A Gaussian Mixture PHD Filter for Jump Markov System Models

The probability hypothesis density (PHD) filter is an attractive approach to tracking an unknown and time-varying number of targets in the presence of data association uncertainty, clutter, noise, and detection uncertainty. The PHD filter admits a closed-form solution for a linear Gaussian multi-tar...

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Main Authors: Pasha, S., Vo, Ba-Ngu, Tuan, H., Ma, W.
Format: Journal Article
Published: IEEE 2009
Online Access:http://hdl.handle.net/20.500.11937/30818
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author Pasha, S.
Vo, Ba-Ngu
Tuan, H.
Ma, W.
author_facet Pasha, S.
Vo, Ba-Ngu
Tuan, H.
Ma, W.
author_sort Pasha, S.
building Curtin Institutional Repository
collection Online Access
description The probability hypothesis density (PHD) filter is an attractive approach to tracking an unknown and time-varying number of targets in the presence of data association uncertainty, clutter, noise, and detection uncertainty. The PHD filter admits a closed-form solution for a linear Gaussian multi-target model. However, this model is not general enough to accommodate maneuvering targets that switch between several models. In this paper, we generalize the notion of linear jump Markov systems to the multiple target case to accommodate births, deaths, and switching dynamics. We then derive a closed-form solution to the PHD recursion for the proposed linear Gaussian jump Markov multi-target model. Based on this an efficient method for tracking multiple maneuvering targets that switch between a set of linear Gaussian models is developed. An analytic implementation of the PHD filter using statistical linear regression technique is also proposed for targets that switch between a set of nonlinear models. We demonstrate through simulations that the proposed PHD filters are effective in tracking multiple maneuvering targets.
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institution Curtin University Malaysia
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publishDate 2009
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spelling curtin-20.500.11937-308182017-09-13T15:13:58Z A Gaussian Mixture PHD Filter for Jump Markov System Models Pasha, S. Vo, Ba-Ngu Tuan, H. Ma, W. The probability hypothesis density (PHD) filter is an attractive approach to tracking an unknown and time-varying number of targets in the presence of data association uncertainty, clutter, noise, and detection uncertainty. The PHD filter admits a closed-form solution for a linear Gaussian multi-target model. However, this model is not general enough to accommodate maneuvering targets that switch between several models. In this paper, we generalize the notion of linear jump Markov systems to the multiple target case to accommodate births, deaths, and switching dynamics. We then derive a closed-form solution to the PHD recursion for the proposed linear Gaussian jump Markov multi-target model. Based on this an efficient method for tracking multiple maneuvering targets that switch between a set of linear Gaussian models is developed. An analytic implementation of the PHD filter using statistical linear regression technique is also proposed for targets that switch between a set of nonlinear models. We demonstrate through simulations that the proposed PHD filters are effective in tracking multiple maneuvering targets. 2009 Journal Article http://hdl.handle.net/20.500.11937/30818 10.1109/TAES.2009.5259174 IEEE fulltext
spellingShingle Pasha, S.
Vo, Ba-Ngu
Tuan, H.
Ma, W.
A Gaussian Mixture PHD Filter for Jump Markov System Models
title A Gaussian Mixture PHD Filter for Jump Markov System Models
title_full A Gaussian Mixture PHD Filter for Jump Markov System Models
title_fullStr A Gaussian Mixture PHD Filter for Jump Markov System Models
title_full_unstemmed A Gaussian Mixture PHD Filter for Jump Markov System Models
title_short A Gaussian Mixture PHD Filter for Jump Markov System Models
title_sort gaussian mixture phd filter for jump markov system models
url http://hdl.handle.net/20.500.11937/30818