Bayesian Filtering With Random Finite Set Observations

Authors:
Ba-Tuong Vo;Ba-Ngu Vo;A. Cantoni
Affiliations:
Univ. of Western Australia, Crawley;-;-
Venue:
IEEE Transactions on Signal Processing
Year:
2008

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Abstract

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.