Estimating the Static Parameters in Linear Gaussian Multiple Target Tracking Models
Applications
2014-10-09 v1 Computation
Methodology
Abstract
We present both offline and online maximum likelihood estimation (MLE) techniques for inferring the static parameters of a multiple target tracking (MTT) model with linear Gaussian dynamics. We present the batch and online versions of the expectation-maximisation (EM) algorithm for short and long data sets respectively, and we show how Monte Carlo approximations of these methods can be implemented. Performance is assessed in numerical examples using simulated data for various scenarios and a comparison with a Bayesian estimation procedure is also provided.
Cite
@article{arxiv.1212.0849,
title = {Estimating the Static Parameters in Linear Gaussian Multiple Target Tracking Models},
author = {Sinan Yildirim and Lan Jiang and Sumeetpal S. Singh and Tom Dean},
journal= {arXiv preprint arXiv:1212.0849},
year = {2014}
}
Comments
17 double column pages, 9 figures