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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

This paper presents a new derivation of the variational Poisson multi-Bernoulli (V-PMB) filter for multi-target estimation proposed in [#Williams15]. The proposed derivation is based on considering an augmented space that includes the set…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Ángel F. García-Fernández , Yuxuan Xia

This paper presents two trajectory Poisson multi-Bernoulli (TPMB) filters for multi-target tracking: one to estimate the set of alive trajectories at each time step and another to estimate the set of all trajectories, which includes alive…

Computer Vision and Pattern Recognition · Computer Science 2020-09-18 Ángel F. García-Fernández , Lennart Svensson , Jason L. Williams , Yuxuan Xia , Karl Granström

Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…

Methodology · Statistics 2020-10-29 Sina Mews , Roland Langrock , Marius Ötting , Houda Yaqine , Jost Reinecke

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

Many scientific fields collect longitudinal count compositional data. Each observation is a multivariate count vector, where the total counts are arbitrary, and the information lies in the relative frequency of the counts. Multiple authors…

Applications · Statistics 2025-06-10 Manan Saxena , Tinghua Chen , Justin D. Silverman

The MS-GLMB filter offers a robust framework for tracking multiple objects through the use of multi-sensor data. Building on this, the MV-GLMB and MV-GLMB-AB filters enhance the MS-GLMB capabilities by employing cameras for 3D multi-sensor…

Computer Vision and Pattern Recognition · Computer Science 2024-10-22 Linh Van Ma , Muhammad Ishfaq Hussain , Kin-Choong Yow , Moongu Jeon

The generalized labeled multi-Bernoulli (GLMB) is a family of tractable models that alleviates the limitations of the Poisson family in dynamic Bayesian inference of point processes. In this paper, we derive closed form expressions for the…

Computation · Statistics 2015-10-20 Michael Beard , Ba-Tuong Vo , Ba-Ngu Vo , Sanjeev Arulampalam

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 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

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

In many applications, tracking of multiple objects is crucial for a perception of the current environment. Most of the present multi-object tracking algorithms assume that objects move independently regarding other dynamic objects as well…

Robotics · Computer Science 2018-12-21 Andreas Danzer , Fabian Gies , Klaus Dietmayer

We present an efficient numerical implementation of the $\delta$-Generalized Labeled Multi-Bernoulli multi-target tracking filter. Each iteration of this filter involves an update operation and a prediction operation, both of which result…

Computation · Statistics 2017-03-01 B. -N. Vo , B. -T. Vo , D. Phung

In this paper, we propose a Poisson multi-Bernoulli (PMB) filter for extended object tracking (EOT), which directly estimates the set of object trajectories, using belief propagation (BP). The proposed filter propagates a PMB density on the…

Signal Processing · Electrical Eng. & Systems 2023-09-20 Yuxuan Xia , Ángel F. García-Fernández , Florian Meyer , Jason L. Williams , Karl Granström , Lennart Svensson

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

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…

Machine Learning · Computer Science 2016-05-09 Bo Dai , Niao He , Hanjun Dai , Le Song

The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e.,…

Machine Learning · Statistics 2017-11-08 Stefanos Eleftheriadis , Thomas F. W. Nicholson , Marc Peter Deisenroth , James Hensman

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 presents a Poisson multi-Bernoulli mixture (PMBM) filter for multi-target filtering based on sensor measurements that are sets of trajectories in the last two-time step window. The proposed filter, the trajectory measurement PMBM…

Signal Processing · Electrical Eng. & Systems 2025-11-25 Marco Fontana , Ángel F. García-Fernández , Simon Maskell

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