Tracking of Midcourse Ballistic Target Group on Space-based Infrared <br/>Focal Plane using GM-CPHD Filter

Tracking of midcourse ballistic target group on space-based infrared focal plane plays a key role in the space-based early warning system. This paper proposes the Gaussian-mixture cardinalized probability hypothesis density (GM-CPHD) filter to solve this problem. The multi-target states and measurements on infrared focal plane are modeled by random finite set (RFS). The intensity function of RFS of multi-target states and the probability distribution of target number are jointly propagated by cardinalized probability hypothesis density (CPHD) recursion. Under the assumptions of linear Gaussian multi-target models, the Gaussian-mixture implementations of CPHD are presented, and the target number and the multi-target states on infrared focal plane are estimated. In order to enable track continuity, we propose 0-1 integer programming to associate the estimated states between frames. The simulation results show that the GM-CPHD filter can dramatically improve the accuracy of estimated target number and estimated target states compared with the Gaussian-mixture probability hypothesis density filter, and that the track continuity can be successfully achieved.


Keywords:    GM-CPHD filterrandom finite settrack continuity0-1 integer programmingspace-based infrared focal plane 

During the midcourse stage of a ballistic missile, many decoys are released to form closely spaced target group. For the awareness of threat situation, the early warning satellite continually stares this group by infrared sensor to acquire trajectories on infrared focal plane1-3 . However, the target number is time-varying and a lot of clutter appears in the images due to resident space objects (RSO), stars and cosmic rays. These factors present a challenge for tracking of target group on infrared focal plane.


Tracking of target group on infrared focal plane is a multitarget tracking (MTT) problem which involves the joint estimation of an unknown and time-varying number of targets as well as their individual states with uncertain data association. The joint probabilistic data association (JPDA)4 considers associations that survive gating and combines these associations in proportion to their likelihoods. But it can not cope with time-varying number of targets. Multiple hypothesis tracking (MHT)5 forms multiple data association hypotheses (new target, surviving target, false alarm). However, due to the number of hypotheses growing exponentially with the number of targets and clutter, MHT is very time consuming. Mahler has proposed probability hypothesis density (PHD) filter6 for MTT based on random finite set (RFS) theory. This filter models multitarget states and measurements using RFS, and recursively propagates the intensity function (Its integral in any region on state space is the expected number of targets in that region) of RFS of target states. The PHD filter operates on the single-target state space and avoids the sophisticated data association. The sequential Monte Carlo PHD (SMC-PHD) filter7-10 and the Gaussian-mixture PHD (GM-PHD) filter11-14 are two implementations of PHD filter. Mahler further proposes CPHD filter15 which jointly propagates the intensity function and the probability distribution of target number (called the cardinality distribution). Then, the accuracy of the estimation of target number can be improved using the maximum a posteriori (MAP) estimator. Vo16, et al. has proposed implementations of CPHD filter called Gaussian-mixture CPHD (GM-CPHD). Lin3, et al. has proposed SMC-PHD filter for tracking of target group on space-based infrared focal plane, but the track continuity is not achieved.


This paper proposes GM-CPHD filter for tracking of midcourse ballistic target group on space-based infrared focal plane. The multitarget states and measurements on infrared focal plane are modelled by RFS. The intensity function and the cardinality distribution are jointly propagated by CPHD recursion. Under the assumptions of linear Gaussian multitarget models, the Gaussian-mixture implementations of CPHD are presented. We propose 0-1 integer programming to associate the estimated states between frames for track continuity.

The single-target state at time k is a vector of position and velocity x k   =   ( x k, y k , x k , y k ) T on two-dimensional infrared focal plane1-3, and follows a linear Gaussian motion model: x k   =   Fx k 1   +   G δ k                   (1)
where           F=[ 1 0 T 0 0 1 0 T 0 0 1 0 0 0 0 1 ] MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHgbGaeyypa0ZaamWaaeaafaqabeabeaaaaaqaaiaaigdaaeaacaaI WaaabaGaamivaaqaaiaaicdaaeaacaaIWaaabaGaaGymaaqaaiaaic daaeaacaWGubaabaGaaGimaaqaaiaaicdaaeaacaaIXaaabaGaaGim aaqaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaigdaaaaacaGLBb Gaayzxaaaaaa@4837@ , T denotes the sampling period, G=[ T 2 /2 0 0 T 2 /2 T 0 0 T ] MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHhbGaeyypa0ZaamWaaeaafaqabeabcaaaaeaacaWGubWaaWbaaSqa beaacaaIYaaaaOGaai4laiaaikdaaeaacaaIWaaabaGaaGimaaqaai aadsfadaahaaWcbeqaaiaaikdaaaGccaGGVaGaaGOmaaqaaiaadsfa aeaacaaIWaaabaGaaGimaaqaaiaadsfaaaaacaGLBbGaayzxaaaaaa@475C@ ,and δ k = ( δ x,k , δ y,k ) T MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH0oWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0Jaaiikaiabes7aKnaa BaaaleaacaWG4bGaaiilaiaadUgaaeqaaOGaaiilaiabes7aKnaaBa aaleaacaWG5bGaaiilaiaadUgaaeqaaOGaaiykamaaCaaaleqabaGa amivaaaaaaa@47DA@ is the process noise. δ x,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aH0oazdaWgaaWcbaGaamiEaiaacYcacaWGRbaabeaaaaa@3CDC@ and δ y,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aH0oazdaWgaaWcbaGaamyEaiaacYcacaWGRbaabeaaaaa@3CDD@ are independent zero-mean Gaussian noise. The covariance of G δ k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHhbGaaCiTdmaaBaaaleaacaWGRbaabeaaaaa@3B9A@ is denoted by Q k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHrbWaaSbaaSqaaiaadUgaaeqaaaaa@3A64@ .

The single-target measurement z k = ( z x,k , z y,k ) T MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH6bWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0JaaiikaiaadQhadaWg aaWcbaGaamiEaiaacYcacaWGRbaabeaakiaacYcacaWG6bWaaSbaaS qaaiaadMhacaGGSaGaam4AaaqabaGccaGGPaWaaWbaaSqabeaacaWG ubaaaaaa@4651@ are the coordinates of two-dimensional focal plane at time K , and the measurement model is linear Gaussian:
z k =H x k + ε k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH6bWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0JaaCisaiaahIhadaWg aaWcbaGaam4AaaqabaGccqGHRaWkcaWH1oWaaSbaaSqaaiaadUgaae qaaaaa@41D4@                      (2)


where H=[ 1 0 0 0 0 1 0 0 ] MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHibGaeyypa0ZaamWaaeaafaqabeGaeaaaaeaacaaIXaaabaGaaGim aaqaaiaaicdaaeaacaaIWaaabaGaaGimaaqaaiaaigdaaeaacaaIWa aabaGaaGimaaaaaiaawUfacaGLDbaaaaa@421E@ , ε k = ( ε x,k , ε y,k ) T MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH1oWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0Jaaiikaiabew7aLnaa BaaaleaacaWG4bGaaiilaiaadUgaaeqaaOGaaiilaiabew7aLnaaBa aaleaacaWG5bGaaiilaiaadUgaaeqaaOGaaiykamaaCaaaleqabaGa amivaaaaaaa@47DF@ is the measurement noise. ε x,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aH1oqzdaWgaaWcbaGaamiEaiaacYcacaWGRbaabeaaaaa@3CDE@ and ε y,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aH1oqzdaWgaaWcbaGaamyEaiaacYcacaWGRbaabeaaaaa@3CDF@ are independent zero-mean Gaussian noise. The covariance of ε k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH1oWaaSbaaSqaaiaadUgaaeqaaaaa@3ACB@ is denoted by R k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHsbWaaSbaaSqaaiaadUgaaeqaaaaa@3A65@ .

The sets of target states and measurements at time are denoted by


X k ={ x k,1 ,, x k,| X k | } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGybWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0Jaai4EaiaahIhadaWg aaWcbaGaam4AaiaacYcacaaIXaaabeaakiaacYcacqWIVlctcaGGSa GaaCiEamaaBaaaleaacaWGRbGaaiilaiaacYhacaWGybWaaSbaaWqa aiaadUgaaeqaaSGaaiiFaaqabaGccaGG9baaaa@4B33@ Z k ={ z k,1 ,, z k,| Z k | } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGAbWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0Jaai4EaiaahQhadaWg aaWcbaGaam4AaiaacYcacaaIXaaabeaakiaacYcacqWIVlctcaGGSa GaaCOEamaaBaaaleaacaWGRbGaaiilaiaacYhacaWGAbWaaSbaaWqa aiaadUgaaeqaaSGaaiiFaaqabaGccaGG9baaaa@4B3B@
where | X k | MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG8bGaamiwamaaBaaaleaacaWGRbaabeaakiaacYhaaaa@3C71@ | Z k | MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG8bGaamOwamaaBaaaleaacaWGRbaabeaakiaacYhaaaa@3C73@ and are the cardinality of X k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGybWaaSbaaSqaaiaadUgaaeqaaaaa@3A67@ and Z k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGAbWaaSbaaSqaaiaadUgaaeqaaaaa@3A69@ respectively.

