Trajectory PHD and CPHD Filters

Garcia-Fernandez, Angel F ORCID: 0000-0002-6471-8455 and Svensson, Lennart (2019) Trajectory PHD and CPHD Filters. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 67 (22). pp. 5702-5714.

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Official URL: http://dx.doi.org/10.1109/TSP.2019.2943234

Abstract

This paper presents the probability hypothesis density filter (PHD) and the cardinality PHD (CPHD) filter for sets of trajectories, which are referred to as the trajectory PHD (TPHD) and trajectory CPHD (TCPHD) filters. Contrary to the PHD/CPHD filters, the TPHD/TCPHD filters are able to produce trajectory estimates from first principles. The TPHD filter is derived by recursively obtaining the best Poisson multitrajectory density approximation to the posterior density over the alive trajectories by minimising the Kullback-Leibler divergence. The TCPHD is derived in the same way but propagating an independent identically distributed (IID) cluster multitrajectory density approximation. We also propose the Gaussian mixture implementations of the TPHD and TCPHD recursions, the Gaussian mixture TPHD (GMTPHD) and the Gaussian mixture TCPHD (GMTCPHD), and the L-scan computationally efficient implementations, which only update the density of the trajectory states of the last L time steps.

Item Type:	Article
Additional Information:	MATLAB implementations are provided here: https://github.com/Agarciafernandez/MTT
Uncontrolled Keywords:	Trajectory, Target tracking, Minimization, Radio frequency, Buildings, Information filters, Multitarget tracking, random finite sets, sets of trajectories, PHD, CPHD
Depositing User:	Symplectic Admin
Date Deposited:	08 Oct 2019 08:39
Last Modified:	19 Jan 2023 00:23
DOI:	10.1109/TSP.2019.2943234
Related URLs:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3057455