An Algorithm for Large-Scale Multitarget Tracking and Parameter Estimation

Abstract

Modern tracking problems require fast, scalable, and robust solutions for tracking multiple targets from noisy sensor data. In this article, an algorithm that has linear computational complexity with respect to the number of targets and measurements is presented. The method is based on the propagation of the first two factorial cumulants of a point process. The algorithm is demonstrated for tracking a million targets in cluttered environments in the fastest time yet for any such solution. A low-computational-complexity solution to the problem of joint multitarget tracking and parameter estimation is also presented. The multitarget filtering approach utilizes a single-cluster point process method for joint multiobject estimation and parameter estimation and is shown to be more computationally efficient and robust than previous implementations.