Backward Simulation for Sets of Trajectories
Abstract
This paper presents a solution for recovering full trajectory information, via the calculation of the posterior of the set of trajectories, from a sequence of multitarget (unlabelled) filtering densities and the multitarget dynamic model. Importantly, the proposed solution opens an avenue of trajectory estimation possibilities for multitarget filters that do not explicitly estimate trajectories. In this paper, we first derive a general multitrajectory forward-backward smoothing equation based on sets of trajectories and the random finite set framework. Then we show how to sample sets of trajectories using backward simulation when the multitarget filtering densities are multi-Bernoulli processes. The proposed approach is demonstrated in a simulation study.
Cite
@article{arxiv.2008.02051,
title = {Backward Simulation for Sets of Trajectories},
author = {Yuxuan Xia and Lennart Svensson and Ángel F. García-Fernández and Karl Granström and Jason L. Williams},
journal= {arXiv preprint arXiv:2008.02051},
year = {2021}
}
Comments
Published in 23rd International Conference on Information Fusion. This arXiv version contains more detailed derivations