IEEE Transactions on Signal Processing · 2002 · 245 citations · 14 references
ComputingData ScienceBayesian Data AnalysisSensor FusionSensorsBayesian FilteringBayesian InferenceBayesian StatisticsKalman FilteringMonte Carlo MethodsParticle FilteringBayesian TrackingMulti-target TrackingMultitarget TrackingParticle Filter TrackingParticle FiltersPosterior Distribution EstimationSensor ArraysTarget Tracking
We present a Bayesian approach to tracking the direction-of-arrival (DOA) of multiple moving targets using a passive sensor array. The prior is a description of the dynamic behavior we expect for the targets which is modeled as constant velocity motion with a Gaussian disturbance acting on the target's heading direction. The likelihood function is arrived at by defining an uninformative prior for both the signals and noise variance and removing these parameters from the problem by marginalization. Advances in sequential Monte Carlo (SMC) techniques, specifically the particle filter algorithm, allow us to model and track the posterior distribution defined by the Bayesian model using a collection of target states that can be viewed as samples from the posterior of interest. We describe two versions of this algorithm and finally present results obtained using synthetic data.
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High-resolution frequency-wavenumber spectrum analysis
J. Capon · Proceedings of the IEEE · 1969 · 6.2K citations
Filtering via Simulation: Auxiliary Particle Filters
M. Pitt, Neil Shephard · Journal of the American Statistical Association · 1999 · 2.3K citations · Full text
Computing, Physics, Statistics +13