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A second-order PHD filter with mean and variance in target number
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Schlangen, Isabel, Delande, Emmanuel D., Houssineau, Jeremie and Clark, Daniel E. (2018) A second-order PHD filter with mean and variance in target number. IEEE Transactions on Signal Processing, 66 (1). pp. 48-63. doi:10.1109/TSP.2017.2757905 ISSN 1053-587X.
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Official URL: http://dx.doi.org/10.1109/TSP.2017.2757905
Abstract
The Probability Hypothesis Density (PHD) and Cardinalized PHD (CPHD) filters are popular solutions to the multitarget tracking problem due to their low complexity and ability to estimate the number and states of targets in cluttered environments. The PHD filter propagates the first-order moment (i.e. mean) of the number of targets while the CPHD propagates the cardinality distribution in the number of targets, albeit for a greater computational cost. Introducing the Panjer point process, this paper proposes a Second-Order PHD (SO-PHD) filter, propagating the second-order moment (i.e., variance) of the number of targets alongside its mean. The resulting algorithm is more versatile in the modeling choices than the PHD filter, and its computational cost is significantly lower compared to the CPHD filter. This paper compares the three filters in statistical simulations which demonstrate that the proposed filter reacts more quickly to changes in the number of targets, i.e., target births and target deaths, than the CPHD filter. In addition, a new statistic for multiobject filters is introduced in order to study the correlation between the estimated number of targets in different regions of the state space, and propose a quantitative analysis of the spooky effect for the three filters.
Item Type: | Journal Article | ||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||
Journal or Publication Title: | IEEE Transactions on Signal Processing | ||||||
Publisher: | IEEE Computer Society | ||||||
ISSN: | 1053-587X | ||||||
Official Date: | 1 January 2018 | ||||||
Dates: |
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Volume: | 66 | ||||||
Number: | 1 | ||||||
Page Range: | pp. 48-63 | ||||||
DOI: | 10.1109/TSP.2017.2757905 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Open Access (Creative Commons) |
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