
p
(t), Z
p
(t)]
T
is the position of the target at time t,
v
p
= [v
px
, v
py
, v
pz
]
T
is the constant target velocity and t

is
the reference time at which the target position is estimated.
Also, denote by
V = [V
1
, V
2
, . . . , V
P
] (2)
the motion parameters for all P targets.
At different discrete time instants the targets emit transient
signals asynchronously and independently of each other. The
signals may propagate through the environment along different
3
paths and are passively sensed using a number of omnidirec-
tional sensors. For simplicity we assume an isovelocity acoustic
propagation model. In a general case the number of sensors
may vary over time and it is assumed to be known. To ensure
unique solution in 3-D sensors are not allowed to lie on a
straight line or on a plane [41].
B. Measurements of TDOAs of Transient Signals
Let there be N transient detections during an observation
time period which includes both target- and nontarget-related
signals. Targets are assumed to have emitted a limited number
of transients that may convey information sufcient for the
estimation of their positions and velocities. We also dene
a set of generation time instants associated with the detected
transients
1
{t
i
}
N
i=1
. Note that, in general, these time instants
are not evenly spaced.
Let the ith transient be emitted by the pth target at the time
t
i
and received by R
i
+ 1 sensors. The exact TDOA between
the reference sensor l and the kth sensor, k = 1, . . . , l 1, l +
1, . . . , R
i
+ 1, is given by

i,j,p
=
r
l,p
(t
i
) r
k,p
(t
i
)
c
, j =
_
j = k, k < l
j = k 1, k > l
(3)
where r
k,p
(t
i
) is the distance between the pth target and the
kth sensor at the time t
i
r
k,p
(t
i
) = |X
p
(t
i
)S
k
(t
i
)| =
_
(X
p
(t
i
) S
k
(t
i
))
T
(X
p
(t
i
) S
k
(t
i
)),
(4)
S
k
(t
i
) = [X
k
(t
i
), Y
k
(t
i
), Z
k
(t
i
)]
T
is the position of the kth
sensor and c is the velocity of sound in water.
The standard approach to estimating TDOA of a transient
signal is to select the time lag that maximizes the cross-
correlation between the outputs from the corresponding pair of
sensors [3], [4]. In a multipath environment there are typically
a number of paths reaching each sensor. In this situation the
cross-correlation function has many peaks and the maximal
peak may not correspond to the TDOA between arrivals
travelling along direct paths [5]. One approach is to select
a number of peaks (local maxima) of the cross-correlation
assuming that one of them corresponds to the direct path signal
arrivals. A similar technique is used in [28], [29] that considers
the problem of tracking multiple speakers in the presence of
multipath reections. Here, TDOAs are measured based on
(continuous) speech signals and are sampled at regularly spaced
update times. At each update time the measurement set may
contain the direct path TDOA measurements related to one or
more targets in addition to false measurements.
By contrast, in our application target transient emissions
are asynchronous and the signals received at the time t
i
are
related to only one target. The emission (update) time instants
t
i
are random (are not known in advance) and can be quite
separated in time. A relatively small number of transients is
1
The generation times can be approximated by observer times, as is a
common practice in underwater target tracking. In this case the observer times
are the times of arrival of the transients at the reference sensor. The main
effect for tracking of relatively slow targets (compared to the velocity of sound
propagation in water) is the introduction of a near constant time offset into
target location. For very slow targets this effect is negligible.
expected to be emitted by each target. Besides, there may
be a number of detected transient emissions that correspond
to true locations within the observation area but are emitted
by sources other then the desired targets. For these reasons,
in this paper we propose to select TDOA measurements of
transients using the method described by Spiesberger [5], [6],
[7]. This method identies robustly and efciently the cross-
correlation peak that corresponds to the difference between
rst (direct path) transient arrivals in the presence of multipath
signal propagation. In addition to the cross-correlation between
the two receivers it uses the two auto-correlation functions and
assumes that the received signals contain only replicas from a
single transient of unknown waveform and, also, that the spatial
coordinates of the multipaths are unknown or are impractical
to estimate.
In this way, at the time t
i
only one measurement per a pair of
receiving sensors is selected. Consequently, there are R
i
TDOA
measurements {Z
i,j
}
Ri
j=1
at time t
i
obtained using R
i
+ 1
sensors. Under the pth target assumption the measurement Z
i,j
is given by
Z
i,j
=
i,j,p
+ e
i,j
(5)
where
i,j,p
is the exact TDOA for the pth target motion model
(see Eq. (3)). In the cases where the measurement Z
i,j
is
correctly taken using the transients that propagated along the
direct paths, the TDOA measurement error e
i,j
is modelled
as an independent random variable (rv) that is distributed
according to a two-component Gaussian mixture pdf
p(e
i,j
) = (1
i,j
) N(e
i,j
; 0,
(1)
i,j
) +
i,j
N(e
i,j
; 0,
(2)
i,j
) (6)
where N(x; , ) denotes a Gaussian (normal) pdf in variable
x with mean and standard deviation (std) , and
i,j
1
denes the proportion of the two pdfs in the mixture. The
stds are related by
(2)
i,j
>
(1)
i,j
. In some situations Z
i,j
may
contain a gross measurement error. It may be far removed from
the exact TDOA
i,j,p
so that the corresponding error e
i,j
is
not distributed according to the pdf in Eq. (6). This may occur
in the cases where e.g., overlapping multipath reections are
received by the sensors.
As a result, for the N transients, a set of cumulative (batch)
measurements Z = {Z
i,1
, Z
i,2
, . . . , Z
i,R
i
}
N
i=1
is obtained.
It contains both the target related TDOA measurements and
clutter. Clutter is assumed to arise under one of the following
conditions: 1) if an existing transient is correctly detected by
the transient detection algorithm but it originates from a source
other than the desired targets (considered random) (clutter
type 1); 2) if the transient detection algorithm recorded the
detection when no transient was present (transient false alarm)
(clutter type 2); 3) if an existing target-related transient is
correctly detected, but the TDOA measurement between a pair
of sensors resulted in a gross error (clutter type 3).
Our goal is to estimate position and velocity of the P targets
using the cumulative measurements Z. However, there is no
prior information about the origin of the measurements nor
of the position and velocity of any of the targets. In addition
to the specic TDOA measurement characteristics described
above, the computational problems are related to the fact that
the TDOA measurement errors are non-Gaussian and that the
4
relationship between the TDOA measurements and the target
motion parameters is highly nonlinear. Under these limitations
the following algorithm is deemed to be suitable.
III. THE ALGORITHM FOR MULTIPLE TARGET
LOCALIZATION USING TDOAS OF TRANSIENTS
In this section a likelihood function of the observed data
is rst formulated. Using this formulation a DAEM algorithm
for multiple target localization is derived. Finally, a stochastic
modication of the DAEM algorithm with an aim to increase
the robustness with respect to unknown initial conditions and
number of false measurements in the data set is presented.
A. Likelihood Structure of the Observed Data
The cumulative measurements Z represent incomplete (ob-
served) data [22], [18]. The complete data can be obtained
by associating with the batch Z a set of discrete valued
indices or labels that uniquely assign each measurement to
one of the targets or to clutter. However, these assignment
indices are unobservable and are called missing data. The
standard approach described in [18], [21] estimates the motion
parameters for the P targets and the missing assignment indices
by maximizing a likelihood function of the observed data Z.
The derivation of the likelihood function used by the standard
method is presented in Appendix I. An alternative approach
that is tailored more specically to our problem is discussed
next.
We rst note that the Gaussian mixture model for the
measurement error e
i,j
at time t
i
implies that e
i,j
can be
generated either from the normal pdf N(e
i,j
; 0,
(1)
i,j
) or from
the pdf N(e
i,j
; 0,
(2)
i,j
), with probabilities (1
i,j
) and
i,j
,
respectively (see Eq. (6)). Therefore, two models for the
measurement Z
i,j
conditioned on
i,j,p
are possible, and these
correspond to each of the Gaussian pdfs N(Z
i,j
;
i,j,p
,
(k)
i,j
),
k = 1, 2.
Consequently, we introduce a set of discrete valued as-
signment indices L = {l
i,1
, l
i,2
, . . . , l
i,Ri
}
N
i=1
and dene the
complete data by {Z, L}. The set L is unobservable and
represents missing data. Each index l
i,j
is modelled as a rv
that takes a value from the discrete set {n : 1 n
2P + 1}. It expresses an assignment hypothesis at time t
i
as
follows. Setting l
i,j
= 2p 1, p = 1, 2, . . . , P, assigns the
measurement Z
i,j
to the pth target motion model, and chooses
the measurement model N(Z
i,j
;
i,j,p
,
(1)
i,j
). Setting l
i,j
= 2p,
however, selects the pth target model and the measurement
model N(Z
i,j
;
i,j,p
,
(2)
i,j
). The relative prior probabilities of
the two assignments are (1
i,j
) and
i,j
, respectively. When
the assignment index is set to k
i,j
= 2P +1, the measurement
Z
i,j
is assigned to clutter.
Let
i
= {
i,j,1
,
i,j,2
, . . . ,
i,j,2P+1
}
Ri
j=1
denote the proba-
bilities associated with the assignment indices {l
i,j
}
Ri
j=1
for the
ith transient, where
i,j,n
= Prob[l
i,j
= n]. Also denote by
= {
1
,
2
, . . . ,
N
} (7)
the corresponding assignment probabilities for the batch Z.
The complete data probability conditioned on the target motion
parameters V and the batch assignment probabilities is
dened by
P(Z, L| V, ) =
N

