Derivation of the PHD and CPHD Filters Based on Direct Kullback-Leibler Divergence Minimization
In this paper, we provide novel derivations of the probability hypothesis density (PHD) and cardinalised PHD (CPHD) filters without using probability generating functionals or functional derivatives. We show that both the PHD and CPHD filters fit in the context of assumed density filtering and impli...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/24733 |