A drift homotopy Monte Carlo approach to particle filtering for multi-target tracking

Details A drift homotopy Monte Carlo approach to particle filtering for multi-target tracking A drift homotopy Monte Carlo approach to particle filtering for multi-target tracking

2010-06-15

arxiv.org/abs/1006.3100v3

Mathematics

Numerical Analysis

Minor corrections, 27 pages, 8 figures

Scientific paper

We present a novel approach for improving particle filters for multi-target tracking. The suggested approach is based on drift homotopy for stochastic differential equations. Drift homotopy is used to design a Markov Chain Monte Carlo step which is appended to the particle filter and aims to bring the particle filter samples closer to the observations. Also, we present a simple Metropolis Monte Carlo algorithm for tackling the target-observation association problem. We have used the proposed approach on the problem of multi-target tracking for both linear and nonlinear observation models. The numerical results show that the suggested approach can improve significantly the performance of a particle filter.

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