Bayesian Filtering With Random Finite Set Observations

This paper presents a novel and mathematically rigorous Bayes’ recursion for tracking a target that generates multiple measurements with state dependent sensor field of view and clutter. Our Bayesian formulation is mathematically well-founded due to our use of a consistent likelihood function derive...

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Main Authors: Vo, Ba Tuong, Vo, Ba-Ngu, Cantoni, Antonio
Format: Journal Article
Published: IEEE 2008
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/14299
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author Vo, Ba Tuong
Vo, Ba-Ngu
Cantoni, Antonio
author_facet Vo, Ba Tuong
Vo, Ba-Ngu
Cantoni, Antonio
author_sort Vo, Ba Tuong
building Curtin Institutional Repository
collection Online Access
description This paper presents a novel and mathematically rigorous Bayes’ recursion for tracking a target that generates multiple measurements with state dependent sensor field of view and clutter. Our Bayesian formulation is mathematically well-founded due to our use of a consistent likelihood function derived from random finite set theory. It is established that under certain assumptions, the proposed Bayes’ recursion reduces to the cardinalized probability hypothesis density (CPHD) recursion for a single target. A particle implementation of the proposed recursion is given. Under linear Gaussian and constant sensor field of view assumptions, an exact closed-form solution to the proposed recursion is derived, and efficient implementations are given. Extensions of the closed-form recursion to accommodate mild nonlinearities are also given using linearization and unscented transforms.
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institution Curtin University Malaysia
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publishDate 2008
publisher IEEE
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spelling curtin-20.500.11937-142992017-09-13T14:04:53Z Bayesian Filtering With Random Finite Set Observations Vo, Ba Tuong Vo, Ba-Ngu Cantoni, Antonio PHD filter Kalman filter target tracking point processes Gaussian sum filter CPHD filter particle filter Bayesian filtering random finite sets This paper presents a novel and mathematically rigorous Bayes’ recursion for tracking a target that generates multiple measurements with state dependent sensor field of view and clutter. Our Bayesian formulation is mathematically well-founded due to our use of a consistent likelihood function derived from random finite set theory. It is established that under certain assumptions, the proposed Bayes’ recursion reduces to the cardinalized probability hypothesis density (CPHD) recursion for a single target. A particle implementation of the proposed recursion is given. Under linear Gaussian and constant sensor field of view assumptions, an exact closed-form solution to the proposed recursion is derived, and efficient implementations are given. Extensions of the closed-form recursion to accommodate mild nonlinearities are also given using linearization and unscented transforms. 2008 Journal Article http://hdl.handle.net/20.500.11937/14299 10.1109/TSP.2007.908968 IEEE fulltext
spellingShingle PHD filter
Kalman filter
target tracking
point processes
Gaussian sum filter
CPHD filter
particle filter
Bayesian filtering
random finite sets
Vo, Ba Tuong
Vo, Ba-Ngu
Cantoni, Antonio
Bayesian Filtering With Random Finite Set Observations
title Bayesian Filtering With Random Finite Set Observations
title_full Bayesian Filtering With Random Finite Set Observations
title_fullStr Bayesian Filtering With Random Finite Set Observations
title_full_unstemmed Bayesian Filtering With Random Finite Set Observations
title_short Bayesian Filtering With Random Finite Set Observations
title_sort bayesian filtering with random finite set observations
topic PHD filter
Kalman filter
target tracking
point processes
Gaussian sum filter
CPHD filter
particle filter
Bayesian filtering
random finite sets
url http://hdl.handle.net/20.500.11937/14299