5
increases over time, thereby degrading the quality of the
particle approximation. Particle depletion is generally miti-
gated by resampling the weighted particles {(w
(i)
k
, x
(i)
0:k
)}
N
i=1
to generate more replicas of particles with high weights
and eliminate those with low weights [55]. There are many
resampling schemes available, and the choice of resampling
scheme affects the computational load as well as the quality
of the particle approximation, see for example [19], [43], [46],
[107]. An additional Markov Chain Monte Carlo (MCMC)
step can then be used to rejuvenate particle diversity [25], [52]
if necessary. Relevant convergence results for particle filtering
can be found in [32], [41].
Various extensions of the particle filtering methodol-
ogy have been proposed to improve performance. Rao-
Blackwellization techniques can be incorporated with the
particle filter (PF) [45], [126] to improve performance for
particular classes of state space models, e.g. the Mixture
Kalman Filter (MKF) [24]. The underlying idea is to partition
the state vector into a linear Gaussian component and a
nonlinear non-Gaussian component. Then, the former is solved
analytically using a Kalman filter and the latter with a particle
filter so that the computational effort is appropriately focused.
Continuous approximations to the posterior density can be
obtained with kernel smoothing techniques. Examples of this
approach are the convolution or regularized particle filter
[45], [126]. Related approaches are the Gaussian particle and
Gaussian sum particle filters [74], [75].
F. Filtering Algorithms for Maneuvering Targets
The filtering algorithms discussed previously use a single
dynamic model and hence are known as single-model filters.
The motion of a maneuvering target involves multiple dy-
namic models. For example, an aircraft can fly with a nearly
constant velocity motion, accelerated/decelerated motion, and
coordinated turn [8], [10]. The multiple model approach is an
effective filtering algorithm for maneuvering targets in which
the continuous kinematic state and discrete mode or model
are estimated. This class of problems are known as jump
Markov or hybrid state estimation problems. The discrete-
time dynamic and measurement models for the hybrid state
estimation problem [8], [10], [126] are given, respectively, by
x
k
= f
k,k−1
(x
k−1
,μ
k
, v
k−1
),
z
k
= g
k
(x
k
,μ
k
, w
k
),
where μ
k
is the mode in effect from time k − 1 to k. The
interacting multiple model (IMM) and variable-structure IMM
(VS-IMM) estimators [8], [10], [77], [79], [104] are two
well known filtering algorithms for maneuvering targets. The
number of modes in the IMM is kept fixed, whereas in the
VS-IMM the number of modes are adaptively selected from
a fixed set of modes for improved estimation accuracy and
computational efficiency.
III. M
ULTITARGET TRACKING
This section provides some background on the MTT prob-
lem and the main challenges, setting the scene for the rest of
the article.
A. Multitarget Systems
Driven by aerospace applications, MTT was originally de-
veloped for tracking targets from radar measurements. Fig. 1
shows a typical scenario describing the measurements by a
radar in which five true targets are present in the radar dwell
volume (the volume of the measurement space sensed by a
sensor at a scan time) and six measurements are collected
by the radar. We see from Fig. 1 that three target-originated
measurements and three false alarms (FAs) are generated, one
target is not detected by the radar, and two closely spaced
targets are not resolved. This type of information regarding the
nature and origin of measurements is not known for real radar
measurements due to measurement origin uncertainty. At each
discrete dwell/scan time t
j
, a set of noisy radar measurements
with measurement origin uncertainty is sent to a tracker, as
shown in Fig. 2.
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Fig. 2. Varying number of noisy radar measurements in dwells.
In a general multitarget system, not only do the states of the
targets vary with time, but the number of targets also changes
due to targets appearing and disappearing as illustrated in Fig.
3. The targets are observed by a sensor (or sensors) such as
radar, sonar, electro-optical, infrared, camera etc. The sensor
signals at each time step are preprocessed into a set of points
or detections. It is important to note that existing targets may
not be detected and that FAs (due to clutter) may occur. As
a result, at each time step the multitarget observation is a set
of detections, only some of which are generated by targets
and there is no information on which targets generated which
detections (see Fig. 3).
Preprint: Wile
Enc
clopedia of Electrical and Electronics En
ineerin
, Wile
, Sept. 2015.