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Bayesian Filtering With Random Finite Set Observations

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3 Author(s)
Ba-Tuong Vo ; Univ. of Western Australia, Crawley ; Ba-Ngu Vo ; Cantoni, Antonio

This paper presents a novel and mathematically rigorous Bayes' recursion for tracking a target that generates multiple measurements with state dependent sensor field of view and clutter. Our Bayesian formulation is mathematically well-founded due to our use of a consistent likelihood function derived from random finite set theory. It is established that under certain assumptions, the proposed Bayes' recursion reduces to the cardinalized probability hypothesis density (CPHD) recursion for a single target. A particle implementation of the proposed recursion is given. Under linear Gaussian and constant sensor field of view assumptions, an exact closed-form solution to the proposed recursion is derived, and efficient implementations are given. Extensions of the closed-form recursion to accommodate mild nonlinearities are also given using linearization and unscented transforms.

Published in:

Signal Processing, IEEE Transactions on  (Volume:56 ,  Issue: 4 )

Date of Publication:

April 2008

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