Paper
A Technique for Deriving Multitarget Intensity Filters Using Ordinary Derivatives
Publication
Volume Number:
9
Issue Number:
1
Pages:
Starting page
3
Ending page
12
Publication Date:
Publication Date
June 2014
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Abstract
In multitarget tracking problems based on finite point process models of targets and measurements, it is known that the distribution of the Bayes posterior point process is a ratio of functional derivatives of a joint probability generating functional. It is shown here that these functional derivatives can be found by evaluating ordinary derivatives. The method is exact, not approximate. Several examples are presented, including multisensor target tracking and extended-target tracking. The method is well suited to the needs of particle filter implementations.