Let S k|k1 (ς) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGtbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiaahk8acaGGPaaaaa@40AB@ be the surviving RFS at time k that evolved from a target with state ς MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHcpaaaa@39BC@ at time K - 1, and Γ k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq qHtoWrdaWgaaWcbaGaam4Aaaqabaaaaa@3AF2@ the RFS of spontaneous births at time K . The set of multi-target states can be written as (we do not consider target spawning)

X k =[ ς X k1 S k|k1 (ς) ] Γ k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGybWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0ZaamWaaeaadaWfqaqa aiabgQIiidWcbaGaaCOWdiabgIGiolaadIfadaWgaaadbaGaam4Aai abgkHiTiaaigdaaeqaaaWcbeaakiaadofadaWgaaWcbaGaam4Aaiaa cYhacaWGRbGaeyOeI0IaaGymaaqabaGccaGGOaGaaCOWdiaacMcaai aawUfacaGLDbaacqGHQicYcqqHtoWrdaWgaaWcbaGaam4Aaaqabaaa aa@522C@

Also, the set of multi-target measurements can be written as


Z k =[ x X k Θ k (x) ] K k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGAbWaaSbaaSqaaiaadUgaaeqaaOGaeyypa0ZaamWaaeaadaWfqaqa aiabgQIiidWcbaGaaCiEaiabgIGiolaadIfadaWgaaadbaGaam4Aaa qabaaaleqaaOGaeuiMde1aaSbaaSqaaiaadUgaaeqaaOGaaiikaiaa hIhacaGGPaaacaGLBbGaayzxaaGaeyOkIGSaam4samaaBaaaleaaca WGRbaabeaaaaa@4C5B@

where Θ k (x) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq qHyoqudaWgaaWcbaGaam4AaaqabaGccaGGOaGaaCiEaiaacMcaaaa@3D65@ denotes the RFS of measurements generated by single-target with the state x at time k , and K k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGlbWaaSbaaSqaaiaadUgaaeqaaaaa@3A5A@ denotes the RFS of clutter measurements at time k .

The PHD (also called intensity function) of RFS is a nonnegative function v with the property that for any closed subset S

E[ |XS| ]= S v(x)dx MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGfbWaamWaaeaacaGG8bGaamiwaiabgMIihlaadofacaGG8baacaGL BbGaayzxaaGaeyypa0Zaa8qeaeaacaWG2bGaaiikaiaahIhacaGGPa GaamizaiaahIhaaSqaaiaadofaaeqaniabgUIiYdaaaa@49A4@ where |XS| MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG8bGaamiwaiabgMIihlaadofacaGG8baaaa@3DC1@ denotes the cardinality of X on the space S .

To improve the accuracy of the estimation of target number, the CPHD filter jointly propagates the PHD of target states and the cardinality distribution. The CPHD recursion consists of the following prediction and update steps.

Prediction Step: Given the posterior PHD v k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaaaaa@3C2D@ and posterior cardinality distribution p k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaaaaa@3C27@ at time k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGRbGaeyOeI0IaaGymaaaa@3B06@ , the predicted cardinality distribution p k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E15@ and predicted PHD v k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E1D@ can be calculated as p k|k1 (n)= j=0 n p Γ,k (nj) l=j C j l p S,k , v k1 j 1 p S,k , v k1 lj 1, v k1 l p k1 (l) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiaad6gacaGGPaGaeyypa0ZaaabCaeaacaWGWbWaaSbaaS qaaiabfo5ahjaacYcacaWGRbaabeaakiaacIcacaWGUbGaeyOeI0Ia amOAaiaacMcadaaeWbqaaiaadoeadaqhaaWcbaGaamOAaaqaaiaadY gaaaGcdaWcaaqaamaaamaabaGaamiCamaaBaaaleaacaWGtbGaaiil aiaadUgaaeqaaOGaaiilaiaadAhadaWgaaWcbaGaam4AaiabgkHiTi aaigdaaeqaaaGccaGLPmIaayPkJaWaaWbaaSqabeaacaWGQbaaaOWa aaWaaeaacaaIXaGaeyOeI0IaamiCamaaBaaaleaacaWGtbGaaiilai aadUgaaeqaaOGaaiilaiaadAhadaWgaaWcbaGaam4AaiabgkHiTiaa igdaaeqaaaGccaGLPmIaayPkJaWaaWbaaSqabeaacaWGSbGaeyOeI0 IaamOAaaaaaOqaamaaamaabaGaaGymaiaacYcacaWG2bWaaSbaaSqa aiaadUgacqGHsislcaaIXaaabeaaaOGaayzkJiaawQYiamaaCaaale qabaGaamiBaaaaaaaabaGaamiBaiabg2da9iaadQgaaeaacqGHEisP a0GaeyyeIuoakiaadchadaWgaaWcbaGaam4AaiabgkHiTiaaigdaae qaaOGaaiikaiaadYgacaGGPaaaleaacaWGQbGaeyypa0JaaGimaaqa aiaad6gaa0GaeyyeIuoaaaa@8110@ v k|k1 (x)= p S,k (ζ) f k|k1 (x|ζ) v k1 ( ζ)dζ+ r k (x) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiaahIhacaGGPaGaeyypa0Zaa8qaaeaacaWGWbWaaSbaaS qaaiaadofacaGGSaGaam4AaaqabaGccaGGOaGaaCOTdiaacMcacaWG MbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaO GaaiikaiaahIhacaGG8bGaaCOTdiaacMcacaWG2bWaaSbaaSqaaiaa dUgacqGHsislcaaIXaaabeaakiaacIcaaSqabeqaniabgUIiYdGcca WH2oGaaiykaiaadsgacaWH2oGaey4kaSIaamOCamaaBaaaleaacaWG RbaabeaakiaacIcacaWH4bGaaiykaaaa@61F7@

where p Γ,k (·) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiabfo5ahjaacYcacaWGRbaabeaakiaacIcacqWI pM+zcaGGPaaaaa@4068@ is the cardinality distribution of births at time k , C j l MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGdbWaa0baaSqaaiaadQgaaeaacaWGSbaaaaaa@3B41@ is the binomial coefficient ( l!/j!(lj)! MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGSbGaaiyiaiaac+cacaWGQbGaaiyiaiaacIcacaWGSbGaeyOeI0Ia amOAaiaacMcacaGGHaaaaa@4116@ ), p S,k (ζ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadofacaGGSaGaam4AaaqabaGccaGGOaGaaCOT diaacMcaaaa@3EAC@ is the probability of target existence at time k given state ζ MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH2oaaaa@39B0@ at time , k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGRbGaeyOeI0IaaGymaaaa@3B06@ , ·,· MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaada aadaqaaiabl+y6NjaacYcacqWIpM+zaiaawMYicaGLQmcaaaa@3FCE@ is the inner product defined between two real-valued functions α MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aHXoqyaaa@3A0D@ and β MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aHYoGyaaa@3A0F@ by α,β = α(x)β(x)dx MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaada aadaqaaiabeg7aHjaacYcacqaHYoGyaiaawMYicaGLQmcacqGH9aqp daWdbaqaaiabeg7aHjaacIcacaWH4bGaaiykaiabek7aIjaacIcaca WH4bGaaiykaiaadsgacaWH4baaleqabeqdcqGHRiI8aaaa@4B0D@ (or α,β = l=0 α(l)β(l) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaada aadaqaaiabeg7aHjaacYcacqaHYoGyaiaawMYicaGLQmcacqGH9aqp daaeWbqaaiabeg7aHjaacIcacaWGSbGaaiykaiabek7aIjaacIcaca WGSbGaaiykaaWcbaGaamiBaiabg2da9iaaicdaaeaacqGHEisPa0Ga eyyeIuoaaaa@4D6C@ when α MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aHXoqyaaa@3A0D@ and β MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aHYoGyaaa@3A0F@ are real sequences), f k|k1 (·|ζ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGMbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiabl+y6NjaacYhacaWH2oGaaiykaaaa@4422@ is the single-target transition density at time k given state ζ MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH2oaaaa@39B0@ at time k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGRbGaeyOeI0IaaGymaaaa@3B06@ , and r k (·) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGYbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiabl+y6NjaacMcaaaa@3E54@ is the PHD of spontaneous births at time k .


