Title :
Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow
Author :
Pace, M. ; Del Moral, Pierre
Author_Institution :
IRIDIA Artificial Intell. Res. Lab., Univ. Libre de Bruxelles, Brussels, Belgium
Abstract :
We discuss a connection between spatial branching processes and the PHD recursion based on conditioning principles for Poisson Point Processes. The branching process formulation gives a generalized Feynman-Kac systems interpretation of the PHD filtering equations, which enables the derivation of mean-field implementations of the PHD filter. This approach provides a principled means for obtaining target tracks and alleviates the need for pruning, merging and clustering for the estimation of multi-target states.
Keywords :
filtering theory; stochastic processes; target tracking; PHD filtering equations; PHD recursion conditioning principles; Poisson point process; generalized Feynman-Kac flow system; mean-field PHD filters; multitarget state estimation; probability hypothesis density filter; spatial branching process; target tracking; Clutter; Filtering; Target tracking; Feynman-Kac equations; PHD Filter; multi-target tracking;
Journal_Title :
Selected Topics in Signal Processing, IEEE Journal of
DOI :
10.1109/JSTSP.2013.2250909