Title
Forward-Backward Probability Hypothesis Density Smoothing
Abstract
A forward-backward probability hypothesis density (PHD) smoother involving forward filtering followed by backward smoothing is proposed. The forward filtering is performed by Mahler's PHD recursion. The PHD backward smoothing recursion is derived using finite set statistics (FISST) and standard point process theory. Unlike the forward PHD recursion, the proposed backward PHD recursion is exact and does not require the previous iterate to be Poisson. In addition, assuming the previous iterate is Poisson, the cardinality distribution and all moments of the backward-smoothed multi-target density are derived. It is also shown that PHD smoothing alone does not necessarily improve cardinality estimation. Using an appropriate particle implementation we present a number of experiments to investigate the ability of the proposed multi-target smoother to correct state as well as cardinality errors.
Year
DOI
Venue
2012
10.1109/TAES.2012.6129665
IEEE Trans. Aerospace and Electronic Systems
Keywords
Field
DocType
Smoothing methods,Filtering theory,Density measurement,Clutter,Estimation,Target tracking
Applied mathematics,Mathematical optimization,Control theory,Clutter,Point process,Filter (signal processing),Stochastic process,Cardinality,Smoothing,Poisson distribution,Recursion,Mathematics
Journal
Volume
Issue
ISSN
48
1
0018-9251
Citations 
PageRank 
References 
17
1.02
10
Authors
3
Name
Order
Citations
PageRank
R. P.S. Mahler112927.54
Ba Tuong Vo236220.68
Ba-Ngu Vo32408175.90