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Variational Bayesian based adaptive PDA filter in scenarios with unknown detection probability and heavy-tailed process noise. (English) Zbl 1465.93217

Summary: For target tracking systems, the probability of detecting a target is difficult to determine, and the process noise often has non-Gaussian heavy-tailed characteristics owing to interference from outliers. To address the issues associated with single target tracking within clutters in scenarios with an unknown detection probability and heavy-tailed process noise, this paper presents a variational Bayesian-based adaptive probabilistic data association filter (VB-APDAF). The beta distribution, Pearson type VII distribution and multinomial distribution are used to model the detection probability, the process noise, and the association events, respectively. To guarantee the conjugation, a novel parameter estimation strategy is employed. In this strategy, the previous state is introduced in the state update process to construct the joint probability density function of parameters to be estimated and data set. The VB framework is used to estimate the target state, detection probability, and associated events. An experiment was performed under simulated conditions to demonstrate the effectiveness of the proposed filter.

MSC:

93E11 Filtering in stochastic control theory
93E35 Stochastic learning and adaptive control
Full Text: DOI

References:

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