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Particle probability hypothesis density filtering has become a promising means for multi-target tracking due to its capability of handling an unknown and time-varying number of targets in non-linear non-Gaussian system. However, its…

Computation · Statistics 2015-03-13 Wang Junjie , Zhao Lingling , Su Xiaohong , Ma Peijun

When tracking a large number of targets, it is often computationally expensive to represent the full joint distribution over target states. In cases where the targets move independently, each target can instead be tracked with a separate…

Artificial Intelligence · Computer Science 2007-05-23 Hedvig Sidenbladh

Multi-target tracking is an important problem in civilian and military applications. This paper investigates multi-target tracking in distributed sensor networks. Data association, which arises particularly in multi-object scenarios, can be…

Multiagent Systems · Computer Science 2018-12-04 Mark R. Leonard , Abdelhak M. Zoubir

To account for joint tracking and classification (JTC) of multiple targets from observation sets in presence of detection uncertainty, noise and clutter, this paper develops a new trajectory probability hypothesis density (TPHD) filter,…

Signal Processing · Electrical Eng. & Systems 2021-11-09 Shaoxiu Wei , Boxiang Zhang , Wei Yi

This paper presents the probability hypothesis density (PHD) filter for sets of trajectories: the trajectory probability density (TPHD) filter. The TPHD filter is capable of estimating trajectories in a principled way without requiring to…

Applications · Statistics 2018-09-14 Ángel F. García-Fernández , Lennart Svensson

We present a modelling framework for multi-target tracking based on possibility theory and illustrate its ability to account for the general lack of knowledge that the target-tracking practitioner must deal with when working with real data.…

Methodology · Statistics 2021-03-10 Jeremie Houssineau

The Pairwise Markov Chain (PMC) is a probabilistic graphical model extending the well-known Hidden Markov Model. This model, although highly effective for many tasks, has been scarcely utilized for continuous value prediction. This is…

Machine Learning · Statistics 2025-08-12 Elie Azeraf

Passive multi-target tracking applications require the integration of multiple spatially distributed sensor measurements to distinguish true tracks from ghost tracks. A popular multi-target tracking approach for these applications is the…

Systems and Control · Electrical Eng. & Systems 2021-08-11 Christopher Berry , Donald J. Bucci , Samuel W. Schmidt

The trajectory probability hypothesis density filter (TPHD) is capable of producing trajectory estimates in first principle without adding labels or tags. In this paper, we propose a new TPHD filter referred as MM-TPHD for jump Markov…

Signal Processing · Electrical Eng. & Systems 2020-11-10 Boxiang Zhang , Wei Yi

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

Natural Language Processing (NLP) models' current trend consists of using increasingly more extra-data to build the best models as possible. It implies more expensive computational costs and training time, difficulties for deployment, and…

Computation and Language · Computer Science 2025-08-12 Elie Azeraf , Emmanuel Monfrini , Emmanuel Vignon , Wojciech Pieczynski

Particle Metropolis-Hastings (PMH) allows for Bayesian parameter inference in nonlinear state space models by combining Markov chain Monte Carlo (MCMC) and particle filtering. The latter is used to estimate the intractable likelihood. In…

Computation · Statistics 2016-04-01 Johan Dahlin , Fredrik Lindsten , Thomas B. Schön

This paper develops a general trajectory probability hypothesis density (TPHD) filter, which uses a general density for target-generated measurements and is able to estimate trajectories of coexisting point and extended targets. First, we…

Signal Processing · Electrical Eng. & Systems 2026-03-17 Shaoxiu Wei , Ángel F. García-Fernández , Wei Yi

In this work, we develop tracking and estimation techniques relevant to underwater targets. Particularly, we explore particle filtering techniques for target tracking. It is a numerical approximation method for implementing a recursive…

Signal Processing · Electrical Eng. & Systems 2019-10-11 T M Feroz Ali

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are…

Artificial Intelligence · Computer Science 2023-10-20 Michael H. Lim , Tyler J. Becker , Mykel J. Kochenderfer , Claire J. Tomlin , Zachary N. Sunberg

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Computation · Statistics 2025-04-15 Alaa Amri , Víctor Elvira , Amy L. Wilson

We propose a new framework that extends the standard Probability Hypothesis Density (PHD) filter for multiple targets having $N\geq2$ different types based on Random Finite Set theory, taking into account not only background clutter, but…

Computer Vision and Pattern Recognition · Computer Science 2019-02-05 Nathanael L. Baisa , Andrew Wallace

In this work, a kernel-based Ensemble Gaussian Mixture Probability Hypothesis Density (EnGM-PHD) filter is presented for multi-target filtering applications. The EnGM-PHD filter combines the Gaussian-mixture-based techniques of the Gaussian…

Machine Learning · Computer Science 2025-05-02 Dalton Durant , Renato Zanetti

The probability hypothesis density (PHD) and Poisson multi-Bernoulli (PMB) filters are two popular set-type multi-object filters. Motivated by the fact that the multi-object filtering density after each update step in the PHD filter is a…

Signal Processing · Electrical Eng. & Systems 2024-07-23 Yuxuan Xia , Ángel F. García-Fernández , Lennart Svensson
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