Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking

In this work, we are interested in the improvements attainable when multiscan processing of external knowledge is performed over a moving time window. We propose a novel algorithm that enforces the state constraints by using a Fixed-Lag Smoothing procedure within the prediction step of the Bayesian...

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Main Authors: Papi, Francesco, Bocquel, M., Podt, M., Boers, Y.
Format: Journal Article
Published: Institute of Electrical and Electronics Engineers Inc. 2014
Online Access:http://hdl.handle.net/20.500.11937/29075
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author Papi, Francesco
Bocquel, M.
Podt, M.
Boers, Y.
author_facet Papi, Francesco
Bocquel, M.
Podt, M.
Boers, Y.
author_sort Papi, Francesco
building Curtin Institutional Repository
collection Online Access
description In this work, we are interested in the improvements attainable when multiscan processing of external knowledge is performed over a moving time window. We propose a novel algorithm that enforces the state constraints by using a Fixed-Lag Smoothing procedure within the prediction step of the Bayesian recursion. For proving the improvements, we utilize differential entropy as a measure of uncertainty and show that the approach guarantees a lower or equal posterior differential entropy than classical single-step constrained filtering. Simulation results using examples for single-target tracking are presented to verify that a Sequential Monte Carlo implementation of the proposed algorithm guarantees an improved tracking accuracy. © 2014 IEEE.
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institution Curtin University Malaysia
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last_indexed 2025-11-14T08:12:53Z
publishDate 2014
publisher Institute of Electrical and Electronics Engineers Inc.
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spelling curtin-20.500.11937-290752017-09-13T15:23:55Z Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking Papi, Francesco Bocquel, M. Podt, M. Boers, Y. In this work, we are interested in the improvements attainable when multiscan processing of external knowledge is performed over a moving time window. We propose a novel algorithm that enforces the state constraints by using a Fixed-Lag Smoothing procedure within the prediction step of the Bayesian recursion. For proving the improvements, we utilize differential entropy as a measure of uncertainty and show that the approach guarantees a lower or equal posterior differential entropy than classical single-step constrained filtering. Simulation results using examples for single-target tracking are presented to verify that a Sequential Monte Carlo implementation of the proposed algorithm guarantees an improved tracking accuracy. © 2014 IEEE. 2014 Journal Article http://hdl.handle.net/20.500.11937/29075 10.1109/TSP.2014.2321731 Institute of Electrical and Electronics Engineers Inc. restricted
spellingShingle Papi, Francesco
Bocquel, M.
Podt, M.
Boers, Y.
Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking
title Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking
title_full Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking
title_fullStr Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking
title_full_unstemmed Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking
title_short Fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking
title_sort fixed-lag smoothing for bayes optimal knowledge exploitation in target tracking
url http://hdl.handle.net/20.500.11937/29075