Integrated Expected Likelihood Particle Filters

Abstract

In this paper, we discuss the derivations, implementations and performance of target tracking algorithms for a single-target single-sensor system estimating the state, covariance and existence probability of a target. Given the target exists, we simulate measurements of the target with a given probability of detection, along with false measurements (clutter) parametrised by a clutter density. We evaluate the performance of the algorithms by computing the area under Receiver Operating Characteristic (ROC) curves against a range of clutter density values. We give particular attention to the effectiveness of correctly inferring the presence or absence of the target. We select the Integrated Probabilistic Data Association Filter (IPDAF) and the Integrated Expected Likelihood Particle Filter (IELPF) algorithms, with the IELPF implementing a near-optimal proposal which uses the current scan of measurements as well as a prior proposal for comparison. Simulation results indicate the performance of the IPDAF exceeds that of the preexisting particle filter implementing a prior proposal, but a novel particle filter using a near-optimal proposal and a modest number of particles outperforms the IPDAF.