Rao-Blackwellised Particle Filter for Star-Convex Extended Target Tracking Models

Özkan, Emre
Wahlstrom, Niklas
Godsill, Simon J.
In this paper, we explore the potential gains in using Sequential Monte Carlo (SMC) methods for extended target tracking (ETT) models based on Gaussian processes (GP). The existing random hypersurface based ETT models use Extended/Unscented Kalman filter for inference, which may lead to poor performance under high uncertainty. Particle filters (PFs) are known to provide robust performance in the cases where the non-linear Kalman filtering solutions fail. We design a Rao-Blackwellised particle filter (RBPF) where we exploit the conditional linear Gaussian structure of the GP parameters. We illustrate the gain in the performance with simulations.
Citation Formats
E. Özkan, N. Wahlstrom, and S. J. Godsill, “Rao-Blackwellised Particle Filter for Star-Convex Extended Target Tracking Models,” presented at the 19th International Conference on Information Fusion (FUSION), Heidelberg, GERMANY, 2016, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/55669.