Update Step: Given the predicted PHD v k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E1D@ and predicted cardinality distribution p k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E15@ at time k, the updated cardinality distribution p k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgaaeqaaaaa@3A7F@ and updated PHD v k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgaaeqaaaaa@3A85@ can be calculated as

p k (n)= ϒ k 0 [ v k|k1 , Z k ](n) p k|k1 (n) ϒ k 0 [ v k|k1 , Z k ], p k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiaad6gacaGGPaGaeyyp a0ZaaSaaaeaacqqHspqOdaqhaaWcbaGaam4AaaqaaiaaicdaaaGcca GGBbGaamODamaaBaaaleaacaWGRbGaaiiFaiaadUgacqGHsislcaaI XaaabeaakiaacYcacaWGAbWaaSbaaSqaaiaadUgaaeqaaOGaaiyxai aacIcacaWGUbGaaiykaiaadchadaWgaaWcbaGaam4AaiaacYhacaWG RbGaeyOeI0IaaGymaaqabaGccaGGOaGaamOBaiaacMcaaeaadaaada qaaiabfk9aHoaaDaaaleaacaWGRbaabaGaaGimaaaakiaacUfacaWG 2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaO GaaiilaiaadQfadaWgaaWcbaGaam4AaaqabaGccaGGDbGaaiilaiaa dchadaWgaaWcbaGaam4AaiaacYhacaWGRbGaeyOeI0IaaGymaaqaba aakiaawMYicaGLQmcaaaaaaa@6C87@
v k (x)= ϒ k 1 [ v k|k1 , Z k ], p k|k1 ϒ k 0 [ v k|k1 , Z k ], p k|k1 [1 p D,k (x)] v k|k1 (x)              + z Z k ϒ k 1 [ v k|k1 , Z k \{z}], p k|k1 ϒ k 0 [ v k|k1 , Z k ], p k|k1 ψ k,z (x) v k|k1 (x) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakqaabe qaaiaadAhadaWgaaWcbaGaam4AaaqabaGccaGGOaGaaCiEaiaacMca cqGH9aqpdaWcaaqaamaaamaabaGaeuO0de6aa0baaSqaaiaadUgaae aacaaIXaaaaOGaai4waiaadAhadaWgaaWcbaGaam4AaiaacYhacaWG RbGaeyOeI0IaaGymaaqabaGccaGGSaGaamOwamaaBaaaleaacaWGRb aabeaakiaac2facaGGSaGaamiCamaaBaaaleaacaWGRbGaaiiFaiaa dUgacqGHsislcaaIXaaabeaaaOGaayzkJiaawQYiaaqaamaaamaaba GaeuO0de6aa0baaSqaaiaadUgaaeaacaaIWaaaaOGaai4waiaadAha daWgaaWcbaGaam4AaiaacYhacaWGRbGaeyOeI0IaaGymaaqabaGcca GGSaGaamOwamaaBaaaleaacaWGRbaabeaakiaac2facaGGSaGaamiC amaaBaaaleaacaWGRbGaaiiFaiaadUgacqGHsislcaaIXaaabeaaaO GaayzkJiaawQYiaaaacaGGBbGaaGymaiabgkHiTiaadchadaWgaaWc baGaamiraiaacYcacaWGRbaabeaakiaacIcacaWH4bGaaiykaiaac2 facaWG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigda aeqaaOGaaiikaiaahIhacaGGPaaabaGaaeiiaiaabccacaqGGaGaae iiaiaabccacaqGGaGaaeiiaiaabccacaqGGaGaaeiiaiaabccacaqG GaGaaeiiaiabgUcaRmaaqafabaWaaSaaaeaadaaadaqaaiabfk9aHo aaDaaaleaacaWGRbaabaGaaGymaaaakiaacUfacaWG2bWaaSbaaSqa aiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaOGaaiilaiaadQ fadaWgaaWcbaGaam4AaaqabaGccaGGCbGaai4EaiaahQhacaGG9bGa aiyxaiaacYcacaWGWbWaaSbaaSqaaiaadUgacaGG8bGaam4Aaiabgk HiTiaaigdaaeqaaaGccaGLPmIaayPkJaaabaWaaaWaaeaacqqHspqO daqhaaWcbaGaam4AaaqaaiaaicdaaaGccaGGBbGaamODamaaBaaale aacaWGRbGaaiiFaiaadUgacqGHsislcaaIXaaabeaakiaacYcacaWG AbWaaSbaaSqaaiaadUgaaeqaaOGaaiyxaiaacYcacaWGWbWaaSbaaS qaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaaGccaGLPmIa ayPkJaaaaaWcbaGaaCOEaiabgIGiolaadQfadaWgaaadbaGaam4Aaa qabaaaleqaniabggHiLdGccqaHipqEdaWgaaWcbaGaam4AaiaacYca caWH6baabeaakiaacIcacaWH4bGaaiykaiaadAhadaWgaaWcbaGaam 4AaiaacYhacaWGRbGaeyOeI0IaaGymaaqabaGccaGGOaGaaCiEaiaa cMcaaaaa@CB68@ where ϒ k u [v,Z](n)= j=0 min(|Z|,n) (|Z|j)! p K,k (|Z|j) P j+u n 1 p D,k ,v n(j+u) 1,v n e j ( Ξ k (v,Z)) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaacq qHspqOdaqhaaWcbaGaam4AaaqaaiaadwhaaaGccaGGBbGaamODaiaa cYcacaWGAbGaaiyxaiaacIcacaWGUbGaaiykaiabg2da9maaqahaba GaaiikaiaacYhacaWGAbGaaiiFaiabgkHiTiaadQgacaGGPaGaaiyi aiaadchadaWgaaWcbaGaam4saiaacYcacaWGRbaabeaakiaacIcaca GG8bGaamOwaiaacYhacqGHsislcaWGQbGaaiykaiaadcfadaqhaaWc baGaamOAaiabgUcaRiaadwhaaeaacaWGUbaaaaqaaiaadQgacqGH9a qpcaaIWaaabaGaciyBaiaacMgacaGGUbGaaiikaiaacYhacaWGAbGa aiiFaiaacYcacaWGUbGaaiykaaqdcqGHris5aOWaaSaaaeaadaaada qaaiaaigdacqGHsislcaWGWbWaaSbaaSqaaiaadseacaGGSaGaam4A aaqabaGccaGGSaGaamODaaGaayzkJiaawQYiamaaCaaaleqabaGaam OBaiabgkHiTiaacIcacaWGQbGaey4kaSIaamyDaiaacMcaaaaakeaa daaadaqaaiaaigdacaGGSaGaamODaaGaayzkJiaawQYiamaaCaaale qabaGaamOBaaaaaaGccaWGLbWaaSbaaSqaaiaadQgaaeqaaOGaaiik aiabf65aynaaBaaaleaacaWGRbaabeaakiaacIcacaWG2bGaaiilai aadQfacaGGPaGaaiykaaaa@8546@
ψ k,z (x)= 1, k k k k (z) g k (z|x) p D,k (x) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aHipqEdaWgaaWcbaGaam4AaiaacYcacaWH6baabeaakiaacIcacaWH 4bGaaiykaiabg2da9maalaaabaWaaaWaaeaacaaIXaGaaiilaiaadU gadaWgaaWcbaGaam4AaaqabaaakiaawMYicaGLQmcaaeaacaWGRbWa aSbaaSqaaiaadUgaaeqaaOGaaiikaiaahQhacaGGPaaaaiaadEgada WgaaWcbaGaam4AaaqabaGccaGGOaGaaCOEaiaacYhacaWH4bGaaiyk aiaadchadaWgaaWcbaGaamiraiaacYcacaWGRbaabeaakiaacIcaca WH4bGaaiykaaaa@56A5@
Ξ k (v,Z)={ v, ψ k,z :zZ } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq qHEoawdaWgaaWcbaGaam4AaaqabaGccaGGOaGaamODaiaacYcacaWG AbGaaiykaiabg2da9maacmaabaWaaaWaaeaacaWG2bGaaiilaiabeI 8a5naaBaaaleaacaWGRbGaaiilaiaahQhaaeqaaaGccaGLPmIaayPk JaGaaiOoaiaahQhacqGHiiIZcaWGAbaacaGL7bGaayzFaaaaaa@4E78@

Z k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGAbWaaSbaaSqaaiaadUgaaeqaaaaa@3A67@ is the measurement set at time k, p K,k (·) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUeacaGGSaGaam4AaaqabaGccaGGOaGaeS4J PFMaaiykaaaa@3FD0@ is the cardinality distribution of clutter at time k, P j n MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGqbWaa0baaSqaaiaadQgaaeaacaWGUbaaaaaa@3B50@ is the permutation coefficient ( n!/(nj)! MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGUbGaaiyiaiaac+cacaGGOaGaamOBaiabgkHiTiaadQgacaGGPaGa aiyiaaaa@3F86@ ), p D,k (x) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadseacaGGSaGaam4AaaqabaGccaGGOaGaaCiE aiaacMcaaaa@3E5C@ is the probability of target detection at time k given the state x e j (·) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGLbWaaSbaaSqaaiaadQgaaeqaaOGaaiikaiabl+y6NjaacMcaaaa@3E44@ is the elementary symmetric function of order j defined for a finite set Z of real numbers by e j (Z)= SZ,|S|=j ( ςS ς ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGLbWaaSbaaSqaaiaadQgaaeqaaOGaaiikaiaadQfacaGGPaGaeyyp a0ZaaabuaeaadaqadaqaamaarafabaGaeqOWdyfaleaacqaHcpGvcq GHiiIZcaWGtbaabeqdcqGHpis1aaGccaGLOaGaayzkaaaaleaacaWG tbGaeyOHI0SaamOwaiaacYcacaGG8bGaam4uaiaacYhacqGH9aqpca WGQbaabeqdcqGHris5aaaa@525E@ with e 0 (Z)=1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGLbWaaSbaaSqaaiaaicdaaeqaaOGaaiikaiaadQfacaGGPaGaeyyp a0JaaGymaaaa@3E3F@ , k k (·) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGRbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiabl+y6NjaacMcaaaa@3E4D@ is the PHD of clutter measurements at time k , and g k (·|x) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGNbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiabl+y6NjaacYhacaWH 4bGaaiykaaaa@404A@ is the single-target measurement likelihood at time k given the state x .


