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Bernoulli Particle/Box-Particle Filters for Detection and Tracking in the Presence of Triple Measurement Uncertainty

Research output: Contribution to journalJournal article


<mark>Journal publication date</mark>2012
<mark>Journal</mark>IEEE Transactions on Signal Processing
Issue number5
Number of pages14
Pages (from-to)2138-2151
<mark>Original language</mark>English


This work presents sequential Bayesian detection and estimation methods for nonlinear dynamic stochastic systems using measurements affected by three sources of uncertainty: stochastic, set-theoretic and data association uncertainty. Following Mahler’s framework for information fusion, the paper
develops the optimal Bayes filter for this problem in the form of the Bernoulli filter for interval measurements. Two numerical implementations of the optimal filter are developed. The first is the Bernoulli particle filter (PF), which turns out to require a large number of particles in order to achieve a satisfactory
performance. For the sake of reduction in the number of particles, the paper also develops an implementation based on box particles, referred to as the Bernoulli Box-PF. A box particle is a random sample that occupies a small and controllable rectangular region of non-zero volume in the target state space.
Manipulation of boxes utilizes the methods of interval analysis. The two implementations are compared numerically and found to perform remarkably well: the target is reliably detected and the posterior probability density function of the target state is estimated accurately. The Bernoulli Box-PF, however, when designed carefully, is computationally more efficient.

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