RTS Smoother for GLMB filter

In this paper, we implement a low-cost but effective smoothing strategy to smooth estimated tracks returned by the GLMB filter. While the forward filtering step is carried out via the GLMB filtering procedure, the backward smoothing step is recursively implemented from the final time step to the fir...

Full description

Bibliographic Details
Main Authors: Nguyen, Tran Thien Dat, Yu, J.
Format: Conference Paper
Published: 2019
Online Access:http://purl.org/au-research/grants/arc/DP160104662
http://hdl.handle.net/20.500.11937/93021
Description
Summary:In this paper, we implement a low-cost but effective smoothing strategy to smooth estimated tracks returned by the GLMB filter. While the forward filtering step is carried out via the GLMB filtering procedure, the backward smoothing step is recursively implemented from the final time step to the first time step via a smoothing algorithm. In particular, the smoothing algorithm is based on the Rauch-Tung-Striebel (RTS) of fixed-interval smoother. We demonstrate our smoothing strategy on a linear Gaussian model and the experimental results show consistent improved tracking performance over 100 Monte Carlo runs.