i=1
R
i

j=1

i,j,n
q
i,j,n
|
n=l
i,j
(8)
where
q
i,j,n
=
_

_
N(Z
i,j
;
i,j,n
,
(1)
i,j
) n = 2p 1, p = 1, . . . , P
N(Z
i,j
;
i,j,n
,
(2)
i,j
) n = 2p, p = 1, . . . , P

j
n = 2P + 1
(9)
and where
j
is a constant that depends on the sensor pair j.
The observed data pdf conditioned on the parameters V
and is computed as the marginal distribution (over all
possible measurement to target/clutter assignments in L) of
P(Z, L| V, ) in Eq. (8), i.e., as
P(Z | V, ) =

L
P(Z, L| V, ) =
N

i=1
R
i

j=1
2P+1

n=1

i,j,n
q
i,j,n
.
(10)
It is required that the marginal pdf P(Z | V, ) and the pdf
P(Z | V, ) in Eq. (37) are equal as they are derived for the
same data. This condition is satised when the assignment
probabilities
i
and
i
are related as follows

i,j,2p1
=
i,p
(1
i,j
) (11)

i,j,2p
=
i,p

i,j
(12)
for p = 1, 2, . . . , P, and, also, when
i,j,2P+1
=
i,P+1
.
Eqs. (11) and (12) ensure that the measurement-to-target as-
signment probabilities for all measurements {Z
i,j
}
R
i
j=1
at time
t
i
as per Eq. (10) are effectively equal to
i,p
in Eq. (37).
In this way the probability that the jth measurement at time
t
i
, Z
i,j
, originates from the target model p is equal for all
measurements {Z
i,j
}
Ri
j=1
taken at that time, that is, these
probabilities are independent of the index j. Besides, since the
probabilities of clutter measurement
i,j,2P+1
do not depend
on the measurement index j, it also follows that

i,j,2P+1
=
i,2P+1
=
i,P+1
for j = 1, . . . , R
i
. (13)
B. The DAEM Algorithm for Multiple Target Localization
The proposed algorithm computes a ML estimate of the
motion parameters for the P target models V and the batch
assignment probabilities = {
t
i
}
N
i=1
. It applies the DAEM
algorithm [35], [36] which is an iterative procedure that
attempts to minimize the effective cost function based on
thermodynamic free energy given by
F(Z |V, ; ) =
1

log

L
P(Z, L| V, )

. (14)
The iterative minimization is performed similarly as the max-
imization of the incomplete log-likelihood function in the
conventional EM algorithm [22]. Additionally, it incorporates
an annealing loop due to the dependance of the cost function
in Eq. (14) on the global control parameter that is, by
5
analogy to statistical mechanics, interpreted as the inverse of
the computational temperature [35].
Each iteration of the DAEM algorithm comprises an expecta-
tion step (E step) and a maximization step (M step). For brevity
we denote the parameters to be estimated by = {V, }. Also
denote by
m
the parameters estimated during the mth iteration
obtained via the DAEM algorithm. The iteration
m

m+1
is carried out as follows:
E-step: Compute the expectation Q(|
m
; ) as a function
of
m
dened by
Q(|
m
; ) =

L
log [P(Z, L| )] P(L| Z,
m
; ). (15)
M-step: Find
m+1
that maximizes Q(|
m
; ).
The function P(L| Z, ; ) in Eq. (15) represents the poste-
rior distribution of the missing data L given the observed data
Z and the parameters and . Using the analogy to statistical
mechanics and the principle of maximum entropy the posterior
P(L| Z, ; ) is dened by [35], [36]
P(L| Z, ; ) =
P(Z, L| )

L
P(Z, L| )