The GM-CPHD recursion is possible under the following assumptions:
1) Single-target state and measurement follow linear Gaussian models: f k|k1 (x|ζ)=N(x;Fζ, Q k1 ) MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGMbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiaahIhacaGG8bGaaCOTdiaacMcacqGH9aqpcaWGobGaai ikaiaahIhacaGG7aGaaCOraiaahA7acaGGSaGaaCyuamaaBaaaleaa caWGRbGaeyOeI0IaaGymaaqabaGccaGGPaaaaa@4E0D@ g k (z|x)=N(z;Hx, R k ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGNbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiaahQhacaGG8bGaaCiE aiaacMcacqGH9aqpcaWGobGaaiikaiaahQhacaGG7aGaaCisaiaahI hacaGGSaGaaCOuamaaBaaaleaacaWGRbaabeaakiaacMcaaaa@4854@
where N(·;m,P) MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGobGaaiikaiabl+y6NjaacUdacaWHTbGaaiilaiaahcfacaGGPaaa aa@4047@ denotes a Gaussian density with mean m and covariance P . According to (1) and (2), these assumptions are satisfied.


2) The detection probability and the survival probability are constant over the entire observed area: P D,k (x)= P D,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadseacaGGSaGaam4AaaqabaGccaGGOaGaaCiE aiaacMcacqGH9aqpcaWGqbWaaSbaaSqaaiaadseacaGGSaGaam4Aaa qabaaaaa@42AC@ P S,k (x)= P S,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadofacaGGSaGaam4AaaqabaGccaGGOaGaaCiE aiaacMcacqGH9aqpcaWGqbWaaSbaaSqaaiaadofacaGGSaGaam4Aaa qabaaaaa@42CA@


3) The birth intensity can be considered as Gaussian mixture:
r k (x)= i=1 J r,k w r,k (i) N(x; m r,k (i) , P r,k (i) ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGYbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiaahIhacaGGPaGaeyyp a0ZaaabCaeaacaWG3bWaa0baaSqaaiaadkhacaGGSaGaam4Aaaqaai aacIcacaWGPbGaaiykaaaakiaad6eacaGGOaGaaCiEaiaacUdacaWH TbWaa0baaSqaaiaadkhacaGGSaGaam4AaaqaaiaacIcacaWGPbGaai ykaaaakiaacYcacaWHqbWaa0baaSqaaiaadkhacaGGSaGaam4Aaaqa aiaacIcacaWGPbGaaiykaaaakiaacMcaaSqaaiaadMgacqGH9aqpca aIXaaabaGaamOsamaaBaaameaacaWGYbGaaiilaiaadUgaaeqaaaqd cqGHris5aaaa@5D15@

where w r,k (i) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG3bWaa0baaSqaaiaadkhacaGGSaGaam4AaaqaaiaacIcacaWGPbGa aiykaaaaaaa@3E75@ , m r,k (i) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHTbWaa0baaSqaaiaadkhacaGGSaGaam4AaaqaaiaacIcacaWGPbGa aiykaaaaaaa@3E6F@ , and P r,k (i) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHqbWaa0baaSqaaiaadkhacaGGSaGaam4AaaqaaiaacIcacaWGPbGa aiykaaaaaaa@3E52@ are the weight, mean, and covariance of the birth Gaussians, and J r,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGkbWaaSbaaSqaaiaadkhacaGGSaGaam4Aaaqabaaaaa@3C00@ is their number.


The GM-CPHD recursion consists of the following prediction and update steps.

Prediction Step: At time k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGRbGaeyOeI0IaaGymaaaa@3B06@ , the posterior PHD v k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaaaaa@3C2D@ and posterior cardinality distribution p k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaaaaa@3C27@ are given, and v k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaaaaa@3C2D@ is a Gaussian mixture of the form


v k1 (x)= i=1 J k1 w k1 (i) N(x; m k1 (i) , P k1 (i) ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaakiaacIcacaWH 4bGaaiykaiabg2da9maaqahabaGaam4DamaaDaaaleaacaWGRbGaey OeI0IaaGymaaqaaiaacIcacaWGPbGaaiykaaaakiaad6eacaGGOaGa aCiEaiaacUdacaWHTbWaa0baaSqaaiaadUgacqGHsislcaaIXaaaba GaaiikaiaadMgacaGGPaaaaOGaaiilaiaahcfadaqhaaWcbaGaam4A aiabgkHiTiaaigdaaeaacaGGOaGaamyAaiaacMcaaaGccaGGPaaale aacaWGPbGaeyypa0JaaGymaaqaaiaadQeadaWgaaadbaGaam4Aaiab gkHiTiaaigdaaeqaaaqdcqGHris5aaaa@5EC5@

The predicted cardinality distribution p k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E15@ and predicted PHD v k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E1D@ can be calculated as


p k|k1 (n)= j=0 n p Γ,k (nj) l=j C j l p k1 (l) p S,k j (1 p S,k ) lj MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiaad6gacaGGPaGaeyypa0ZaaabCaeaacaWGWbWaaSbaaS qaaiabfo5ahjaacYcacaWGRbaabeaakiaacIcacaWGUbGaeyOeI0Ia amOAaiaacMcadaaeWbqaaiaadoeadaqhaaWcbaGaamOAaaqaaiaadY gaaaGccaWGWbWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaakiaa cIcacaWGSbGaaiykaiaadchadaqhaaWcbaGaam4uaiaacYcacaWGRb aabaGaamOAaaaakiaacIcacaaIXaGaeyOeI0IaamiCamaaBaaaleaa caWGtbGaaiilaiaadUgaaeqaaOGaaiykamaaCaaaleqabaGaamiBai abgkHiTiaadQgaaaaabaGaamiBaiabg2da9iaadQgaaeaacqGHEisP a0GaeyyeIuoaaSqaaiaadQgacqGH9aqpcaaIWaaabaGaamOBaaqdcq GHris5aaaa@6D5D@
v k|k1 (x)= p S,k j=1 J k1 w k1 (j) N(x; m S,k|k1 (j) , P S,k|k1 (j) ) + r k (x) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiaahIhacaGGPaGaeyypa0JaamiCamaaBaaaleaacaWGtb GaaiilaiaadUgaaeqaaOWaaabCaeaacaWG3bWaa0baaSqaaiaadUga cqGHsislcaaIXaaabaGaaiikaiaadQgacaGGPaaaaOGaamOtaiaacI cacaWH4bGaai4oaiaah2gadaqhaaWcbaGaam4uaiaacYcacaWGRbGa aiiFaiaadUgacqGHsislcaaIXaaabaGaaiikaiaadQgacaGGPaaaaO GaaiilaiaahcfadaqhaaWcbaGaam4uaiaacYcacaWGRbGaaiiFaiaa dUgacqGHsislcaaIXaaabaGaaiikaiaadQgacaGGPaaaaOGaaiykaa WcbaGaamOAaiabg2da9iaaigdaaeaacaWGkbWaaSbaaWqaaiaadUga cqGHsislcaaIXaaabeaaa0GaeyyeIuoakiabgUcaRiaadkhadaWgaa WcbaGaam4AaaqabaGccaGGOaGaaCiEaiaacMcaaaa@70AF@

where           m S,k|k1 (j) =F m k1 (j) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHTbWaa0baaSqaaiaadofacaGGSaGaam4AaiaacYhacaWGRbGaeyOe I0IaaGymaaqaaiaacIcacaWGQbGaaiykaaaakiabg2da9iaahAeaca WHTbWaa0baaSqaaiaadUgacqGHsislcaaIXaaabaGaaiikaiaadQga caGGPaaaaaaa@49CB@
P S,k|k1 (j) = Q k1 +F P k1 (j) F T MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHqbWaa0baaSqaaiaadofacaGGSaGaam4AaiaacYhacaWGRbGaeyOe I0IaaGymaaqaaiaacIcacaWGQbGaaiykaaaakiabg2da9iaahgfada WgaaWcbaGaam4AaiabgkHiTiaaigdaaeqaaOGaey4kaSIaaCOraiaa hcfadaqhaaWcbaGaam4AaiabgkHiTiaaigdaaeaacaGGOaGaamOAai aacMcaaaGccaWHgbWaaWbaaSqabeaacaWGubaaaaaa@4FFA@


Update Step: At time k, the predicted PHD v k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E1D@ and predicted cardinality distribution p k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E15@ are given, and v k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aaaa@3E1D@ is a Gaussian mixture of the form

v k|k1 (x)= i=1 J k|k1 w k|k1 (i) N(x; m k|k1 (i) , P k|k1 (i) ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaaiikaiaahIhacaGGPaGaeyypa0ZaaabCaeaacaWG3bWaa0baaS qaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeaacaGGOaGaamyA aiaacMcaaaGccaWGobGaaiikaiaahIhacaGG7aGaaCyBamaaDaaale aacaWGRbGaaiiFaiaadUgacqGHsislcaaIXaaabaGaaiikaiaadMga caGGPaaaaOGaaiilaiaahcfadaqhaaWcbaGaam4AaiaacYhacaWGRb GaeyOeI0IaaGymaaqaaiaacIcacaWGPbGaaiykaaaakiaacMcaaSqa aiaadMgacqGH9aqpcaaIXaaabaGaamOsamaaBaaameaacaWGRbGaai iFaiaadUgacqGHsislcaaIXaaabeaaa0GaeyyeIuoaaaa@6875@

