Related papers: Gaussian implementation of the multi-Bernoulli mix…
We generalize the popular ensemble Kalman filter to an ensemble transform filter where the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous…
This paper provides a comparative analysis between the adaptive birth model used in the labelled random finite set literature and the track initiation in the Poisson multi-Bernoulli mixture (PMBM) filter, with point-target models. The PMBM…
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…
Recursive estimation of nonlinear dynamical systems is an important problem that arises in several engineering applications. Consistent and accurate propagation of uncertainties is important to ensuring good estimation performance. It is…
In this paper, a novel approach is proposed for multi-target joint detection, tracking and classification based on the labeled random finite set and generalized Bayesian risk using Radar and ESM sensors. A new Bayesian risk is defined for…
A multiple maneuvering target system can be viewed as a Jump Markov System (JMS) in the sense that the target movement can be modeled using different motion models where the transition between the motion models by a particular target…
In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…
We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…
State space models in which the system state is a finite set--called the multi-object state--have generated considerable interest in recent years. Smoothing for state space models provides better estimation performance than filtering by…
The amplitude information of target returns has been incorporated into many tracking algorithms for performance improvements. One of the limitations of employing amplitude feature is that the signal-to-noise ratio (SNR) of the target, i.e.,…
The Poisson multi-Bernoulli mixture (PMBM) is an unlabelled multi-target distribution for which the prediction and update are closed. It has a Poisson birth process, and new Bernoulli components are generated on each new measurement as a…
We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…
This overview paper describes the particle methods developed for the implementation of the a class of Bayes filters formulated using the random finite set formalism. It is primarily intended for the readership already familiar with the…
We present a theoretical analysis of Gaussian-binary restricted Boltzmann machines (GRBMs) from the perspective of density models. The key aspect of this analysis is to show that GRBMs can be formulated as a constrained mixture of…
The class of Labeled Random Finite Set filters known as the delta-Generalized Labeled Multi-Bernoulli (dGLMB) filter represents the filtering density as a set of weighted hypotheses, with each hypothesis consisting of a set of labeled…
This paper proposes a heterogenous density fusion approach to scalable multisensor multitarget tracking where the inter-connected sensors run different types of random finite set (RFS) filters according to their respective capacity and…
Gaussian Mixture Models (GMM) do not adapt well to curved and strongly nonlinear data. However, we can use Gaussians in the curvilinear coordinate systems to solve this problem. Moreover, such a solution allows for the adaptation of…
Dasgupta and Shulman showed that a two-round variant of the EM algorithm can learn mixture of Gaussian distributions with near optimal precision with high probability if the Gaussian distributions are well separated and if the dimension is…
Many real-world tasks, from associative memory to symbolic reasoning, benefit from discrete, structured representations that standard continuous latent models can struggle to express. We introduce the Gaussian-Multinoulli Restricted…
In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…