Related papers: Trajectory probability hypothesis density filter
Particle filtering algorithms have enabled practical solutions to problems in autonomous robotics (self-driving cars, UAVs, warehouse robots), target tracking, and econometrics, with further applications in speech processing and medicine…
In this paper we introduce the intuitive notion of trivergence of probability distributions (TPD). This notion allow us to calculate the similarity among triplets of objects. For this computation, we can use the well known measures of…
Increasing availability of vehicle GPS data has created potentially transformative opportunities for traffic management, route planning and other location-based services. Critical to the utility of the data is their accuracy. Map-matching…
Particle filters are a powerful and flexible tool for performing inference on state-space models. They involve a collection of samples evolving over time through a combination of sampling and re-sampling steps. The re-sampling step is…
Lagrangian Particle Tracking (LPT) enables practitioners to study various concepts in turbulence by measuring particle positions in flows of interest. This data is subject to measurement errors, and filtering techniques are applied to…
The pair correlation function is introduced to target tracking filters that use a finite point process target model as a means to investigate interactions in the Bayes posterior target process. It is shown that the Bayes posterior target…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
The Probability Hypothesis Density (PHD) and Cardinalized PHD (CPHD) filters are popular solutions to the multi-target tracking problem due to their low complexity and ability to estimate the number and states of targets in cluttered…
Mixture-model particle filters such as the ensemble Gaussian mixture filter require a resampling procedure in order to converge to exact Bayesian inference. Canonically, stochastic resampling is performed, which provides useful samples with…
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.…
A Multiple Target, Multiple Type Filtering (MTMTF) algorithm is developed using Random Finite Set (RFS) theory. First, we extend the standard Probability Hypothesis Density (PHD) filter for multiple types of targets, each with distinct…
We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…
We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…
This paper proposes an efficient implementation of the Poisson multi-Bernoulli mixture (PMBM) trajectory filter. The proposed implementation performs track-oriented N-scan pruning to limit complexity, and uses dual decomposition to solve…
The Poisson multi-Bernoulli mixture (PMBM) is a multi-object conjugate prior for the closed-form Bayes random finite sets filter. The extended object PMBM filter provides a closed-form solution for multiple extended object filtering with…
Point-mass filters solve Bayesian recursive relations by approximating probability density functions of a system state over grids of discrete points. The approach suffers from the curse of dimensionality. The exponential increase of the…
Particle flow Gaussian particle flow (PFGPF) uses an invertible particle flow to generate a proposal density. It approximates the predictive and posterior distributions as Gaussian densities. In this paper, we use bank of PFGPF filters to…
Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…
Bayesian methods are appealing in their flexibility in modeling complex data and ability in capturing uncertainty in parameters. However, when Bayes' rule does not result in tractable closed-form, most approximate inference algorithms lack…
The crucial step in designing a particle filter for a particular application is the choice of importance density. The optimal scheme is to use the conditional posterior density of the state, but this cannot be sampled or calculated…