An Overview of Multi-Object Estimation via Labeled Random Finite Set

This article presents the Labeled Random Finite Set (LRFS) framework for multi-object systems-systems in which the number of objects and their states are unknown and vary randomly with time. In particular, we focus on state and trajectory estimation via a multi-object State Space Model (SSM) that admits principled tractable multi-object tracking filters/smoothers. Unlike the single-object counterpart, a time sequence of states does not necessarily represent the trajectory of a multi-object system. The LRFS formulation enables a time sequence of multi-object states to represent the multiobject trajectory that accommodates trajectory crossings and fragmentations. We present the basics of LRFS, covering a suite of commonly used models and mathematical apparatus (including the latest results not published elsewhere). Building on this, we outline the fundamentals of multi-object state space modeling and estimation using LRFS, which formally address object identities/trajectories, ancestries for spawning objects, and characterization of the uncertainty on the ensemble of objects (and their trajectories). Numerical solutions to multiobject SSM problems are inherently far more challenging than those in standard SSM. To bridge the gap between theory and practice, we discuss state-of-the-art implementations that address key computational bottlenecks in the number of objects, measurements, sensors, and scans.