A Parallel Retrodiction Algorithm for Large-Scale Multitarget Tracking

Kalman filter-based retrodiction plays an indispensable role in modern multitarget tracking and retrodiction (MTTR) algorithms. To this end, the Rauch-Tung-Striebel (RTS) smoother is a widely used Kalman filter-based target state smoother. With a large number of targets, MTTR algorithms, particularly with large window sizes, become very computationally intensive. If not addressed, these algorithms will not meet the requirements for tracking a large number of targets in real time. A natural approach is to parallelize these algorithms to render them useful, particularly in the context of emerging multicore platforms. However, this is nontrivial, as the governing mathematical framework of the RTS smoother, namely the dependencies between complex computations, prevents any form of parallelization. Although the MTTR component can naively be parallelized ignoring the smoothing component, the overall benefit, as we demonstrate in this article, is a fraction of the best possible benefits. In this article, by carefully reformulating the underlying mathematical framework that is necessary for retrodiction, we propose a novel, easily parallelizable RTS smoother. The proposed parallelized RTS smoother we outline in this article has best data reuse and enables the overall MTTR problem to be parallelized more efficiently. We demonstrate this on a state-of-the-art multicore processor platform using the shared-memory parallelism. Our results show that the parallel MTTR solution, which includes gating, assignment, tracking, and retrodiction, can offer nearly 150 times speed up against a fully sequential version. With excellent computational performance, our proposed RTS smoother enables very large window sizes with little or no impact on the overall performance.