Forward-Backward Probability Hypothesis Density Smoothing

A forward-backward probability hypothesis density (PHD) smoother involving forward filtering followed by backward smoothing is proposed. The forward filtering is performed by Mahler's PHD recursion. The PHD backward smoothing recursion is derived using finite set statistics (FISST) and standard...

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Main Authors: Mahler, R., Vo, Ba Tuong, Vo, Ba-Ngu
Format: Journal Article
Published: Aerospace & Electronic Systems Society 2012
Online Access:http://hdl.handle.net/20.500.11937/47396
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author Mahler, R.
Vo, Ba Tuong
Vo, Ba-Ngu
author_facet Mahler, R.
Vo, Ba Tuong
Vo, Ba-Ngu
author_sort Mahler, R.
building Curtin Institutional Repository
collection Online Access
description A forward-backward probability hypothesis density (PHD) smoother involving forward filtering followed by backward smoothing is proposed. The forward filtering is performed by Mahler's PHD recursion. The PHD backward smoothing recursion is derived using finite set statistics (FISST) and standard point process theory. Unlike the forward PHD recursion, the proposed backward PHD recursion is exact and does not require the previous iterate to be Poisson. In addition, assuming the previous iterate is Poisson, the cardinality distribution and all moments of the backward-smoothed multi-target density are derived. It is also shown that PHD smoothing alone does not necessarily improve cardinality estimation. Using an appropriate particle implementation we present a number of experiments to investigate the ability of the proposed multi-target smoother to correct state as well as cardinality errors.
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institution Curtin University Malaysia
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publishDate 2012
publisher Aerospace & Electronic Systems Society
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spelling curtin-20.500.11937-473962017-09-13T14:11:36Z Forward-Backward Probability Hypothesis Density Smoothing Mahler, R. Vo, Ba Tuong Vo, Ba-Ngu A forward-backward probability hypothesis density (PHD) smoother involving forward filtering followed by backward smoothing is proposed. The forward filtering is performed by Mahler's PHD recursion. The PHD backward smoothing recursion is derived using finite set statistics (FISST) and standard point process theory. Unlike the forward PHD recursion, the proposed backward PHD recursion is exact and does not require the previous iterate to be Poisson. In addition, assuming the previous iterate is Poisson, the cardinality distribution and all moments of the backward-smoothed multi-target density are derived. It is also shown that PHD smoothing alone does not necessarily improve cardinality estimation. Using an appropriate particle implementation we present a number of experiments to investigate the ability of the proposed multi-target smoother to correct state as well as cardinality errors. 2012 Journal Article http://hdl.handle.net/20.500.11937/47396 10.1109/TAES.2012.6129665 Aerospace & Electronic Systems Society restricted
spellingShingle Mahler, R.
Vo, Ba Tuong
Vo, Ba-Ngu
Forward-Backward Probability Hypothesis Density Smoothing
title Forward-Backward Probability Hypothesis Density Smoothing
title_full Forward-Backward Probability Hypothesis Density Smoothing
title_fullStr Forward-Backward Probability Hypothesis Density Smoothing
title_full_unstemmed Forward-Backward Probability Hypothesis Density Smoothing
title_short Forward-Backward Probability Hypothesis Density Smoothing
title_sort forward-backward probability hypothesis density smoothing
url http://hdl.handle.net/20.500.11937/47396