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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…

Methodology · Statistics 2018-02-14 Isabel Schlangen , Emmanuel D. Delande , Jeremie Houssineau , Daniel E. Clark

As a fundamental piece of multi-object Bayesian inference, multi-object density has the ability to describe the uncertainty of the number and values of objects, as well as the statistical correlation between objects, thus perfectly matches…

Systems and Control · Computer Science 2016-03-29 Suqi Li , Wei Yi , Bailu Wang , Lingjiang Kong

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

The multi-target Bayes filter proposed by Mahler is a principled solution to recursive Bayesian tracking based on RFS or FISST. The $\delta$-GLMB filter is an exact closed form solution to the multi-target Bayes recursion which yields joint…

Computation · Statistics 2017-04-12 C. Fantacci , B. -T. Vo , F. Papi , B. -N. Vo

This paper considers a batch solution to the multi-object tracking problem based on sets of trajectories. Specifically, we present two offline implementations of the trajectory Poisson multi-Bernoulli mixture (TPMBM) filter for batch data…

Signal Processing · Electrical Eng. & Systems 2024-06-25 Yuxuan Xia , Ángel F. García-Fernández , Lennart Svensson

We present a random finite set-based method for achieving comprehensive situation awareness by each vehicle in a distributed vehicle network. Our solution is designed for labeled multi-Bernoulli filters running in each vehicle. It involves…

Signal Processing · Electrical Eng. & Systems 2022-09-12 James Klupacs , Amirali Khodadadian Gostar , Alireza Bab-Hadiashar , Jennifer Palmer , Reza Hosseinezhad

This paper introduces the {\it particle swarm filter} (not to be confused with particle swarm optimization): a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive…

Methodology · Statistics 2021-02-16 Taylor R. Brown

This paper proposes the Trajectory-Information Exchange Multi-Bernoulli (T-IEMB) filter to estimate sets of alive and all trajectories in track-before-detect applications with generalised superpositional measurements. This measurement model…

Signal Processing · Electrical Eng. & Systems 2026-02-03 Sion Lynch , Ángel F. García-Fernández , Lee Devlin

In this paper, we consider a new framework for particle filtering under model uncertainty that operates beyond the scope of Markovian switching systems. Specifically, we develop a novel particle filtering algorithm that applies to general…

Computation · Statistics 2020-09-11 Yousef El-Laham , Liu Yang , Petar M. Djuric , Monica F. Bugallo

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…

Signal Processing · Electrical Eng. & Systems 2018-07-09 Minzhe Li , Zhongliang Jing

In target tracking and sensor fusion contexts it is not unusual to deal with a large number of Gaussian densities that encode the available information (multiple hypotheses), as in applications where many sensors, affected by clutter or…

Computation · Statistics 2022-10-04 Alessandro D'Ortenzio , Costanzo Manes , Umut Orguner

This paper addresses distributed multi-object tracking over a network of heterogeneous and geographically dispersed nodes with sensing, communication and processing capabilities. The main contribution is an approach to distributed…

Systems and Control · Computer Science 2016-06-10 C. Fantacci , B. -N. Vo , B. -T. Vo , G. Battistelli , L. Chisci

This paper presents an exact Bayesian filtering solution for the multi-object tracking problem with the generic observation model. The proposed solution is designed in the labeled random finite set framework, using the product styled…

Systems and Control · Computer Science 2017-10-09 Suqi Li , Wei Yi , Reza Hoseinnezhad , Bailu Wang , Lingjiang Kong

Predictive recursion (PR) is a fast, recursive algorithm that gives a smooth estimate of the mixing distribution under the general mixture model. However, the PR algorithm requires evaluation of a normalizing constant at each iteration.…

Computation · Statistics 2025-07-09 Vaidehi Dixit , Ryan Martin

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…

Systems and Control · Computer Science 2016-02-15 Branko Ristic , Michael Beard , Claudio Fantacci

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…

Signal Processing · Electrical Eng. & Systems 2021-08-10 Lingji Chen

Multi-target tracking (MTT) serves as a cornerstone technology in information fusion, yet faces significant challenges in robustness and efficiency when dealing with model uncertainties, clutter interference, and target interactions.…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Ming Lei , Shufan Wu

This paper defines and implements a non-Bayesian fusion rule for combining densities of probabilities estimated by local (non-linear) filters for tracking a moving target by passive sensors. This rule is the restriction to a strict…

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Methodology · Statistics 2007-10-24 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth Roberts
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