An Efficient Implementation of the Extended Object Trajectory PMB Filter Using Blocked Gibbs Sampling
Yuxuan Xia, Ángel F. García‐Fernández, Lennart Svensson · 2023
This paper presents an efficient implementation of the trajectory Poisson multi-Bernoulli (PMB) filter for multiple extended object tracking (EOT), which directly estimates a set of object trajectories. The trajectory PMB filter propagates a PMB density on the posterior of sets of trajectories through the filtering recursions over time, where the multi-Bernoulli (MB) mixture in the PMB mixture (PMBM) posterior after each update step is approximated as a single MB. The efficient MB approximation is achieved by first running a blocked Gibbs sampler on the joint posterior of the set of trajectories and the measurement association variables. The single-object measurement model is assumed to be a Poisson point process which enables us to parallelize the sampling across all objects and association variables, respectively. Then, samples of object states are utilized to form the approximate MB density via Kullback-Leibler divergence minimization. Simulation results on EOT with known and constant elliptical shapes show that the TPMB implementation using blocked Gibbs sampling outperforms the state-of-the-art TPMB implementation using loopy belief propagation with significantly reduced runtime.