13 June 2019 Recursive update filtering-based variational Bayesian approach for extended target or group target tracking with nonlinear measurements
Zhibing Liang, Fuxian Liu, Chengli Fan
Author Affiliations +
Abstract
For extended target and group target tracking, most existing random matrix approaches assume that the measurements are linear in the kinematic state and in the noise with its covariance being a random matrix to represent the extension of an extended target or target group. However, in practice, the measurements (e.g., range and bearing) are nonlinear in the kinematic state and extension noise. Only the matched linearization (ML) approach has been proposed to linearize the nonlinear measurement function based on minimum mean square error criterion. However, if the state prediction error is not small, it will incur large linearization error and then the variational Bayesian measurement update approach produces inaccurate estimation results. To this point, using the ML technology, we present a recursive update filtering-based variational Bayesian update (RUF-VBU) approach for better estimation performance. In addition, the square-root implementation of RUF-VBU is proposed for the recursive interruption problem caused by the nonpositive definite covariance matrix. The simulation results demonstrate the effectiveness of the proposed approach.
© 2019 SPIE and IS&T 1017-9909/2019/$25.00 © 2019 SPIE and IS&T
Zhibing Liang, Fuxian Liu, and Chengli Fan "Recursive update filtering-based variational Bayesian approach for extended target or group target tracking with nonlinear measurements," Journal of Electronic Imaging 28(3), 033030 (13 June 2019). https://doi.org/10.1117/1.JEI.28.3.033030
Received: 21 February 2019; Accepted: 24 May 2019; Published: 13 June 2019
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KEYWORDS
Digital filtering

Kinematics

Nonlinear filtering

Error analysis

Fluctuations and noise

Electronic filtering

Filtering (signal processing)

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