Multisource multitarget filtering: a unified approach
Ronald Mahler · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1998
This paper describes a theoretically rigorous, systematic, and unified approach to the problem of estimating the numbers, identifies, and kinematics of multiple targets observed by multiple sensors. The approach, which is based on a new statistical approach called finite-set statistics (FISST), is motivated in part by the following observation: When the number of targets is unknown, we encounter fundamental conceptual and practical difficulties when trying to do Bayes-optimal multitarget filtering and estimation in accordance with standard statistical reasoning. We describe these difficulties, outline the FISST approach to resolving them, and illustrate FISST by applying it to a model problem due to Oliver Drummond.