Multi-target tracking in clutter with sequential Monte Carlo methods

For multi-target tracking (MTT) in the presence of clutters, both issues of state estimation and data association are crucial. This study tackles them jointly by Sequential Monte Carlo methods, a.k.a. particle filters. A number of novel particle algorithms are devised. The first one, which we term Monte-Carlo data association (MCDA), is a direct extension of the classical sequential importance resampling (SIR) algorithm. The second one is called maximum predictive particle filter (MPPF), in which the measurement combination with the maximum predictive likelihood is used to update the estimate of the multi-target´s posterior. The third, called proportionally weighting particle filter (PWPF), weights all feasible measurement combinations according to their predictive likelihoods, and uses them proportionally in the importance sampling framework. We demonstrate the efficiency and superiority of our methods over conventional approaches through simulations.