. (16)
This distribution depends on the parameter as follows.
For = 0 the temperature is high and the distribution
P(L| Z, ; ) is uniform. At a low temperature, when = 1,
P(L| Z, ; ) reduces to standard posterior and the DAEM
algorithm is equivalent to the EM algorithm. For 0 < < 1
an increase of means a change in the form of P(L| Z, ; )
from uniform to the standard posterior. Usually, is initially
set to a small value
min
0 (for m = 0) and is gradually
increased in each iteration.
Using Eqs. (8) and (10), and substituting
m
= {V
m
,
m
},
it can be shown that Eq. (16) produces
P(L| Z,
m
; ) =
N

i=1
Ri

j=1
w
m
i,j,n
|
n=l
i,j
(17)
where
w
m
i,j,n
=
(
m
i,j,n
q
m
i,j,n
)

k
(
m
i,j,k
q
m
i,j,k
)

(18)
denotes the conditional posterior probability that the measure-
ment Z
i,j
originates from the target/measurement model n,
conditioned on the measured data, the parameters
m
estimated
in the mth iteration, and the global control parameter . In
Eq. (18), q
m
i,j,n
for n {2p 1, 2p} is a Gaussian pdf given
by
q
m
i,j,n
= N(Z
i,j
;
m
i,j,p
,
(n)
i,j
) (19)
where
m
i,j,p
is a function of the pth target motion parameters
V
m
p
estimated in the mth iteration (see also Eqs. (3), (8), (9)).
The computation of the expectation Q(|
m
; ) in the E-
step is analogous to the procedure described in [18], [21].
Accordingly this function is broken into several independent
sub-functions by separating the variables in the parameter
vector = {V, } as follows
Q(|
m
; ) =
N

i=1
Q

(
i
|
m
; ) +
P

p=1
Q
V
(V
p
|
m
; ) +O
(20)
where
Q

(
i
|
m
; ) =
R
i

j=1
2P+1

n=1
w
m
i,j,n
log
i,j,n
(21)
for i = 1, 2, . . . , N,
Q
V
(V
p
|
m
; ) =
N

i=1
R
i

j=1
2p

n=(2p1)
w
m
i,j,n
log q
i,j,n
(22)
for p = 1, 2, . . . , P, and O is a remainder that depends
on
(q)
i,j,n
and
j
. In this way the M-step of the algorithm
is decoupled into a maximization problem for each set of
assignment probabilities
i
= {
i,j,1
,
i,j,2
. . . ,
i,j,2P+1
}
R
i
j=1
at the time t
i
, i = 1, 2, . . . , N, and for each target motion
model V
p
, p = 1, 2, . . . , P.
The maximization of Q

(
i
| ; ) in Eq. (21) with respect to

i
is constrained by the requirement that

2P+1
n=1

i,j,n
= 1 for
j = 1, 2, . . . , R
i
. Additional constraints are given by Eqs. (11)
and (12) for p = 1, 2, . . . , P and j = 1, 2, . . . , R
i
. The details
of the maximization of Q

(
i
| ; ) under these constraints are
presented in Appendix II. The resulting update equations for
the assignment probabilities in
i
are given by

m+1
i,j,2p1
=
1
i,j
R
i
Ri

s=1
2p

n=2p1
w
m
i,s,n
(23)

m+1
i,j,2p
=

i,j
R
i
R
i

s=1
2p

n=2p1
w
m
i,s,n
(24)
for the pth target motion model, p = 1, 2, . . . , P, and for j =
1, 2, . . . , R
i
, and by

m+1
i,2P+1
=
1
R
i
Ri

s=1
w
m
i,s,2P+1
(25)
for clutter.
The update for the pth target motion parameter vector V
p
is dened by
V
m+1
p
= arg max
Vp
Q
V
(V
p
|
m
; ). (26)
Rearranging Eq. (22) yields
Q
V
(V
p
|
m
; )
N

i=1
R
i

j=1
log N(Z
i,j
;
i,j,p
,
m
i,j,p
) (27)
where N(Z
i,j
;
i,j,p
,
m
i,j,p
) is a Gaussian with the effective std

m
i,j,p
=
_
_
w
m
i,j,2p1
(
(1)
i,j
)
2
+
w
m
i,j,2p
(
(2)
i,j
)
2
_
_
1/2
. (28)
6
The update for the pth target motion parameter vector V
m+1
p
can be obtained by using a standard weighted nonlinear LS
procedure, such as the Levenberg-Marquardt algorithm [42].
This algorithm iterates between the computation of the
conditional posterior probabilities w
m
i,j,n
in Eq. (18) using
the current parameter estimate
m
= {V
m
,
m
} and the
computation of the updated parameter estimates
m+1
=
{V
m+1
,
m+1
} using the probabilities w
m
i,j,n
as per Eqs. (23)-
(28). In each iteration the computational temperature 1/ is
decreased by a small value.
Remark 1: To understand the relationship between the
DAEM algorithm and the variance deation approach [18],
[34] consider the posterior probability of missing data
P(L| Z,
m
; ) in Eqs. (17)-(18). The numerator of the ex-
pression in Eq. (18), for a case where n = 2p 1, can be
rewritten as follows (similar expression can be obtained for
n = 2p)
(
m
i,j,2p1
q
m
i,j,2p1
)

