Improved SMC implementation of the PHD filter
Branko Ristić, Daniel E. Clark, Ba‐Ngu Vo · 2010
The paper makes two contributions. First, a new formulation of the PHD filter which distinguishes between persistent and newborn objects is presented. This formulation results in an efficient sequential Monte Carlo (SMC) implementation of the PHD filter, where the placement of newborn object particles is determined by the measurements. The second contribution is a novel method for the state and error estimation from an SMC implementation of the PHD filter. Instead of clustering the particles in an ad-hoc manner after the update step (which is the current approach), we perform state estimation and, if required, particle clustering, within the update step in an exact and principled manner. Numerical simulations indicate a significant improvement in the estimation accuracy of the proposed SMC-PHD filter.