Efficient particle filtering for multiple target tracking with application to tracking in structured images
Simon R. Maskell, Malcolm P. Rollason, Neil J. Gordon, David J. Salmond · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2002
For many dynamic estimation problems involving nonlinear and/or non-Gaussian models, particle filtering offers improved performance at the expense of computational effort. This paper describes a scheme for efficiently tracking multiple targets using particle filters. The tracking of the individual targets is made efficient through the use of Rao-Blackwellisation. The tracking of multiple targets is made practicable using Quasi-Monte Carlo integration. The efficiency of the approach is illustrated on synthetic data.