=
_

m
i,j,2p1

2
(1)
i,j
_

exp
_
_

(Z
i,j

m
i,j,p
)
2
1

(1)
i,j
2
_
_
.
(29)
The denominator of the expression in Eq. (18) also consists
of the subparts of the form as in Eq. (29). It can be seen
that the variance in the exponent in Eq. (29) is multiplied
by 1/. Since 1/ is initially a large number and gradually
decreases in each iteration, this, similar to the variance deation
method, has an effect of initially increasing the measurement
variance. Consequently, the distribution P(L| Z,
m
; ) is
uniform (at) for high temperatures, so all data congurations
dened by L are equally probable. This makes the algorithms
less dependant on the initial conditions. However, the approach
based on variance deation increases variances used in the
maximization of Eq. (27), whereas the DAEM algorithm does
not. Besides, contrary to the DAEM algorithm that has a
theoretical justication as its cost function is derived based on
statistical mechanics and the principle of maximum entropy
[35], [36], variance deation is an ad hoc method.
Remark 2: The conventional EM algorithm in [22], obtained
by setting = 1 in Eq. (18) in all iterations, can not be applied
to our problem. The relationship between the TDOA measure-
ments and the target motion parameters is highly nonlinear
and the values of the TDOA measurement error variances in
Eq. (6) are very small. As a consequence, using, in Eq. (18),
the parameter values that have even a small offset from the
true target motion parameters for = 1 results in setting the
exponential functions in Eq. (29) to zero, deeming Eq. (18)
undetermined. For similar reasons the DAEM algorithm is
not applicable to the maximization of the standard likelihood
function P(Z | V, ) in Eq. (37) that is based on Gaussian
mixture pdfs.
C. Modied DAEM Algorithm for Multiple Target Localization
The algorithm described in the previous section usually
attains the desired ML solution when the initial values of the
parameters are chosen to be close to this solution. As the
temperature 1/ gets lower, the solution surface becomes more
complicated, and the number of saddle points and suboptimal
maxima increases. In the cases where the initial guess is poor
(e.g., when the initial values are set at random) this algorithm
may not obtain the desired global optimum.
In order to make this method more robust for different initial
conditions we propose the MDAEM algorithm that randomizes
the DAEM algorithm by using stochastic imputations [39]. In
each iteration the algorithm generates pseudo-complete data
by sampling from a posterior distribution conditioned on the
measurements and the current approximation of the parameters.
This data is used to obtain the updated parameter values in the
subsequent iteration.
The motivation for the MDAEM algorithm comes from the
papers that describe stochastic imputation methods based on
the EM algorithm [43], [44]. Celeux and Diebolt [43] apply
a single stochastic imputation, and are concerned with the
problem of estimating parameters from nite mixture densities.
The approach described in [44] utilizes multiple imputations
to compute the expectation in the E-step of the EM algorithm,
followed by the maximization step. This approach is useful in
situations where the computation of the expectation function
is analytically intractable.
The pseudo-complete data in the MDAEM algorithm is
generated based on the assumption that the signals received by
the sensors at the time t
i
contain replicas of transient emission
from a single target (this assumption is also used by the TDOA
measurement process described in Section II-B). In this way all
TDOA measurements {Z
i,j
}
R
i
j=1
at the time t
i
are associated
with the same target. The probability that the measurement
subset {Z
i,j
}
R
i
j=1
is generated by the pth target is computed as
u
m
i,p
=
1
R
i
R
i

j=1
_
w
m
i,j,2p1
+ w
m
i,j,2p
_
for p = 1, 2, . . . , P,
(30)
and as u
m
i,P+1
=
1
R
i

R
i
j=1
w
m
i,j,2P+1
for clutter. An auxiliary
set of target assignment indices G = {g
i
}
N
i=1
is next introduced.
In the mth iteration of the algorithm an index g
m
i
= p,
g
m
i
G
m
assigns the measurements {Z
i,j
}
R
i
j=1
to the pth
target model. The value of the assignment index g
m
i
G
m
is
randomly simulated from the distribution u
m
i,p
, p = 1, . . . , P+1
in Eq. (30) and this is done for all i, i = 1, 2, . . . , N.
The resulting assignments are used to obtain the functions
Q
V
(V
p
|
m
; ) in the E-step of the algorithm as follows
Q
V
(V
p
|
m
; )

iS
m
p
R
i

j=1
log N(Z
i,j
;
i,j,p
,
m
i,j,p
) (31)
where S
m
p
= {r : g
m
r
= p}. That is, only the measurements
assigned to the pth target motion model via G
m
are used to
compute the new estimate V
m+1
p
. These measurements are now
assigned to the pth target motion model with probability 1:
they can either belong to one of the target/measurement models
associated with the pth target or they are clutter obtained as the
result of a gross measurement error (clutter type 3, as described
in Section II-B). This implies that the probabilities w
m
i,j,2p1
and w
m
i,j,2p
used to compute the effective stds of the Gaussians

m
i,j,p
in Eq. (31) need to be appropriately renormalized.
Equivalently, using the existing probabilities w
m
i,j,n
computed
7
1. Initialization: Set m = 0, =
min
Set initial value
0
2. Iteration
m

m+1
E-step: For all i, j, and n compute w
m
i,j,n
using Eq. (18)
M-step: Compute update
m+1
Update for {
i
}
N
i=1
for all i, compute
m+1
i
using Eqs. (23)-(25)
Update for {V
p
}
P
p=1
generate G
m
= {g
m
i
}
N
i=1
by randomly simulating
samples from u
m
i,p
for p = 1, . . . , P
if S
m
p
= {r : g
m
r
= p} =
compute V
m+1
p
using Eqs. (26), (31)-(32)
else set V
m+1
p
= V
m
p
3. Set m = m + 1; increase
4. If >
max
end procedure
Else go to 2.
Fig. 1. Pseudo-code of the MDAEM algorithm for motion parameter
estimation of P targets in clutter.
as per Eq. (18) the effective stds can be obtained as

m
i,j,p
=
_
_
_
2p

s=2p1
w
m
i,j,s
+ w
m
i,j,2P+1
_
1
_
_
w
m
i,j,2p1
(
(1)
i,j
)
2
+
w
m
i,j,2p
(
(2)
i,j
)
2
_
_
_
_
1/2
(32)
for all {(i, j) : i S
m
p
, j = 1, 2, . . . , R
i
} and p = 1, 2, . . . , P.
Remark 3: The values (1/
m
i,j,p
)
2
act as weights in the LS
procedure used to maximize the function Q
V
(V
p
|
m
; ) in
Eq. (31). It can be seen from Eq. (32) that, for the correctly
estimated motion parameters of the pth target, the weight that
corresponds to a clutter measurement assigned to the pth target
will be close to zero, since in this case w
m
i,j,2p1
0 and
w
m
i,j,2p
0.
Remark 4: In a situation where the true number of targets
P
t
is not known the number of targets used by the algorithm
P should be selected so as to be greater than the maximum
expected number of targets in the data, P P
t
. The algorithm
estimates target positions and velocities for the P
t
true targets
and for the P P
t
dummy targets. If the pth target is a dummy
target it may happen that in the iteration
m

