Second-Order Statistics for Threat Assessment with the PHD Filter
Alexey Narykov, Emmanuel Delande, Daniel E. Clark, Paul Anthony Thomas, Yvan Pétillot · 2017
This paper explores application of the Probability Hypothesis Density (PHD) filter to the estimation of a threat level pertaining to an object population. Specifically, it develops explicit and compact expression for computation of its variance, a second-order statistical moment that quantifies the dispersion of the threat level around its mean value. The behaviour of the statistic is demonstrated through simulation examples.