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Journal Articles IEEE Journal of Selected Topics in Signal Processing Year : 2013

Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow

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.
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Dates and versions

hal-00932284 , version 1 (16-01-2014)

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Michele Pace, Pierre del Moral. Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow. IEEE Journal of Selected Topics in Signal Processing, 2013, 7 (3), ⟨10.1109/JSTSP.2013.2250909⟩. ⟨hal-00932284⟩
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