m+1
no
measurement is associated with its estimated parameters using
stochastic imputation, so that S
m
p
= . Consequently, for this
target the parameters V
p
are not updated but the estimates
obtained in the previous iteration are retained, that is V
m+1
p
=
V
m
p
.
The processing steps of the proposed algorithm are summa-
rized in Fig. 1. The assignment probabilities
i
are computed
using the update formulas in Eqs. (23)-(25). The details of the
procedure used to randomly simulate the auxiliary assignment
index set G
m
in the mth iteration of the algorithm are shown
in Fig. 2.
The sequence {
m
}
m0
produced by the algorithm is an
irreducible, inhomogeneous Markov chain [39]. If {
m
}
m0
is
also ergodic then its distribution converges to a unique station-
ary distribution of this Markov chain. Owing to the non-linear
For i = 1 to N do {
For p = 1, 2, . . . , P compute probabilities u
m
i,p
using Eq. (30)
Generate a uniform random variable u on {0, 1},
u U(0, 1)
Set Q = 0, p = 0
Repeat {
set p = p + 1
compute Q = Q + u
m
i,p
} until Q u
Set g
m
i
= p
}
Fig. 2. Simulation of the assignment indices G
m
in the mth iteration of the
algorithm.
TABLE I
TARGET POSITIONS AT THE TIME t
s
q
, q = 1, 2, 3, AND VELOCITIES FOR THE
TRUE TARGETS MOTION MODELS USED IN THE SIMULATIONS.
Target t
s
q
X(t
s
q
) Y (t
s
q
) Z(t
s
q
) v
x
v
y
v
z
q (s) (m) (m) (m) (m/s) (m/s) (m/s)
1 0 4000 -3000 -1900 -3.0 5.5 0.1
2 270 -3000 -400 -1200 4.2 3.8 -0.2
3 420 -5000 1200 -50 5.0 -4.0 0.0
maximization of the expression in Eq. (31) and the presence
of clutter in the measurements, ergodicity of this chain is very
hard to study. The results obtained by numerical simulations
using test geometries with P
t
{1, 2, 3} targets indicate that
with the appropriately chosen cooling schedule and for random
initial conditions this algorithm usually converges to the desired
optimal solution. Some of these results are presented in the
following section.
IV. NUMERICAL SIMULATIONS AND DISCUSSION
Three target motion models are used in the numerical
simulations. For each model the transient emission starts at a
different time instant t
s
q
, q = 1, 2, 3. The positions of the targets
at the times t
s
q
and their velocities are listed in Table I. The
coordinate system is oriented such that xy plane overlaps with
the water surface and negative z axis corresponds to depth.
The simulations are performed for the test scenarios where
P
t
{1, 2, 3} targets are observed in clutter. The test scenario
with P
t
= 1 target uses the motion model q = 1 (Target 1) in
Table I; for the scenario with P
t
= 2 targets the motion models
are q = 1 and q = 2 (Targets 1 and 2), and in the case where
P
t
= 3 the motion models are q = 1, q = 2 and q = 3.
An array of ve receiving sensors is used in the time delay
analysis. The sensors are stationary and are positioned at
U
1
= [0, 0, D2]
T
, U
2
= [D1, D1, D1 + D2]
T
, U
3
=
[D1, D1, D1 + D2]
T
, U
4
= [D1, D1, D1 + D2]
T
and
U
5
= [D1, D1, D2 D1]
T
where D1 = 70/

3) and
D2 = 300 m.
For each test scenario the transient emissions that correspond
to the qth target, q {1, . . . , P
t
}, start at t
s
q
and the time
increments between two consecutive emissions are randomly
8
drawn from the interval [t
min
, t
max
], t
min
= 10 s,
t
max
= 180 s. All TDOAs are measured with respect to
the reference sensor U
1
and the number of measurements at
the time t
i
is R
i
= 4. The velocity of sound in water is taken
to be c = 1500 m/s. The observation area is limited to have a
maximum range of 6000 m relative to the reference sensor and
constant depth z = 2300 m. The parameters of the TDOA
error distribution (see Eq. (6)) are:
(1)
i,j
=
(1)
= 40 s and

(2)
i,j
= 200 s, and
i,j
= 0.20. The measurements that fall
outside the observation area are discarded so the real number
of transients is N
T
q
12 for q = 1, . . . , P
t
.
A target-originated data set obtained in this way is combined
with a set of clutter TDOA measurements based on real tran-
sients emitted by sources other than the desired targets (clutter
type 1 described in Section II-B). The total number of clutter-
related emissions per km
3
per hour is taken to have a Poisson
distribution with mean . These emissions occur randomly in
the time interval that starts 8 min. before and nishes 8 min.
after the observation time for the target-originated measurement
set, and the corresponding source locations are taken to be
uniformly distributed within the observation area. Each emis-
sion of this type is assigned TDOA measurements computed as
per Eqs. (3) and (4). Clutter type 3 is simulated by assuming
that every measurement in a target-related measurement set
can result in a gross error with probability . Clutter type 2
caused by false transient detections is not considered. Such
measurements can be easily identied and removed as they
usually do not correspond to meaningful physical locations.
The MDAEM algorithm estimates P target motion models.
No previous knowledge of the motion parameters is assumed.
Therefore, on initialization the target position at the reference
time t

, X
p
(t

), and target velocity v

p
for the pth motion
model, p {1, . . . , P}, are randomly selected from appropriate
uniform distributions. In particular, x and y components of the
position are taken to be uniformly distributed within 3000 m
to 3000 m, the z component within 0 m to 2300 m, and each
component of the velocity within 5 m/s to 5 m/s. Similarly,
initially, assignments to any of the target models or to clutter
are assumed to be equally probable.
Lowering the computational temperature (which is inverse
to the control parameter in Eq. (18)), or cooling, in the
MDAEM algorithm should be performed relatively slowly to
enable search through the entire solution space and to allow for
the convergence to globally optimal solution. In this paper, in
the mth iteration of the algorithm, the parameter is computed
as
=
min
(m + 1)
2
m = 0, 1, . . . (33)
is limited to
min
<
max
1, where
min
=
C
1
(
(1)
)
2
, C
1
= const. The algorithm usually attains the
steady state condition for < 1 so the computation can be
stopped before = 1 is reached. The stopping criterion is
dened when >
max
= C
2
(
(1)
)
2
where C
2
= const,
C
2
C
1
. In this paper, C
1
= 3 and C
2
= 22 10
6
. The
parameter
j
in Eq. (9) is set to 10
7
and the reference time
at which the target positions X
p
(t

