Stochastic flows – a primer on early multi-object filtering work with point processes
Daniel E. Clark, Alexey Narykov, Roy L. Streit · 2023
Multi-object filtering is a generalisation of stochastic filtering to deal with an unknown and time-varying number of targets, largely based on modelling with point processes. Some early works on this topic from the Soviet Union from 1960s-l980s appeared prior to well known results in the contemporary liter-ature. This article reviews some of these historical contributions.