Title
Bayesian estimation of multi-object systems with independently identically distributed correlations
Abstract
Recent generalisations of stochastic filtering methods to multi-object systems have become very popular for solving multi-target tracking problems over the last decade. However, there was previously no general means of introducing correlations between objects. In this article, we investigate generalisations of such multi-object filters for systems where there may be dependencies between objects. Determining probability and factorial moment densities is facilitated by the use of a recent result in variational calculus, a general form of Faà di Bruno's formula. The result is illustrated through the Probability Hypothesis Density (PHD) filter, as a first-order moment example of the general form.
Year
DOI
Venue
2014
10.1109/SSP.2014.6884617
Statistical Signal Processing
Keywords
Field
DocType
Bayes methods,filtering theory,stochastic processes,target tracking,Bayesian estimation,Faà di Bruno's formula,PHD filter,factorial moment densities,independently identically distributed correlations,multiobject filters,multiobject systems,multitarget tracking problems,probability hypothesis density,probability moment densities,stochastic filtering methods
Probability hypothesis density filter,Applied mathematics,Factorial moment,Pattern recognition,Point process,Calculus of variations,Filter (signal processing),Artificial intelligence,Independent and identically distributed random variables,Bayes estimator,Mathematics
Conference
Citations 
PageRank 
References 
1
0.39
2
Authors
2
Name
Order
Citations
PageRank
Jeremie Houssineau1349.57
Daniel E. Clark236036.76