Poisson Multi-Bernoulli Mixture Filter: Direct Derivation and Implementation

• We provide a derivation of the Poisson multi-Bernoulli mixture (PMBM) filter for multitarget tracking with the standard point target measurements without using probability generating functionals or functional derivatives. We also establish the connection with the δ-generalized labeled multi-Bernoulli (δ -GLMB) filter, showing that a δ-GLMB density represents a multi-Bernoulli mixture with labeled targets so it can be seen as a special case of PMBM. In addition, we propose an implementation for linear/Gaussian dynamic and measurement models and how to efficiently obtain typical estimators in the literature from the PMBM. The PMBM filter is shown to outperform other filters in the literature in a challenging scenario.

Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)

Keyword

multiple target tracking (MTT)

Conjugate priors

multiple hypothesis tracking

random finite sets (RFSs)

Publication and Content Type

art (subject category)

ref (subject category)