The updated cardinality distribution p k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgaaeqaaaaa@3A7F@ and updated PHD v k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgaaeqaaaaa@3A85@ can be calculated as


p k (n)= Ψ k 0 [ w k|k1 , Z k ](n) p k|k1 (n) Ψ k 0 [ w k|k1 , Z k ], p k|k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGWbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiaad6gacaGGPaGaeyyp a0ZaaSaaaeaacqqHOoqwdaqhaaWcbaGaam4AaaqaaiaaicdaaaGcca GGBbGaaC4DamaaBaaaleaacaWGRbGaaiiFaiaadUgacqGHsislcaaI XaaabeaakiaacYcacaWGAbWaaSbaaSqaaiaadUgaaeqaaOGaaiyxai aacIcacaWGUbGaaiykaiaadchadaWgaaWcbaGaam4AaiaacYhacaWG RbGaeyOeI0IaaGymaaqabaGccaGGOaGaamOBaiaacMcaaeaadaaada qaaiabfI6aznaaDaaaleaacaWGRbaabaGaaGimaaaakiaacUfacaWH 3bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaO GaaiilaiaadQfadaWgaaWcbaGaam4AaaqabaGccaGGDbGaaiilaiaa dchadaWgaaWcbaGaam4AaiaacYhacaWGRbGaeyOeI0IaaGymaaqaba aakiaawMYicaGLQmcaaaaaaa@6BAF@
v k (x)= Ψ k 1 [ w k|k1 , Z k ], p k|k1 Ψ k 0 [ w k|k1 , Z k ], p k|k1 (1 p D,k ) v k|k1 (x)+ z Z k j=1 J k|k1 w k (j) (z)N(x; m k (j) (z), P k (j) ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiaahIhacaGGPaGaeyyp a0ZaaSaaaeaadaaadaqaaiabfI6aznaaDaaaleaacaWGRbaabaGaaG ymaaaakiaacUfacaWH3bWaaSbaaSqaaiaadUgacaGG8bGaam4Aaiab gkHiTiaaigdaaeqaaOGaaiilaiaadQfadaWgaaWcbaGaam4Aaaqaba GccaGGDbGaaiilaiaadchadaWgaaWcbaGaam4AaiaacYhacaWGRbGa eyOeI0IaaGymaaqabaaakiaawMYicaGLQmcaaeaadaaadaqaaiabfI 6aznaaDaaaleaacaWGRbaabaGaaGimaaaakiaacUfacaWH3bWaaSba aSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaOGaaiilai aadQfadaWgaaWcbaGaam4AaaqabaGccaGGDbGaaiilaiaadchadaWg aaWcbaGaam4AaiaacYhacaWGRbGaeyOeI0IaaGymaaqabaaakiaawM YicaGLQmcaaaGaaiikaiaaigdacqGHsislcaWGWbWaaSbaaSqaaiaa dseacaGGSaGaam4AaaqabaGccaGGPaGaamODamaaBaaaleaacaWGRb GaaiiFaiaadUgacqGHsislcaaIXaaabeaakiaacIcacaWH4bGaaiyk aiabgUcaRmaaqafabaWaaabCaeaacaWG3bWaa0baaSqaaiaadUgaae aacaGGOaGaamOAaiaacMcaaaGccaGGOaGaaCOEaiaacMcacaWGobGa aiikaiaahIhacaGG7aGaaCyBamaaDaaaleaacaWGRbaabaGaaiikai aadQgacaGGPaaaaOGaaiikaiaahQhacaGGPaGaaiilaiaahcfadaqh aaWcbaGaam4AaaqaaiaacIcacaWGQbGaaiykaaaakiaacMcaaSqaai aadQgacqGH9aqpcaaIXaaabaGaamOsamaaBaaameaacaWGRbGaaiiF aiaadUgacqGHsislcaaIXaaabeaaa0GaeyyeIuoaaSqaaiaahQhacq GHiiIZcaWGAbWaaSbaaWqaaiaadUgaaeqaaaWcbeqdcqGHris5aaaa @A0C9@

where

Ψ k u [w,Z](n)= j=0 min(|Z|,n) ( |Z|j )! p K,k ( |Z|j ) P j+u n (1 p D,k ) n(j+u) 1,w j+u e j ( Λ k (w,Z)) MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq qHOoqwdaqhaaWcbaGaam4AaaqaaiaadwhaaaGccaGGBbGaaC4Daiaa cYcacaWGAbGaaiyxaiaacIcacaWGUbGaaiykaiabg2da9maaqahaba WaaeWaaeaacaGG8bGaamOwaiaacYhacqGHsislcaWGQbaacaGLOaGa ayzkaaGaaiyiaaWcbaGaamOAaiabg2da9iaaicdaaeaaciGGTbGaai yAaiaac6gacaGGOaGaaiiFaiaadQfacaGG8bGaaiilaiaad6gacaGG PaaaniabggHiLdGccaWGWbWaaSbaaSqaaiaadUeacaGGSaGaam4Aaa qabaGcdaqadaqaaiaacYhacaWGAbGaaiiFaiabgkHiTiaadQgaaiaa wIcacaGLPaaacaWGqbWaa0baaSqaaiaadQgacqGHRaWkcaWG1baaba GaamOBaaaakmaalaaabaGaaiikaiaaigdacqGHsislcaWGWbWaaSba aSqaaiaadseacaGGSaGaam4AaaqabaGccaGGPaWaaWbaaSqabeaaca WGUbGaeyOeI0IaaiikaiaadQgacqGHRaWkcaWG1bGaaiykaaaaaOqa amaaamaabaGaaGymaiaacYcacaWH3baacaGLPmIaayPkJaWaaWbaaS qabeaacaWGQbGaey4kaSIaamyDaaaaaaGccaWGLbWaaSbaaSqaaiaa dQgaaeqaaOGaaiikaiabfU5amnaaBaaaleaacaWGRbaabeaakiaacI cacaWH3bGaaiilaiaadQfacaGGPaGaaiykaaaa@8500@
Λ k (w,Z)={ 1, k k k k (z) p D,k w T q k (z):zZ } MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq qHBoatdaWgaaWcbaGaam4AaaqabaGccaGGOaGaaC4DaiaacYcacaWG AbGaaiykaiabg2da9maacmaabaWaaSaaaeaadaaadaqaaiaaigdaca GGSaGaam4AamaaBaaaleaacaWGRbaabeaaaOGaayzkJiaawQYiaaqa aiaadUgadaWgaaWcbaGaam4AaaqabaGccaGGOaGaaCOEaiaacMcaaa GaamiCamaaBaaaleaacaWGebGaaiilaiaadUgaaeqaaOGaaC4Damaa CaaaleqabaGaamivaaaakiaahghadaWgaaWcbaGaam4AaaqabaGcca GGOaGaaCOEaiaacMcacaGG6aGaaCOEaiabgIGiolaadQfaaiaawUha caGL9baaaaa@5A3E@
w k|k1 = [ w k|k1 (1) ,, w k|k1 ( J k|k1 ) ] T MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH3bWaaSbaaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqa aOGaeyypa0ZaamWaaeaacaWG3bWaa0baaSqaaiaadUgacaGG8bGaam 4AaiabgkHiTiaaigdaaeaacaGGOaGaaGymaiaacMcaaaGccaGGSaGa eS47IWKaaiilaiaadEhadaqhaaWcbaGaam4AaiaacYhacaWGRbGaey OeI0IaaGymaaqaaiaacIcacaWGkbWaaSbaaWqaaiaadUgacaGG8bGa am4AaiabgkHiTiaaigdaaeqaaSGaaiykaaaaaOGaay5waiaaw2faam aaCaaaleqabaGaamivaaaaaaa@59EA@
q k (z)= [ q k (1) (z),, q k ( J k|k1 ) (z) ] T MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHXbWaaSbaaSqaaiaadUgaaeqaaOGaaiikaiaahQhacaGGPaGaeyyp a0ZaamWaaeaacaWGXbWaa0baaSqaaiaadUgaaeaacaGGOaGaaGymai aacMcaaaGccaGGOaGaaCOEaiaacMcacaGGSaGaeS47IWKaaiilaiaa dghadaqhaaWcbaGaam4AaaqaaiaacIcacaWGkbWaaSbaaWqaaiaadU gacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaSGaaiykaaaakiaacIca caWH6bGaaiykaaGaay5waiaaw2faamaaCaaaleqabaGaamivaaaaaa a@5624@
q k (j) (z)=N(z; η k|k1 (j) , S k|k1 (j) ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGXbWaa0baaSqaaiaadUgaaeaacaGGOaGaamOAaiaacMcaaaGccaGG OaGaaCOEaiaacMcacqGH9aqpcaWGobGaaiikaiaahQhacaGG7aGaaC 4TdmaaDaaaleaacaWGRbGaaiiFaiaadUgacqGHsislcaaIXaaabaGa aiikaiaadQgacaGGPaaaaOGaaiilaiaahofadaqhaaWcbaGaam4Aai aacYhacaWGRbGaeyOeI0IaaGymaaqaaiaacIcacaWGQbGaaiykaaaa kiaacMcaaaa@5500@
η k|k1 (j) =H m k|k1 (j) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WH3oWaa0baaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeaa caGGOaGaamOAaiaacMcaaaGccqGH9aqpcaWHibGaaCyBamaaDaaale aacaWGRbGaaiiFaiaadUgacqGHsislcaaIXaaabaGaaiikaiaadQga caGGPaaaaaaa@4A82@
S k|k1 (j) =H P k|k1 (j) H T + R k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHtbWaa0baaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaigdaaeaa caGGOaGaamOAaiaacMcaaaGccqGH9aqpcaWHibGaaCiuamaaDaaale aacaWGRbGaaiiFaiaadUgacqGHsislcaaIXaaabaGaaiikaiaadQga caGGPaaaaOGaaCisamaaCaaaleqabaGaamivaaaakiabgUcaRiaahk fadaWgaaWcbaGaam4Aaaqabaaaaa@4EC2@
w k (j) (z)= p D,k w k|k1 (j) q k (j) (z) Ψ k 1 [ w k|k1 , Z k \{z}], p k|k1 1, κ k Ψ k 0 [ w k|k1 , Z k ], p k|k1 κ k (z) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG3bWaa0baaSqaaiaadUgaaeaacaGGOaGaamOAaiaacMcaaaGccaGG OaGaaCOEaiaacMcacqGH9aqpcaWGWbWaaSbaaSqaaiaadseacaGGSa Gaam4AaaqabaGccaWG3bWaa0baaSqaaiaadUgacaGG8bGaam4Aaiab gkHiTiaaigdaaeaacaGGOaGaamOAaiaacMcaaaGccaWGXbWaa0baaS qaaiaadUgaaeaacaGGOaGaamOAaiaacMcaaaGccaGGOaGaaCOEaiaa cMcadaWcaaqaamaaamaabaGaeuiQdK1aa0baaSqaaiaadUgaaeaaca aIXaaaaOGaai4waiaahEhadaWgaaWcbaGaam4AaiaacYhacaWGRbGa eyOeI0IaaGymaaqabaGccaGGSaGaamOwamaaBaaaleaacaWGRbaabe aakiaacYfacaGG7bGaaCOEaiaac2hacaGGDbGaaiilaiaadchadaWg aaWcbaGaam4AaiaacYhacaWGRbGaeyOeI0IaaGymaaqabaaakiaawM YicaGLQmcadaaadaqaaiaaigdacaGGSaGaeqOUdS2aaSbaaSqaaiaa dUgaaeqaaaGccaGLPmIaayPkJaaabaWaaaWaaeaacqqHOoqwdaqhaa WcbaGaam4AaaqaaiaaicdaaaGccaGGBbGaaC4DamaaBaaaleaacaWG RbGaaiiFaiaadUgacqGHsislcaaIXaaabeaakiaacYcacaWGAbWaaS baaSqaaiaadUgaaeqaaOGaaiyxaiaacYcacaWGWbWaaSbaaSqaaiaa dUgacaGG8bGaam4AaiabgkHiTiaaigdaaeqaaaGccaGLPmIaayPkJa GaeqOUdS2aaSbaaSqaaiaadUgaaeqaaOGaaiikaiaahQhacaGGPaaa aaaa@8D7A@
m k (j) (z)= m k|k1 (j) + K k (j) (z η k|k1 (j) ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHTbWaa0baaSqaaiaadUgaaeaacaGGOaGaamOAaiaacMcaaaGccaGG OaGaaCOEaiaacMcacqGH9aqpcaWHTbWaa0baaSqaaiaadUgacaGG8b Gaam4AaiabgkHiTiaaigdaaeaacaGGOaGaamOAaiaacMcaaaGccqGH RaWkcaWHlbWaa0baaSqaaiaadUgaaeaacaGGOaGaamOAaiaacMcaaa GccaGGOaGaaCOEaiabgkHiTiaahE7adaqhaaWcbaGaam4AaiaacYha caWGRbGaeyOeI0IaaGymaaqaaiaacIcacaWGQbGaaiykaaaakiaacM caaaa@58EA@
P k (j) =(I K k (j) H) P k|k1 (j) MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHqbWaa0baaSqaaiaadUgaaeaacaGGOaGaamOAaiaacMcaaaGccqGH 9aqpcaGGOaGaaCysaiabgkHiTiaahUeadaqhaaWcbaGaam4Aaaqaai aacIcacaWGQbGaaiykaaaakiaahIeacaGGPaGaaCiuamaaDaaaleaa caWGRbGaaiiFaiaadUgacqGHsislcaaIXaaabaGaaiikaiaadQgaca GGPaaaaaaa@4DBD@
K k (j) = P k|k1 (j) H T [ S k|k1 (j) ] 1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHlbWaa0baaSqaaiaadUgaaeaacaGGOaGaamOAaiaacMcaaaGccqGH 9aqpcaWHqbWaa0baaSqaaiaadUgacaGG8bGaam4AaiabgkHiTiaaig daaeaacaGGOaGaamOAaiaacMcaaaGccaWHibWaaWbaaSqabeaacaWG ubaaaOWaamWaaeaacaWHtbWaa0baaSqaaiaadUgacaGG8bGaam4Aai abgkHiTiaaigdaaeaacaGGOaGaamOAaiaacMcaaaaakiaawUfacaGL DbaadaahaaWcbeqaaiabgkHiTiaaigdaaaaaaa@5322@

