Closed form solutions to forward-backward smoothing
We propose a closed-form Gaussian sum smoother and, more importantly, closed-form smoothing solutions for increasingly complex problems arising from practice, including tracking in clutter, joint detection and tracking (in clutter), and multiple target tracking (in clutter) via the probability hypot...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Institute of Electrical and Electronics Engineers
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/42215 |
| _version_ | 1848756358799687680 |
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| author | Vo, Ba-Ngu Vo, Ba Tuong Mahler, R. |
| author_facet | Vo, Ba-Ngu Vo, Ba Tuong Mahler, R. |
| author_sort | Vo, Ba-Ngu |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | We propose a closed-form Gaussian sum smoother and, more importantly, closed-form smoothing solutions for increasingly complex problems arising from practice, including tracking in clutter, joint detection and tracking (in clutter), and multiple target tracking (in clutter) via the probability hypothesis density. The solutions are based on the corresponding forward-backward smoothing recursions that involve forward propagation of the filtering densities, followed by backward propagation of the smoothed densities. The key to the exact solutions is the use of alternative forms of the backward propagations, together with standard Gaussian identities. Simulations are also presented to verify the proposed solutions. |
| first_indexed | 2025-11-14T09:10:56Z |
| format | Journal Article |
| id | curtin-20.500.11937-42215 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:10:56Z |
| publishDate | 2012 |
| publisher | Institute of Electrical and Electronics Engineers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-422152017-09-13T14:20:16Z Closed form solutions to forward-backward smoothing Vo, Ba-Ngu Vo, Ba Tuong Mahler, R. We propose a closed-form Gaussian sum smoother and, more importantly, closed-form smoothing solutions for increasingly complex problems arising from practice, including tracking in clutter, joint detection and tracking (in clutter), and multiple target tracking (in clutter) via the probability hypothesis density. The solutions are based on the corresponding forward-backward smoothing recursions that involve forward propagation of the filtering densities, followed by backward propagation of the smoothed densities. The key to the exact solutions is the use of alternative forms of the backward propagations, together with standard Gaussian identities. Simulations are also presented to verify the proposed solutions. 2012 Journal Article http://hdl.handle.net/20.500.11937/42215 10.1109/TSP.2011.2168519 Institute of Electrical and Electronics Engineers restricted |
| spellingShingle | Vo, Ba-Ngu Vo, Ba Tuong Mahler, R. Closed form solutions to forward-backward smoothing |
| title | Closed form solutions to forward-backward smoothing |
| title_full | Closed form solutions to forward-backward smoothing |
| title_fullStr | Closed form solutions to forward-backward smoothing |
| title_full_unstemmed | Closed form solutions to forward-backward smoothing |
| title_short | Closed form solutions to forward-backward smoothing |
| title_sort | closed form solutions to forward-backward smoothing |
| url | http://hdl.handle.net/20.500.11937/42215 |