19 May 2005 Multiple target tracking with symmetric measurement equations revisited: unscented Kalman filters, particle filters, and Taylor series expansions
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Abstract
The symmetric measurement equation (SME) approach to multiple target tracking is revisited using unscented Kalman and particle filters. The unscented Kalman filter (UKF) promises more accurate approximation of nonlinearities and simpler implementation of the SME approach than the EKF. The particle filter implementation offers the ability to explore the limits of the SME approach. In the first portion of this paper, experiences with SME for tracking one-dimensional motion are reviewed. The second portion of this paper discusses the challenges that arise when using the SME approach to track two-dimensional motion and introduces a new set of two-dimensional SME equations. Finally, Taylor series expansions are used to explore differences between Kalman filter-SME pairings. Using the Taylor series representation, we show how the choice of SME formulation affects the representation, and consequently approximation, of uncertainty in the Kalman filters.
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William F. Leven, William F. Leven, Aaron D. Lanterman, Aaron D. Lanterman, } "Multiple target tracking with symmetric measurement equations revisited: unscented Kalman filters, particle filters, and Taylor series expansions", Proc. SPIE 5810, Acquisition, Tracking, and Pointing XIX, (19 May 2005); doi: 10.1117/12.607412; https://doi.org/10.1117/12.607412
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