According to GM-CPHD recursion, the number of Gaussian components increases dramatically with time. To reduce the computation time, the 'pruning' and 'merging' procedure11-13 can be used for GM-CPHD. The components with negligible weights can be discarded and the closed spaced components are merged into one as they are more efficiently approximated by a single Gaussian term.
The number of targets can be estimated using MAP estimator


N ^ k =arg max p k (·) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WGobGbaKaadaWgaaWcbaGaam4AaaqabaGccqGH9aqpciGGHbGaaiOC aiaacEgaciGGTbGaaiyyaiaacIhacaWGWbWaaSbaaSqaaiaadUgaae qaaOGaaiikaiabl+y6NjaacMcaaaa@46FD@

and the state estimates can be extracted by picking the means of N ^ k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WGobGbaKaadaWgaaWcbaGaam4Aaaqabaaaaa@3A6D@ Gaussian terms (from posterior PHD Vk ) with the largest weights.



Although the GM-CPHD filter can estimate the multi-target states at each time step, the track of individual targets is not produced. Here, we construct 0-1 integer programming to associate the estimated states between frames for track continuity.


Let { x ^ k1,1 ,, x ^ k1, N ^ (k1) } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG7bGabCiEayaajaWaaSbaaSqaaiaadUgacqGHsislcaaIXaGaaiil aiaaigdaaeqaaOGaaiilaiabl+UimjaacYcaceWH4bGbaKaadaWgaa WcbaGaam4AaiabgkHiTiaaigdacaGGSaGabmOtayaajaGaaiikaiaa dUgacqGHsislcaaIXaGaaiykaaqabaGccaGG9baaaa@4C69@ be the estimated states at time k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGRbGaeyOeI0IaaGymaaaa@3B06@ , and { P k1 (1) ,, P k1 ( N ^ (k1)) } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG7bGaaCiuamaaDaaaleaacaWGRbGaeyOeI0IaaGymaaqaaiaacIca caaIXaGaaiykaaaakiaacYcacqWIVlctcaGGSaGaaCiuamaaDaaale aacaWGRbGaeyOeI0IaaGymaaqaaiaacIcaceWGobGbaKaacaGGOaGa am4AaiabgkHiTiaaigdacaGGPaGaaiykaaaakiaac2haaaa@4D4D@ the covariance matrixes of corresponding Gaussian terms of posterior PHD v k1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG2bWaaSbaaSqaaiaadUgacqGHsislcaaIXaaabeaaaaa@3C2D@ . In the same way, { x ^ k,1 ,, x ^ k, N ^ (k) } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG7bGabCiEayaajaWaaSbaaSqaaiaadUgacaGGSaGaaGymaaqabaGc caGGSaGaeS47IWKaaiilaiqahIhagaqcamaaBaaaleaacaWGRbGaai ilaiqad6eagaqcaiaacIcacaWGRbGaaiykaaqabaGccaGG9baaaa@4771@ and { P k (1) ,, P k ( N ^ (k)) } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG7bGaaCiuamaaDaaaleaacaWGRbaabaGaaiikaiaaigdacaGGPaaa aOGaaiilaiabl+UimjaacYcacaWHqbWaa0baaSqaaiaadUgaaeaaca GGOaGabmOtayaajaGaaiikaiaadUgacaGGPaGaaiykaaaakiaac2ha aaa@4855@ are defined for time k . For  i=1,, N ^ (k) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca qGGaGaamyAaiabg2da9iaaigdacaGGSaGaeS47IWKaaiilaiqad6ea gaqcaiaacIcacaWGRbGaaiykaaaa@423A@ and  j=1,, N ^ (k-1) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca qGGaGaamOAaiabg2da9iaaigdacaGGSaGaeS47IWKaaiilaiqad6ea gaqcaiaacIcacaWGRbGaaiylaiaaigdacaGGPaaaaa@43A7@ , we define scalar quantity d ij MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGKbWaaSbaaSqaaiaadMgacaWGQbaabeaaaaa@3B60@ as follows


d ij = ( x ^ k,i F x ^ k1,j ) T ( P k (i) +F P k1 (j) F T ) 1 ( x ^ k,i F x ^ k1,j ) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGKbWaaSbaaSqaaiaadMgacaWGQbaabeaakiabg2da9maabmaabaGa bCiEayaajaWaaSbaaSqaaiaadUgacaGGSaGaamyAaaqabaGccqGHsi slcaWHgbGabCiEayaajaWaaSbaaSqaaiaadUgacqGHsislcaaIXaGa aiilaiaadQgaaeqaaaGccaGLOaGaayzkaaWaaWbaaSqabeaacaWGub aaaOWaaeWaaeaacaWHqbWaa0baaSqaaiaadUgaaeaacaGGOaGaamyA aiaacMcaaaGccqGHRaWkcaWHgbGaaCiuamaaDaaaleaacaWGRbGaey OeI0IaaGymaaqaaiaacIcacaWGQbGaaiykaaaakiaahAeadaahaaWc beqaaiaadsfaaaaakiaawIcacaGLPaaadaahaaWcbeqaaiabgkHiTi aaigdaaaGcdaqadaqaaiqahIhagaqcamaaBaaaleaacaWGRbGaaiil aiaadMgaaeqaaOGaeyOeI0IaaCOraiqahIhagaqcamaaBaaaleaaca WGRbGaeyOeI0IaaGymaiaacYcacaWGQbaabeaaaOGaayjkaiaawMca aaaa@67DF@

