Derivation of the PHD filter based on direct Kullback-Leibler divergence minimisation
In this paper, we provide a novel derivation of the probability hypothesis density (PHD) filter without using probability generating functionals or functional derivatives. The PHD filter fits in the context of assumed density filtering and implicitly performs Kullback-Leibler divergence (KLD) minimi...
| Main Authors: | , |
|---|---|
| Format: | Conference Paper |
| Published: |
2015
|
| Online Access: | http://hdl.handle.net/20.500.11937/43581 |