17 May 2012 The spline probability hypothesis density filter
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Abstract
The Probability Hypothesis Density Filter (PHD) is a multitarget tracker for recursively estimating the number of targets and their state vectors from a set of observations. The PHD filter is capable of working well in scenarios with false alarms and missed detections. Two distinct PHD filter implementations are available in the literature: the Sequential Monte Carlo Probability Hypothesis Density (SMC-PHD) and the Gaussian Mixture Probability Hypothesis Density (GM-PHD) filters. The SMC-PHD filter uses particles to provide target state estimates, which can lead to a high computational load, whereas the GM-PHD filter does not use particles, but restricts to linear Gaussian mixture models. The SMC-PHD filter technique provides only weighted samples at discrete points in the state space instead of a continuous estimate of the probability density function of the system state and thus suffers from the well-known degeneracy problem. This paper proposes a B-Spline based Probability Hypothesis Density (S-PHD) filter, which has the capability to model any arbitrary probability density function. The resulting algorithm can handle linear, non-linear, Gaussian, and non-Gaussian models and the S-PHD filter can also provide continuous estimates of the probability density function of the system state. In addition, by moving the knots dynamically, the S-PHD filter ensures that the splines cover only the region where the probability of the system state is significant, hence the high efficiency of the S-PHD filter is maintained at all times. Also, unlike the SMC-PHD filter, the S-PHD filter is immune to the degeneracy problem due to its continuous nature. The S-PHD filter derivations and simulations are provided in this paper.
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Rajiv Sithiravel, Ratnasingham Tharmarasa, Mike McDonald, Michel Pelletier, and Thiagalingam Kirubarajan "The spline probability hypothesis density filter", Proc. SPIE 8392, Signal Processing, Sensor Fusion, and Target Recognition XXI, 83920E (17 May 2012); doi: 10.1117/12.921022; https://doi.org/10.1117/12.921022
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