Title
A sequential Monte Carlo approximation of the HISP filter
Abstract
A formulation of the hypothesised filter for independent stochastic populations (HISP) is proposed, based on the concept. of association measure, which is a measure on the set of observation histories. Using this formulation, a particle approximation is introduced at the level of the association measure for handling the exponential growth in the number of underlying hypotheses. This approximation is combined with a sequential Monte Carlo implementation for the underlying single-object distributions to form a mixed particle association model. Finally, the performance of this approach is compared against a Kalman filter implementation on simulated data based on a finite-resolution sensor.
Year
DOI
Venue
2015
10.1109/EUSIPCO.2015.7362584
European Signal Processing Conference
Keywords
Field
DocType
Multi-object filtering,finite-resolution sensor
Applied mathematics,Mathematical optimization,Extended Kalman filter,Particle filter,Kalman filter,Atmospheric measurements,Ensemble Kalman filter,Mathematics,Exponential growth
Conference
ISSN
Citations 
PageRank 
2076-1465
0
0.34
References 
Authors
5
3
Name
Order
Citations
PageRank
Jeremie Houssineau1349.57
Daniel E. Clark236036.76
Pierre Del Moral313918.60