) are estimated is t

= 900s.
The nonlinear LS procedure based on the Levenberg-
Marquardt algorithm [42] is used in each iteration of the
MDAEM algorithm to compute the target motion parameters
by maximizing the expression in Eq. (31). This LS algorithm
is in itself iterative and requires convergence to obtain the
solution. In our application, however, it is not necessary for
this procedure to converge, that is, only few passes through
this algorithm in each iteration of the MDAEM algorithm are
sufcient for the overall convergence.
A simulation that corresponds to the scenario with P
t
=
3 targets is shown in Fig. 3 (a). The gure shows the
target-related transient-emission positions and clutter-related
emissions generated as described above. The noisy TDOA
measurements Z
i,2
and Z
i,4
, i = 1 . . . , N are shown in
Fig. 4. The probability of gross measurement error is =
0.1. The MDAEM algorithm is run by setting the number
of the estimated target motion models to P = P
t
= 3. The
target trajectories obtained using the true target positions and
velocities and the trajectories estimated by the algorithm are
shown in Fig. 3 (b). True and estimated positions of the targets
at the reference time t

are denoted by the star symbols. Also,

the symbol denotes the starting position of the target (true
and estimated) at the time t
s
q
, for q = 1, 2, 3.
Often the number of targets P
t
in the measurement set is not
known. In this situation the number of target models estimated
by the algorithm, P, should be chosen so as to be equal or
greater then the maximum expected number of targets, so that
P P
t
. The proposed algorithm performs robustly under such
model mismatch conditions. It estimates the motion parameters
for the P
t
true targets in addition to computing parameters for
the P P
t
dummy targets.
An example where P = 4 target motion models are esti-
mated by the MDAEM algorithm using a data set that contains
measurements from P
t
= 1 target is shown in Table II. The
measurements are derived using N = 53 transients of which 12
are related to the target and the rest are clutter type 1 simulated
as described above. The probability of gross measurement error
is = 0.1. The last row in Table II shows the true target
parameters. It can be seen that the estimated parameters for
the target model p = 2 are close to the true target parameters
while the parameters for other models are far removed.
The measurement-to-target assignment probabilities that cor-
respond to the estimated target models p = 1, . . . , 4 in
Table II and the measurement-to-clutter assignment proba-
bilities computed by the MDAEM algorithm are shown in
Figure 5 (a) and (b), respectively. In both gures the abscissa
denotes the measurement index i (in time), i = 1, 2, . . . , N,
and the vertical lines mark the position of the target-related
measurements. For the pth estimated target motion model the
assignment probabilities shown in Figure 5 (a) are computed
as
i,j,2p1
/(1
i,j
) for all i (see Eq. (11)). As discussed
in Section III-A these probabilities do not depend on index j.
It can be seen from Figure 5 (a) that the target assignment
probabilities that correspond to the model p = 2 are large for
the target-related measurements. They have value 1 for those
time indices where the TDOA measurements from all sensor
pairs associated with one target-related transient emission are
correct and value 0.75 in the cases where one of the TDOA
9
6000
4000
2000
0
2000
4000
6000
6000
4000
2000
0
2000
4000
6000
2200
2000
1800
1600
1400
1200
1000
800
600
400
200
0
X (m)
Y (m)
Z

(
m
)
Target 1
Target 2
Target 3
Clutter
Sensors
(a)
6000
4000
2000
0
2000
4000
6000
6000
4000
2000
0
2000
4000
6000
2200
2000
1800
1600
1400
1200
1000
800
600
400
200
0
X (m)
Y (m)
Z

(
m
)
True Target 1
Estimated Target 1
True Target 2
Estimated Target 2
True Target 3
Estimated Target 3
(b)
Fig. 3. Simulation that corresponds to the tracking scenario with P
t
= 3
targets: (a) true target trajectories; (b) true and estimated target trajectories.
True and estimated positions of the targets at the reference time t

are denoted
by the star symbol. The symbol o denotes the target position at the time t
s
p
for p = 1, 2, 3.
measurements has a gross measurement error. The models
p = 1, p = 3 and p = 4 correspond to dummy targets.
They are associated only with a few (clutter) measurements
in the data set and the association probabilities are in most
cases small. Figure 5 (b) shows the measurement-to-clutter
assignment probabilities
i,2P+1
estimated by the algorithm
for this data set.
A. Comparison to Other Methods
The standard PDA method and the methods based on the EM
algorithm that can be applied to this problem are very sensitive
to initial conditions and would require a similar cooling scheme
in order to assure convergence to a global optimum. Other
approaches that treat related, but not identical, problems such
as those described in [30], [31], [32], [33] are also inapplicable.
Recently, Vo et al. [27], [28] and Ma et al. [29] describe
a method for the localization of unknown number of speakers
500 0 500 1000 1500 2000 2500
0.04
0.03
0.02
0.01
0
0.01
0.02
0.03
0.04
0.05
Time (s)
Z
i,2

(
s
)
Target 1
Target 2
Target 3
Clutter
(a)
500 0 500 1000 1500 2000 2500
0.05
0.04
0.03
0.02
0.01
0
0.01
0.02
0.03
0.04
Time (s)
Z
i,4

(
s
)
Target 1
Target 2
Target 3
Clutter
(b)
Fig. 4. The TDOA measurements used to obtain the results in Fig. 3 (b):
(a) {Z
i,2
}
N
i=1
(b) {Z
i,4
}
N
i=1
. Shown are both clutter and the target related
measurements where = 0.1.
TABLE II
TARGET POSITIONS AT THE REFERENCE TIME t

AND VELOCITIES FOR

P = 4 TARGETS MOTION MODELS ESTIMATED BY THE MDAEM
ALGORITHM WHEN THE TRUE NUMBER OF TARGETS IS P
t
= 1. THE TRUE
TARGET PARAMETERS ARE SHOWED IN THE LAST ROW.
Target X
p
(t

) Y
p
(t

) Z
p
(t

) v
x
v
y
v
z
p (m) (m) (m) (m/s) (m/s) (m/s)
1 4495.2 1165.7 -3960.8 7.207 9.212 -5.014
2 1317.4 1976.1 -1830.1 -3.035 5.570 0.097
3 -792.1 807.1 -743.2 0.581 1.877 -2.907
4 2213.8 -519.6 1216.2 -1.677 -7.232 7.654
true 1300 1950 -1810 -3.0 5.5 0.1
in multipath environment using TDOA measurements. They
employ the random nite set (RFS) theory and a SMC imple-
mentation to develop a Bayesian RFS lter that simultaneously
tracks the time-varying speaker location in 2-D and the number
of speakers. This approach treats a problem similar to the one
considered in this paper and offers a possibility of an extension
to tracking targets with non-constant velocities. Given that our
measurements are sparse in time, computationally extensive
tracking algorithms based on particle lters [45] could be
applied. However the approach in [28], [29] assumes a known
environment that is conned to a room enclosure. It uses a
10
0 10 20 30 40 50 60
0
0.2
0.4
0.6
0.8
1
Measurement Index
T
a
r
g
e
t

A
s
s
i
g
n
m
e
t

P
r
o
b
a
b
i
l
i
t
i
e
s
Model 1
Model 2
Model 3
Model 4
(a)
0 10 20 30 40 50 60
0
0.2
0.4
0.6
0.8
1
Measurement Index
C
l
u
t
t
e
r

