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Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

Estimating hidden states in dynamical systems, also known as optimal filtering, is a long-standing problem in various fields of science and engineering. In this paper, we introduce a general filtering framework, \textbf{LLM-Filter}, which…

Machine Learning · Computer Science 2025-09-25 Shiqi Liu , Wenhan Cao , Chang Liu , Zeyu He , Tianyi Zhang , Shengbo Eben Li

This paper presents the Gaussian implementation of the multi-Bernoulli mixture (MBM) filter. The MBM filter provides the filtering (multi-target) density for the standard dynamic and radar measurement models when the birth model is…

Signal Processing · Electrical Eng. & Systems 2019-08-26 Ángel F. García-Fernández , Yuxuan Xia , Karl Granström , Lennart Svensson , Jason L. Williams

This paper considers multiple extended object tracking based on Poisson multi-Bernoulli mixture (PMBM) filtering, which gives the closed-form Bayesian solution for standard multiple extended object models with Poisson birth. To efficiently…

Methodology · Statistics 2026-04-28 Yuxuan Xia , Ángel F. García-Fernández , Lennart Svensson

This paper presents a Poisson multi-Bernoulli mixture (PMBM) conjugate prior for multiple extended object filtering. A Poisson point process is used to describe the existence of yet undetected targets, while a multi-Bernoulli mixture…

Computation · Statistics 2019-12-09 Karl Granstrom , Maryam Fatemi , Lennart Svensson

This paper proposes a Poisson multi-Bernoulli mixture (PMBM) filter for coexisting point and extended targets, i.e., for scenarios where there may be simultaneous point and extended targets. The PMBM filter provides a recursion to compute…

Methodology · Statistics 2021-05-19 Ángel F. García-Fernández , Jason L. Williams , Lennart Svensson , Yuxuan Xia

The paper addresses distributed multi-target tracking in the framework of generalized Covariance Intersection (GCI) over multistatic radar system. The proposed method is based on the unlabeled version of generalized labeled multi-Bernoulli…

Methodology · Statistics 2016-03-22 Meng Jiang , Wei Yi , Reza Hoseinnezhad , Lingjiang Kong

Multi-object density is a fundamental descriptor of a point process and has ability to describe the randomness of number and values of objects, as well as the statistical correlation between objects. Due to its comprehensive nature, it…

Systems and Control · Computer Science 2018-05-09 Wei Yi , Suqi Li

This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior density of states and parameters over time. In order to…

Methodology · Statistics 2016-11-14 Jonathan R. Stroud , Matthias Katzfuss , Christopher K. Wikle

This paper proposes a new multi-Bernoulli filter called the Adaptive Labeled Multi-Bernoulli filter. It combines the relative strengths of the known Delta-Generalized Labeled Multi-Bernoulli and the Labeled Multi-Bernoulli filter. The…

Systems and Control · Computer Science 2018-12-24 Andreas Danzer , Stephan Reuter , Klaus Dietmayer

This paper considers the problem of the distributed fusion of multi-object posteriors in the labeled random finite set filtering framework, using Generalized Covariance Intersection (GCI) method. Our analysis shows that GCI fusion with…

Systems and Control · Computer Science 2018-02-14 Suqi Li , Wei Yi , Reza Hoseinnezhad , Giorgio Battistelli , Bailu Wang , Lingjiang Kong

This paper addresses the problem of group target tracking (GTT), wherein multiple closely spaced targets within a group pose a coordinated motion. To improve the tracking performance, the labeled random finite sets (LRFSs) theory is…

Systems and Control · Electrical Eng. & Systems 2024-08-20 Chaoqun Yang , Xiaowei Liang , Zhiguo Shi , Heng Zhang , Xianghui Cao

In this paper we present a general solution for multi-target tracking with superpositional measurements. Measurements that are functions of the sum of the contributions of the targets present in the surveillance area are called…

Methodology · Statistics 2023-07-19 Francesco Papi , Du Yong Kim

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

Machine Learning · Statistics 2018-11-09 Maryam Fatemi , Karl Granström , Lennart Svensson , Francisco J. R. Ruiz , Lars Hammarstrand

The Poisson multi-Bernoulli mixture (PMBM) filter is conjugate prior composed of the union of a Poisson point process (PPP) and a multi-Bernoulli mixture (MBM). In this paper, a new PMBM filter for tracking multiple targets with randomly…

Systems and Control · Computer Science 2019-04-09 Guchong Li

The sensor whose output is a function of the sum of contributions from targets present in the surveillance area is called superpositional sensor. In this letter, target clustering based multi-Bernoulli filter for superpositional sensors is…

Signal Processing · Electrical Eng. & Systems 2023-08-21 Wang Sen

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.…

Signal Processing · Electrical Eng. & Systems 2021-02-23 Yuxuan Xia , Lennart Svensson , Ángel F. García-Fernández , Karl Granström , Jason L. Williams

We present a principled study on establishing a recursive Bayesian estimation scheme using B-splines in Euclidean spaces. The use of recurrent control points as the state vector is first conceptualized in a recursive setting. This enables…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Kailai Li

We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…

Methodology · Statistics 2020-10-22 Ayman Boustati , Ömer Deniz Akyildiz , Theodoros Damoulas , Adam M. Johansen

We propose an efficient random finite set (RFS) based algorithm for multiobject tracking in which the object states are modeled by a combination of a labeled multi-Bernoulli (LMB) RFS and a Poisson RFS. The less computationally demanding…

Signal Processing · Electrical Eng. & Systems 2022-04-20 Thomas Kropfreiter , Florian Meyer , Franz Hlawatsch