Marginal multi-Bernoulli filters: RFS derivation of MHT, JIPDA and association-based MeMBer

Recent developments in random finite sets (RFSs) have yielded a variety of tracking methods that avoid data association. This paper derives a form of the full Bayes RFS filter and observes that data association is implicitly present, in a data structure similar to MHT. Subsequently, algorithms are obtained by approximating the distribution of associations. Two algorithms result: one nearly identical to JIPDA, and another related to the MeMBer filter. Both improve performance in challenging environments.Comment: Journal version at http://ieeexplore.ieee.org/document/7272821. Matlab code of simple implementation included with ancillary file

Two-layer particle filter for multiple target detection and tracking

This paper deals with the detection and tracking of an unknown number of targets using a Bayesian hierarchical model with target labels. To approximate the posterior probability density function, we develop a two-layer particle filter. One deals with track initiation, and the other with track maintenance. In addition, the parallel partition method is proposed to sample the states of the surviving targets