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Convolution kernels implementation of cardinalized probability hypothesis density filter

Convolution kernels implementation of cardinalized probability hypothesis density filter The probability hypothesis density (PHD) propagates the posterior intensity in place of the posterior probability density of the multi-target state. The cardinalized PHD (CPHD) recursion is a generalization of PHD recursion, which jointly propagates the posterior intensity function and posterior cardinality distribution. A number of sequential Monte Carlo (SMC) implementations of PHD and CPHD filters (also known as SMCPHD and SMC-CPHD filters, respectively) for general non-linear non-Gaussian models have been proposed. However, these approaches encounter the limitations when the observation variable is analytically unknown or the observation noise is null or too small. In this paper, we propose a convolution kernel approach in the SMC-CPHD filter. The simulation results show the performance of the proposed filter on several simulated case studies when compared to the SMC-CPHD filter. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Convolution kernels implementation of cardinalized probability hypothesis density filter

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References (15)

Publisher
Springer Journals
Copyright
Copyright © 2013 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-013-0252-0
Publisher site
See Article on Publisher Site

Abstract

The probability hypothesis density (PHD) propagates the posterior intensity in place of the posterior probability density of the multi-target state. The cardinalized PHD (CPHD) recursion is a generalization of PHD recursion, which jointly propagates the posterior intensity function and posterior cardinality distribution. A number of sequential Monte Carlo (SMC) implementations of PHD and CPHD filters (also known as SMCPHD and SMC-CPHD filters, respectively) for general non-linear non-Gaussian models have been proposed. However, these approaches encounter the limitations when the observation variable is analytically unknown or the observation noise is null or too small. In this paper, we propose a convolution kernel approach in the SMC-CPHD filter. The simulation results show the performance of the proposed filter on several simulated case studies when compared to the SMC-CPHD filter.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Nov 29, 2013

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