Calibrating the Gaussian multi-target tracking model

Statistics and Computing - Tập 25 - Trang 595-608 - 2014
Sinan Yıldırım1, Lan Jiang2, Sumeetpal S. Singh2, Thomas A. Dean2
1School of Mathematics, University of Bristol, Bristol, UK
2Department of Engineering, University of Cambridge, Cambridge, UK

Tóm tắt

We present novel batch and online (sequential) versions of the expectation–maximisation (EM) algorithm for inferring the static parameters of a multiple target tracking (MTT) model. Online EM is of particular interest as it is a more practical method for long data sets since in batch EM, or a full Bayesian approach, a complete browse of the data is required between successive parameter updates. Online EM is also suited to MTT applications that demand real-time processing of the data. Performance is assessed in numerical examples using simulated data for various scenarios. For batch estimation our method significantly outperforms an existing gradient based maximum likelihood technique, which we show to be significantly biased.

Tài liệu tham khảo

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