Bayesian Filtering With Random Finite Set Observations

B.T. Vo, Ba-Ngu Vo, Antonio Cantoni

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    175 Citations (Scopus)
    512 Downloads (Pure)


    This paper presents a novel and mathematicallyrigorous Bayes’ recursion for tracking a target that generatesmultiple measurements with state dependent sensor field ofview and clutter. Our Bayesian formulation is mathematicallywell-founded due to our use of a consistent likelihood functionderived from random finite set theory. It is established that undercertain assumptions, the proposed Bayes’ recursion reduces tothe cardinalized probability hypothesis density (CPHD) recursionfor a single target. A particle implementation of the proposedrecursion is given. Under linear Gaussian and constant sensor fieldof view assumptions, an exact closed-form solution to the proposedrecursion is derived, and efficient implementations are given.Extensions of the closed-form recursion to accommodate mildnonlinearities are also given using linearization and unscentedtransforms.
    Original languageEnglish
    Pages (from-to)1313-1326
    JournalIEEE Transactions on Signal Processing
    Issue number4
    Publication statusPublished - 2008


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