If N ^ (k1) N ^ (k) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WGobGbaKaacaGGOaGaam4AaiabgkHiTiaaigdacaGGPaGaeyizImQa bmOtayaajaGaaiikaiaadUgacaGGPaaaaa@4223@ , new targets may appear at time k . We construct the following 0-1 integer programming


min i=1 N ^ (k) j=1 N ^ (k1) y ij d ij MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaci GGTbGaaiyAaiaac6gadaaeWbqaamaaqahabaGaamyEamaaBaaaleaa caWGPbGaamOAaaqabaGccaWGKbWaaSbaaSqaaiaadMgacaWGQbaabe aaaeaacaWGQbGaeyypa0JaaGymaaqaaiqad6eagaqcaiaacIcacaWG RbGaeyOeI0IaaGymaiaacMcaa0GaeyyeIuoaaSqaaiaadMgacqGH9a qpcaaIXaaabaGabmOtayaajaGaaiikaiaadUgacaGGPaaaniabggHi Ldaaaa@531B@
s.t.  { i=1 N ^ (k) d ij =1         j=1,, N ^ (k1) j=1 N ^ (k1) d ij 1      i=1,, N ^ (k) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGZbGaaiOlaiaadshacaGGUaGaaeiiaiaabccadaGabaabaeqabaWa aabCaeaacaWGKbWaaSbaaSqaaiaadMgacaWGQbaabeaaaeaacaWGPb Gaeyypa0JaaGymaaqaaiqad6eagaqcaiaacIcacaWGRbGaaiykaaqd cqGHris5aOGaeyypa0JaaGymaiaabccacaqGGaGaaeiiaiaabccaca qGGaGaaeiiaiaabccacaqGGaGaaeiiaiaadQgacqGH9aqpcaaIXaGa aiilaiabl+UimjaacYcaceWGobGbaKaacaGGOaGaam4AaiabgkHiTi aaigdacaGGPaaabaWaaabCaeaacaWGKbWaaSbaaSqaaiaadMgacaWG QbaabeaaaeaacaWGQbGaeyypa0JaaGymaaqaaiqad6eagaqcaiaacI cacaWGRbGaeyOeI0IaaGymaiaacMcaa0GaeyyeIuoakiabgsMiJkaa igdacaqGGaGaaeiiaiaabccacaqGGaGaaeiiaiaabccacaWGPbGaey ypa0JaaGymaiaacYcacqWIVlctcaGGSaGabmOtayaajaGaaiikaiaa dUgacaGGPaaaaiaawUhaaaaa@77A8@
where y ij MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG5bWaaSbaaSqaaiaadMgacaWGQbaabeaaaaa@3B75@ is a binary variable. If y ij =1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG5bWaaSbaaSqaaiaadMgacaWGQbaabeaakiabg2da9iaaigdaaaa@3D40@ , x ^ k,i MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WH4bGbaKaadaWgaaWcbaGaam4AaiaacYcacaWGPbaabeaaaaa@3C39@ and x ^ k1,j MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WH4bGbaKaadaWgaaWcbaGaam4AaiabgkHiTiaaigdacaGGSaGaamOA aaqabaaaaa@3DE2@ are associated. If y ij =0 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WG5bWaaSbaaSqaaiaadMgacaWGQbaabeaakiabg2da9iaaicdaaaa@3D3F@ , and x ^ k1,j MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WH4bGbaKaadaWgaaWcbaGaam4AaiabgkHiTiaaigdacaGGSaGaamOA aaqabaaaaa@3DE2@ belong to different targets.

We solve this 0-1 integer programming using the branch-and-bound algorithm17. If the solutions { y ij } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG7bGaamyEamaaBaaaleaacaWGPbGaamOAaaqabaGccaGG9baaaa@3D7F@ satisfy j=1 N ^ (k1) y ij =0 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaada aeWbqaaiaadMhadaWgaaWcbaGaamyAaiaadQgaaeqaaaqaaiaadQga cqGH9aqpcaaIXaaabaGabmOtayaajaGaaiikaiaadUgacqGHsislca aIXaGaaiykaaqdcqGHris5aOGaeyypa0JaaGimaaaa@46FA@ , we set x ^ k,i MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WH4bGbaKaadaWgaaWcbaGaam4AaiaacYcacaWGPbaabeaaaaa@3C39@ as the initial state of a spontaneous new target at time k . If N ^ (k1)> N ^ (k) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WGobGbaKaacaGGOaGaam4AaiabgkHiTiaaigdacaGGPaGaeyOpa4Ja bmOtayaajaGaaiikaiaadUgacaGGPaaaaa@4176@ , some targets disappear at time k . We construct the following 0-1 integer programming


min i=1 N ^ (k) j=1 N ^ (k1) y ij d ij MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaci GGTbGaaiyAaiaac6gadaaeWbqaamaaqahabaGaamyEamaaBaaaleaa caWGPbGaamOAaaqabaGccaWGKbWaaSbaaSqaaiaadMgacaWGQbaabe aaaeaacaWGQbGaeyypa0JaaGymaaqaaiqad6eagaqcaiaacIcacaWG RbGaeyOeI0IaaGymaiaacMcaa0GaeyyeIuoaaSqaaiaadMgacqGH9a qpcaaIXaaabaGabmOtayaajaGaaiikaiaadUgacaGGPaaaniabggHi Ldaaaa@531B@
s.t.  { i=1 N ^ (k) d ij 1         j=1,, N ^ (k1) j=1 N ^ (k1) d ij =1      i=1,, N ^ (k) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGZbGaaiOlaiaadshacaGGUaGaaeiiaiaabccadaGabaabaeqabaWa aabCaeaacaWGKbWaaSbaaSqaaiaadMgacaWGQbaabeaaaeaacaWGPb Gaeyypa0JaaGymaaqaaiqad6eagaqcaiaacIcacaWGRbGaaiykaaqd cqGHris5aOGaeyizImQaaGymaiaabccacaqGGaGaaeiiaiaabccaca qGGaGaaeiiaiaabccacaqGGaGaaeiiaiaadQgacqGH9aqpcaaIXaGa aiilaiabl+UimjaacYcaceWGobGbaKaacaGGOaGaam4AaiabgkHiTi aaigdacaGGPaaabaWaaabCaeaacaWGKbWaaSbaaSqaaiaadMgacaWG QbaabeaaaeaacaWGQbGaeyypa0JaaGymaaqaaiqad6eagaqcaiaacI cacaWGRbGaeyOeI0IaaGymaiaacMcaa0GaeyyeIuoakiabg2da9iaa igdacaqGGaGaaeiiaiaabccacaqGGaGaaeiiaiaabccacaWGPbGaey ypa0JaaGymaiaacYcacqWIVlctcaGGSaGabmOtayaajaGaaiikaiaa dUgacaGGPaaaaiaawUhaaaaa@77A8@

If the solutions { y ij } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca GG7bGaamyEamaaBaaaleaacaWGPbGaamOAaaqabaGccaGG9baaaa@3D7F@ satisfy i=1 N ^ (k) y ij =0 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaada aeWbqaaiaadMhadaWgaaWcbaGaamyAaiaadQgaaeqaaaqaaiaadMga cqGH9aqpcaaIXaaabaGabmOtayaajaGaaiikaiaadUgacaGGPaaani abggHiLdGccqGH9aqpcaaIWaaaaa@4551@ , the target with the state x ^ k1,j MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WH4bGbaKaadaWgaaWcbaGaam4AaiabgkHiTiaaigdacaGGSaGaamOA aaqabaaaaa@3DE2@ disappears at time k. We end the track of this target.