A
s
s
i
g
n
m
e
t

P
r
o
b
a
b
i
l
i
t
i
e
s
Clutter
(b)
Fig. 5. Assignment probabilities estimated by the MDAEM algorithm for
P = 4 target motion models using a data set that contains measurements
from P
t
= 1 target in clutter: (a) target assignment probabilities for the target
models p = 1, . . . , 4 (b) clutter assignment probabilities. Vertical lines mark
the position of the target-related measurements.
Gaussian pdf for the TDOA measurement error and does not
apply Gaussian mixture model. Other important differences
between our problem and the problem described in [28], [29]
are related to the TDOA measurement process as discussed in
Section II-B. Most notably, the approach in [28], [29] assumes
regularly spaced measurement update times, whereas the up-
date times in our application are random and the measurements
from different targets are asynchronous. For these reasons it is
conjectured that the approach in [28], [29] can not be applied
to our data without additional adjustments.
B. Average Performance of the MDAEM Algorithm
We test the ability of the MDAEM algorithm to correctly
estimate motion parameters for P
t
targets in a situation where
the true number of targets in the data set is not exactly known.
The number of the estimated target models P is taken to
be greater than the maximum expected number of targets, so
that P > P
t
. For all tracking scenarios with P
t
{1, 2, 3}
targets, the MDAEM algorithm is run by setting the number
of estimated target motion models to P = 4. For each scenario
average performance of the algorithm is obtained by using
100 sets of target-related measurements generated as described
above. These sets are combined with clutter measurements that
are simulated for several different values of the parameters
(for clutter type 1) and (for clutter type 3). For each run
the best tted results are selected by comparing the parameters
estimated by the algorithm to the known parameters that corre-
spond to the true targets. In particular, mean (per sample) abso-
lute distances (MADs) are computed between the P trajectories
that correspond to the estimated target motion models and
the trajectories obtained using the P
t
true target parameters.
The MADs are computed using the distances evaluated for
every target-related measurement time (for more information
on how MAD is computed see [13]). The known true target
motion models are then associated with those estimated target
parameters for which the corresponding MADs are found to
be minimized.
The means of the MADs related to the estimated target
models associated with the true targets, over the 100 sets
of simulated measurements and for the scenarios with P
t

{1, 2, 3} targets, are shown in Tables III-V. The results are
presented as a function of the parameters and . For each
value of the parameter Tables III-V also show the mean
number of clutter points (MNC) (for clutter type 1) in the
simulated batch measurements over the 100 data sets.
A ML estimate of the motion parameters is computed for
each of the P
t
{1, 2, 3} targets in a data set where the
measurement to target assignments are assumed to be exactly
known, i.e., where only the (correct) measurements generated
by a specic target are used to estimate the corresponding
motion parameters. This technique is denoted as the indepen-
dent ML estimation (IMLE). The results obtained using the
IMLE are compared to the results obtained using the proposed
MDAEM algorithm.
The optimization in the IMLE is done using constrained
nonlinear optimization [42]. This technique is also very sen-
sitive to the initial parameter values that are, similarly as for
the MDAEM algorithm, determined randomly. To increase the
accuracy of the estimation this technique is applied iteratively
in conjunction with variance deation.
The last row in Tables III-V shows the mean MAD computed
for different tracking scenarios using the IMLE. It can be
seen from Tables III-V that the results obtained using the
MDAEM algorithm are close to those obtained using the IMLE.
Moreover, the estimation accuracy of the MDAEM algorithm
does not change much with the parameters and .
The results of the experiments show that the MDAEM
algorithm for multiple target localization performs robustly
under the above model mismatch conditions (see also Table II).
It provides correct estimates of the P
t
target motion models
that correspond to the true targets, in addition to estimating
parameters of P P
t
dummy targets. In a more general
situation these estimates can be passed on to an appropriately
designed detection algorithm that can be used to determine
the number of true targets in the data set and to select the
corresponding motion parameter estimates. A technique that
can verify the presence of a single target in the data set has
recently been proposed in [13]. This technique can be extended
and used for the detection in scenarios with multiple targets.
11
TABLE III
MEAN MAD FOR INDIVIDUAL TARGETS COMPUTED USING 100
SIMULATIONS THAT CORRESPOND TO THE TEST SCENARIO WITH Pt = 1
TRUE TARGET. THE ESTIMATION METHODS ARE THE MDAEM
ALGORITHM AND THE IMLE (LAST ROW).
Mean MAD (m)
MNC Pt = 1
q = 1
0 0 0 -
0 1 10
5
18.44 83.58
0 2 10
5
31.94 86.45
0.1 0 0 89.38
0.1 1 10
5
18.78 93.07
0.1 2 10
5
33.51 99.32
- - - 74.23
TABLE IV
MEAN MAD FOR INDIVIDUAL TARGETS COMPUTED USING 100
SIMULATIONS THAT CORRESPOND TO THE TEST SCENARIO WITH P
t
= 2
TRUE TARGETS. THE ESTIMATION METHODS ARE THE MDAEM
ALGORITHM AND THE IMLE (LAST ROW).
Mean MAD (m)
MNC P
t
= 2
q = 1 q = 2
0 0 0 80.71 65.35
0 1 10
5
20.04 87.31 72.07
0 2 10
5
37.46 89.32 68.43
0.1 0 0 97.83 80.80
0.1 1 10
5
20.43 91.21 73.74
0.1 2 10
5
37.15 100.25 74.17
- - - 79.11 57.03
TABLE V
MEAN MAD FOR INDIVIDUAL TARGETS COMPUTED USING 100
SIMULATIONS THAT CORRESPOND TO THE TEST SCENARIO WITH P
t
= 3
TRUE TARGETS. THE ESTIMATION METHODS ARE THE MDAEM
ALGORITHM AND THE IMLE (LAST ROW).
Mean MAD (m)
MNC P
t
= 3
q = 1 q = 2 q = 3
0 0 0 83.18 74.78 93.01
0 1 10
5
19.95 90.22 77.59 91.67
0 2 10
5
39.93 89.20 76.20 94.16
0.1 0 0 93.59 77.86 99.13
0.1 1 10
5
19.93 96.29 83.13 95.15
0.1 2 10
5
40.43 90.10 83.44 100.73
- - - 76.79 62.00 86.06
V. CONCLUSION
Under consideration has been the problem of estimating
motion parameters of multiple targets using TDOA measure-
ments based on target-emitted transient signals. The targets
are moving linearly in a three-dimensional (3-D) observation
area contaminated by clutter. The TDOA measurement errors
are modelled as having (possibly different) Gaussian mixture
probability density functions. An iterative ML optimization
technique based on a deterministic annealing version of the
EM algorithm is applied to this problem. For each target a ML
estimate of the target motion parameters is obtained using a
nonlinear LS method. The proposed algorithm generalizes the
variance deation method previously used for the initialization
of several target tracking algorithms.
The performance of the proposed algorithm is tested using
simulated measurements related to tracking scenarios with one,
two and three targets. The number of targets in the measure-
ment data is supposed not to be known and the algorithm is
run under the conditions that the number of estimated targets
is greater than the number of the true targets. The simulation
results are presented for several different clutter densities and
probabilities of gross error of the target related measurements.
The proposed algorithm performs robustly under the model
mismatch conditions. The results are found to be comparable
to the estimation results obtained when the measurement-to-
target assignments are exactly known.
APPENDIX I
Denote by {Z, K} the complete data where K =
{k
i,1
, k
i,2
, . . . , k
i,R
i
}
N
i=1
are (unobservable) discrete valued
assignment indices associated with the batch measurements Z.
The indices {k
i,j
}
R
i
j=1
K are modelled as independent and
identically distributed rvs that take a value from the discrete set
{m : 1 m P + 1}. Following the standard method [18],
[21], each index k
i,j
assigns the corresponding measurement
Z
i,j
either to the target motion model m, m = 1, 2, . . . , P
(when k
i,j
= m) or to clutter (for k
i,j
= P +1). Next dene by