In this section, we demonstrate the performance of tracking ballistic target group on space-based infrared focal plane using GM-CPHD filter. The ballistic target group consists of one warhead and eight decoys. An early warning satellite continually tracks this group for duration of 800s. Due to the finite resolution of infrared sensor, four decoys appear on infrared focal plane at 87s, 146s, 194s and 665s respectively, two decoys synchronously appear at 278s and other two decoys synchronously appear at 547s. All the targets do not disappear. The infrared focal plane is the square χ=[64,64]×[64,64] MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aHhpWycqGH9aqpcaGGBbGaeyOeI0IaaGOnaiaaisdacaGGSaGaaGOn aiaaisdacaGGDbGaey41aqRaai4waiabgkHiTiaaiAdacaaI0aGaai ilaiaaiAdacaaI0aGaaiyxaaaa@49F4@ (in pixel). The sampling period T=1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGubGaeyypa0JaaGymaaaa@3B08@ s. The standard deviation of the measurement noise is 1pixel. The detection probability P D,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadseacaGGSaGaam4Aaaqabaaaaa@3BD8@ means that each target is either detected with probability P D,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadseacaGGSaGaam4Aaaqabaaaaa@3BD8@ or missed with probability 1 P D,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca aIXaGaeyOeI0IaamiuamaaBaaaleaacaWGebGaaiilaiaadUgaaeqa aaaa@3D80@ at time k . We set P D,k =0.99 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadseacaGGSaGaam4AaaqabaGccqGH9aqpcaaI WaGaaiOlaiaaiMdacaaI5aaaaa@3FDA@ for this simulation experiment. The survival probability P S,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadofacaGGSaGaam4Aaaqabaaaaa@3BE7@ means that each target at time k - 1 either continues to exist at time k with probability P S,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadofacaGGSaGaam4Aaaqabaaaaa@3BE7@ or dies with the probability 1 P S,k MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca aIXaGaeyOeI0IaamiuamaaBaaaleaacaWGtbGaaiilaiaadUgaaeqa aaaa@3D8F@ . Since there are no target deaths, the survival probability is P S,k =1 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGqbWaaSbaaSqaaiaadofacaGGSaGaam4AaaqabaGccqGH9aqpcaaI Xaaaaa@3DB2@ . The clutter is modeled as a Poisson RFS with intensity function k(z)= λ c f c (z) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGRbGaaiikaiaahQhacaGGPaGaeyypa0Jaeq4UdW2aaSbaaSqaaiaa dogaaeqaaOGaamOzamaaBaaaleaacaWGJbaabeaakiaacIcacaWH6b Gaaiykaaaa@43F7@ , where f c (z) MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGMbWaaSbaaSqaaiaadogaaeqaaOGaaiikaiaahQhacaGGPaaaaa@3CD3@ represents the uniform probability density over X, and λ c =3 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaacq aH7oaBdaWgaaWcbaGaam4yaaqabaGccqGH9aqpcaaIZaaaaa@3D03@ is the average number of clutter per frame.
We use Wasserstein distance (WD)18 to evaluate the accuracy of multi-target state estimates. Let X={ x 1 ,, x |X| } MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGybGaeyypa0Jaai4EaiaahIhadaWgaaWcbaGaaGymaaqabaGccaGG SaGaeS47IWKaaiilaiaahIhadaWgaaWcbaGaaiiFaiaadIfacaGG8b aabeaakiaac2haaaa@45A4@ and X ^ ={ x ^ 1 ,, x ^ | X ^ | } MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WGybGbaKaacqGH9aqpcaGG7bGabCiEayaajaWaaSbaaSqaaiaaigda aeqaaOGaaiilaiabl+UimjaacYcaceWH4bGbaKaadaWgaaWcbaGaai iFaiqadIfagaqcaiaacYhaaeqaaOGaaiyFaaaa@45E4@ be the true and estimated multi-target states. The WD between X MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGybaaaa@394A@ and X ^ MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaace WGybGbaKaaaaa@395A@ is defined by


d(X, X ^ )= min C [ i=1 | X ^ | j=1 |X| C ij | x ^ i x j | 2 ] 1/2 MathType@MTEF@5@5@+= feaagGart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGKbGaaiikaiaadIfacaGGSaGabmiwayaajaGaaiykaiabg2da9maa xababaGaciyBaiaacMgacaGGUbaaleaacaWHdbaabeaakmaadmaaba WaaabCaeaadaaeWbqaaiaadoeadaWgaaWcbaGaamyAaiaadQgaaeqa aOGaaiiFaiqahIhagaqcamaaBaaaleaacaWGPbaabeaakiabgkHiTi aahIhadaWgaaWcbaGaamOAaaqabaGccaGG8bWaaWbaaSqabeaacaaI YaaaaaqaaiaadQgacqGH9aqpcaaIXaaabaGaaiiFaiaadIfacaGG8b aaniabggHiLdaaleaacaWGPbGaeyypa0JaaGymaaqaaiaacYhaceWG ybGbaKaacaGG8baaniabggHiLdaakiaawUfacaGLDbaadaahaaWcbe qaaiaaigdacaGGVaGaaGOmaaaaaaa@6111@

where the minimum is taken over the set of all transportation matrices C={ C ij } MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WHdbGaeyypa0Jaai4EaiaadoeadaWgaaWcbaGaamyAaiaadQgaaeqa aOGaaiyFaaaa@3F1B@ , and each entry of the matrix satisfies C ij 0 MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaaca WGdbWaaSbaaSqaaiaadMgacaWGQbaabeaakiabgwMiZkaaicdaaaa@3DC9@ , i=1 | X ^ | C ij =1/|X| MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaada aeWbqaaiaadoeadaWgaaWcbaGaamyAaiaadQgaaeqaaaqaaiaadMga cqGH9aqpcaaIXaaabaGaaiiFaiqadIfagaqcaiaacYhaa0GaeyyeIu oakiabg2da9iaaigdacaGGVaGaaiiFaiaadIfacaGG8baaaa@486D@ , and j=1 |X| C ij =1/| X ^ | MathType@MTEF@5@5@+= feaagGart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D aebbnrfifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaq Fr0xc9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qq Q8frFve9Fve9Ff0dmeaabaqaciGacaGaaeWabaWaaeaaeaaakeaada aeWbqaaiaadoeadaWgaaWcbaGaamyAaiaadQgaaeqaaaqaaiaadQga cqGH9aqpcaaIXaaabaGaaiiFaiaadIfacaGG8baaniabggHiLdGccq GH9aqpcaaIXaGaai4laiaacYhaceWGybGbaKaacaGG8baaaa@486E@ .


Fig. 1. shows true tracks together with measurements for the duration of 800s on the focal plane. The warhead stays at the origin, and the decoys appear around the origin and move radially outwards.
Fig. 2 shows that the estimated tracks for individual targets on focal plane. We can see that the GM-CPHD filter can efficiently eliminates the clutter, and that the estimates of states approximate to the real states. Further more, the track continuity for each target is successfully achieved.


Figure 1.Measurements and true tracks on focal plane.


Figure 2. Estimated tracks for individual targets on focal plane.


1000 Monte Carlo runs are implemented on the same target trajectories but with independently generated measurements for each trial. Fig. 3. and Fig. 4 show that the mean of estimated target number versus time for GM-PHD and GM-CPHD filters respectively. We can see that both filters are unbiased estimation for target number. The standard deviation of estimated target number versus time for GM-PHD and GM-CPHD filters is shown in Fig. 5 The average variance of estimated target number of GM-CPHD filter is reduced by 75%, compared with the GM-PHD filter. It can be seen that the GM-CPHD filter is much more reliable and accurate for the estimation of target number than GM-PHD filter. The plots also show that the accuracy of estimation of target number dramatically drops (exhibit high peaks in Fig. 5.) for both filters when the target number changes.


Figure 3. Mean of estimated target number versus time for GM-PHD filter.


Figure 4. Mean of estimated target number versus time for GM-CPHD filter.


Figure 6 shows that the WD versus time for GM-PHD and GM-CPHD filters. When the target number changes, the WD exhibits high peaks for both filters. The WD penalizes errors in both the target localization and the target number estimates. The GM-CPHD and GM-PHD filters have the similar error of target number estimates when the target number changes (see Fig. 5). The WD peaks of GM-CPHD filter are higher than GM-PHD filter since the GM-CPHD filter has more error of target localization at these time steps. When the target number is steady, the WD of GM-CPHD filter is about 0.5pixel (much smaller than GM-PHD filter). The average WD of GM-CPHD filters is reduced by 43.39%, compared with GM-PHD filter. It can be seen that the GM-CPHD filter acquires much more accurate estimation of multi-target states than GM-PHD filter. From Fig. 6, we can see that GM-PHD filter has an increasing trend of WD. This phenomenon is due to the dramatic increase of cardinality error as time progressing (see Fig. 5).


Figure 5. Comparison of standard deviation of estimated target number versus time between GM-PHD and GM-CPHD


Figure 6. Comparison of WD versus time between GM-PHD and GM-CPHD



This paper proposes GM-CPHD filter for tracking of midcourse ballistic target group on space-based infrared focal plane. In order to improve the accuracy of the estimation of target number, the GM-CPHD filter jointly propagates the intensity function of target states and the cardinality distribution. 0-1 integer programming is constructed to associate the estimated states between frames for track continuity. The simulation results show that the target number estimation in GM-CPHD filter is unbiased, and that the variance of estimated target number and the errors of estimated states in GM-CPHD filter are reduced by 75% and 43.39% respectively, compared with the GM-PHD filter. Moreover, the simulation suggests that the track continuity for each target is successfully achieved.

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Mr Dong Li received BS and MS degrees from National University of Defense Technology in 2006 and 2008 respectively. His research interests are target tracking and signal processing.

Mr Dong-Yun Yi received PhD degree from National University of Defense Technology in 2003. Since then he has been a professor at the Department of Mathematics and System Science, National University of Defense Technology. His main research interests are signal processing, data fusion and dynamic system analysis.