i
= {
i,1
, . . . ,
i,P+1
} the probability vector associated with
the assignment indices {k
i,j
}
R
i
j=1
, where
i,m
= Prob[k
i,j
=
m], and where [18]
{
i,m
0}
P+1
m=1
and
P+1

m=1

i,m
= 1. (34)
Also, denote the assignment probabilities for the batch Z by
= {
i
}
N
i=1
. The probability
i,m
that the jth measurement
at time t
i
, Z
i,j
, originates from the model m is equal for all
measurements {Z
i,j
}
R
i
j=1
taken at that time.
The complete data probability of {Z, K}, under the assump-
tion that the motion parameters V and the batch assignment
probabilities are known, is given by
P(Z, K| V, ) =
N

i=1
R

j=1

i,m
p
i,j,m
|
m=k
i,j
(35)
12
where p
i,j,m
is the measurement model pdf corresponding to
the target assignment m, m = 1, 2, . . . , P,
p
i,j,m
= p(Z
i,j
;
i,j,m
) = (1
i,j
) N(Z
i,j
;
i,j,m
,
i,j
(1)
)+
i,j
N(Z
i,j
;
i,j,m
,
(2)
i,j
).
(36)
For clutter assignment k
i,j
= P + 1 and the corresponding
probability is p
i,j,P+1
=
j
, where
j
is a constant.
The marginal distribution of P(Z, K| V, ) over K is
dened as
P(Z | V, ) =

K
P(Z, K| V, ) =
N

i=1
R
i

j=1
P+1

m=1

i,m
p
i,j,m
.
(37)
APPENDIX II
The maximization of the function Q

(
i
| ; ) in Eq. (21)
with respect to
i
= {
i,j,1
,
i,j,2
, . . . ,
i,j,2P+1
}
R
i
j=1
is con-
strained by the requirement that
2P+1

n=1

i,j,n
= 1, for j = 1, 2, . . . , R
i
(38)
i.e., these probabilities must sum to unity, as each represents the
fraction of the measurement produced by a particular model.
Additional constraints are obtained by using Eqs. (11) and (12),
as

i,j,2p1
1
i,j
=

i,j,2p

i,j
(39)
for p = 1, 2, . . . , P and j = 1, 2, . . . , R
i
. From Eqs. (11) and
(12) it also follows that

i,1,2p1
1
i,1
=

i,2,2p1
1
i,2
= . . . =

i,R
i
,2p1
1
i,R
i
(40)
and

i,1,2p

i,1
=

i,2,2p

i,2
= . . . =

i,R
i
,2p

i,R
i
. (41)
Using the (P + 1)R
i
constraints in Eqs. (38) and (39) the
Lagrangian for this maximization problem is formulated as
L
i
= Q

(
i
| ; )+
R
i

j=1
P

p=1

j,p
[(1
i,j
)
i,j,2p

i,j

i,j,2p1
]+
R
i

j=1

j,P+1
_
1
2P+1

n=1

i,j,n
_
(42)
where
j,p
are Lagrange multipliers. Differentiating the La-
grangian with respect to
i,j,2p1
and
i,j,2p
and setting the
results to zero yields

i,j,2p1
=
w
i,j,2p1

i,j

j,p
+
j,P+1
(43)

i,j,2p
=
w
i,j,2p

j,P+1
(1
i,j
)
j,p
(44)
for the P target motion models p = 1, 2, . . . , P. For the clutter
model we have
w
i,j,2P+1
=
i,j,2P+1

j,P+1
. (45)
Summing both sides of Eq. (45) over j and using the assump-
tion in Eq. (13) it follows that

i,2P+1
=

Ri
j=1
w
i,j,2P+1

R
i
j=1

j,P+1
. (46)
We next eliminate
i,j,2p1
and
i,j,2p
from Eqs. (43) and
(44) using Eq. (39) and apply the result to express
j,p
as a
function of
j,P+1
as follows

j,p
=
j,P+1

i,j
w
i,j,2p1
(1
i,j
)w
i,j,2p

i,j
(1
i,j
)(w
i,j,2p1
+ w
i,j,2p
)
. (47)
The substitution of Eqs. (43), (44), (46) and (47) in Eq. (38),
after some manipulation, results in
P

p=1
(w
i,j,2p1
+ w
i,j,2p
) +
j,P+1

Ri
j=1
w
i,j,2P+1

R
i
j=1

j,P+1
=
j,P+1
.
(48)
Summing both sides of this expression over j we obtain that
R
i

j=1

j,P+1
=
R
i

j=1
2P+1

n=1
w
i,j,n
= R
i
(49)
where we noted that

2P+1
n=1
w
i,j,n
= 1 (according to Eq. (18)).
We next substitute Eq. (47) in Eqs. (43) and (44) and obtain

j,P+1

i,j,2p1
1
i,j
=
j,P+1

i,j,2p

i,j
= w
i,j,2p1
+ w
i,j,2p
(50)
Again, after summing Eq. (50) over j and by using Eqs. (40),
(41) and (49), the expressions for the target assignment prob-
abilities
i,j,2p1
and
i,j,2p
are obtained as

i,j,2p1
=
1
i,j
R
i
R
i

s=1
2p

n=2p1
w
i,s,n
(51)

i,j,2p
=

i,j
R
i
Ri

s=1
2p

n=2p1
w
i,s,n
(52)
The expression for the probability of clutter assignment
i,2P+1
is obtained by substituting Eq. (49) in Eq. (46) as

i,2P+1
=
1
R
i
Ri

s=1
w
i,s,2P+1
. (53)
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